<SEC-DOCUMENT>0001193125-22-236672.txt : 20220902
<SEC-HEADER>0001193125-22-236672.hdr.sgml : 20220902
<ACCEPTANCE-DATETIME>20220901174225
ACCESSION NUMBER:		0001193125-22-236672
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		18
CONFORMED PERIOD OF REPORT:	20220630
FILED AS OF DATE:		20220902
DATE AS OF CHANGE:		20220901
EFFECTIVENESS DATE:		20220902

FILER:

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

	FILING VALUES:
		FORM TYPE:		N-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		221222534

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	RCM STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	19931214
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSR
<SEQUENCE>1
<FILENAME>d300645dncsr.htm
<DESCRIPTION>N-CSR
<TEXT>
<HTML><HEAD>
<TITLE>N-CSR</TITLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt; font-family:Times New Roman" ALIGN="center"><B>UNITED STATES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt; font-family:Times New Roman" ALIGN="center"><B>SECURITIES AND EXCHANGE COMMISSION </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM <FONT STYLE="white-space:nowrap">N-CSR</FONT> </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:12pt; margin-bottom:0pt; font-size:12pt; 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:12pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Strategic Income Fund, Inc. </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Exact name of registrant as specified in charter) </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>1633 Broadway, New York, NY 10019 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Address of principal executive offices) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>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, Newport Beach, CA 92660 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Name and address of agent for service) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">Copies to: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>David C. Sullivan
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Ropes&nbsp;&amp; Gray LLP </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Prudential Tower </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>800
Boylston Street </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Boston, MA 02199 </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Registrant&#146;s telephone number, including area code: (844) 337-4626 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date of fiscal year end: June&nbsp;30 </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date of reporting
period: June 30, 2022 </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; text-indent:4%; font-size:10pt; font-family:Times New Roman">Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10
days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR
in its regulatory, disclosure review, inspection, and policymaking roles. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; text-indent:4%; font-size:10pt; font-family:Times New Roman">A registrant is required to disclose the information specified
by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget
(&#147;OMB&#148;) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. &#167; 3507. </P>

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

<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">


<IMG SRC="g296860g13e39.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">Annual&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">June 30, 2022 </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:75%; 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 Access Income Fund | PAXS | 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:292pt">&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="#tx296860_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="#tx296860_2">Important Information About the Funds</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">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="#tx296860_3">Index Descriptions </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>
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<TD VALIGN="bottom" ALIGN="right">16</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="#tx296860_4">Financial Highlights</A></P></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="#tx296860_5">Statements of Assets and Liabilities</A></P></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="#tx296860_6">Consolidated Statements of Assets and Liabilities</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>
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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="#tx296860_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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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx296860_8">Consolidated Statements of Operations</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">23</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="#tx296860_9">Statements of Changes in Net Assets</A></P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">24</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="#tx296860_10">Consolidated Statements of Changes in Net Assets</A></P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">26</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="#tx296860_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>
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<TD VALIGN="bottom" ALIGN="right">28</TD>
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<TD HEIGHT="1"></TD>
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<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="#tx296860_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">29</TD>
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<TD HEIGHT="1"></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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx296860_13">Notes to Financial Statements</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">116</TD>
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<TD HEIGHT="1" COLSPAN="4"></TD>
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<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="#tx296860_14">Report of Independent Registered Public Accounting Firm</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">152</TD>
<TD NOWRAP 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 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="#tx296860_15">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">153</TD>
<TD NOWRAP 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 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="#tx296860_16">Federal Income Tax Information</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">154</TD>
<TD NOWRAP 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 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="#tx296860_17">Distribution Information</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">155</TD>
<TD NOWRAP 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 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="#tx296860_18">Shareholder Meeting Results</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">157</TD>
<TD NOWRAP 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 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="#tx296860_19">Changes to Boards of Trustees</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">159</TD>
<TD NOWRAP 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 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="#tx296860_20">Dividend Reinvestment Plan</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">160</TD>
<TD NOWRAP 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 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="#tx296860_21">Additional Information Regarding 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">162</TD>
<TD NOWRAP 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 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="#tx296860_22">Principal Investment Strategies</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">163</TD>
<TD NOWRAP 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 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="#tx296860_23">Principal Risks of 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">187</TD>
<TD NOWRAP 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 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="#tx296860_24">Risk Management Strategies</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">220</TD>
<TD NOWRAP 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 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="#tx296860_25">Effects of Leverage</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">221</TD>
<TD NOWRAP 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 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="#tx296860_26">Fundamental Investment Restrictions</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">222</TD>
<TD NOWRAP 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 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="#tx296860_27">Management of 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">226</TD>
<TD NOWRAP 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 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="#tx296860_28">Approval of Investment Management Agreement</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">230</TD>
<TD NOWRAP 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 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="#tx296860_29">Privacy Policy</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">241</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></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:9.5pt">
<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>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></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 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="#tx296860_30">PCM Fund, Inc.</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_38"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_38">30</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_38"></A>&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 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="#tx296860_35">PIMCO Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;
</FONT></SUP> &amp; Income Fund</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_43"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_43">40</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_43"></A>&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 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="#tx296860_37">PIMCO Strategic Income Fund, Inc.</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_45"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_45">54</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_45"></A>&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 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="#tx296860_31">PIMCO Access Income Fund<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_39"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_39">67</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_39"></A>&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 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="#tx296860_33">PIMCO Dynamic Income Fund<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_41"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_41">76</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_41"></A>&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 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="#tx296860_34">PIMCO Dynamic Income Opportunities
Fund<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">15</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx296860_42"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx296860_42">102</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx296860_42"></A>&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="48%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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>

<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="tx296860_1"></A>Letter&nbsp;from&nbsp;the&nbsp;Chair&nbsp;of&nbsp;the&nbsp;Board&nbsp;&amp;&nbsp;President</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>
<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 with us. Following this letter is the PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds Annual Report, which covers the <FONT STYLE="white-space:nowrap">12-month</FONT> reporting period ended June&nbsp;30,
2022. 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">12-month</FONT>
reporting period ended June&nbsp;30, 2022 </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, third quarter 2021 U.S. annualized gross domestic product (&#147;GDP&#148;) grew 2.3%.
Economic activity accelerated during the fourth quarter, as GDP growth was 6.9%. However, the U.S. economy then experienced a setback, as first quarter 2022 GDP growth was <FONT STYLE="white-space:nowrap">-1.6%.</FONT> Finally, the Commerce
Department&#146;s initial estimate for second quarter 2022 annualized GDP growth &#151; released after the reporting period ended &#151; was 0.9%. </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., the Federal Reserve Board (the &#147;Fed&#148;) took several steps to tighten monetary policy to combat elevated inflation. The Fed reduced the
monthly pace of its net asset purchases of Treasury securities and agency mortgage-backed securities in November 2021 and again in December. The Fed ended its monthly asset purchases in <FONT STYLE="white-space:nowrap">mid-March</FONT> 2022. The Fed
then raised the federal funds rate 0.25% to a range between 0.25% and 0.50% in March 2022, its first rate hike since 2018. The central bank then raised rates 0.50% in its May 2022 meeting and 0.75% in its June meeting. Finally, on July&nbsp;27, 2022
&#151; after the reporting period ended &#151; the Fed raised rates 0.75%, to a range between 2.25% and 2.50%. </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 the pandemic. The war in Ukraine and its repercussions also led to increased uncertainties around the
world. In its April 2022 World Economic Outlook Update, the International Monetary Fund (&#147;IMF&#148;) said it expects U.S. gross domestic product (&#147;GDP&#148;) growth to be 3.7% in 2022, compared to 5.7% in 2021. Elsewhere, the IMF expects
2022 GDP to grow 2.8% in the eurozone (from 5.3% in 2021), 3.7% in the U.K. (from 7.4% in 2021) and 2.4% in Japan (from 1.6% in 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">Several other central banks began tightening monetary policy during the period. In December 2021, the Bank of England (the &#147;BoE&#148;) surprised the market
and raised rates for the first time since <FONT STYLE="white-space:nowrap">COVID-19</FONT> began. The BoE again raised rates at its meetings in February, March, May and June 2022. The European Central Bank (the &#147;ECB&#148;) indicated that it
intended to raise rates at its September 2022 meeting. Elsewhere, the Bank of Japan (the &#147;BoJ&#148;) maintained its loose monetary policy and appears likely to remain accommodative in the near future given the headwinds facing its 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">During the reporting period, short- and long-term U.S. Treasury yields moved sharply
higher. The yield on the benchmark <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. Treasury note was 2.98% on June&nbsp;30, 2022, 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 developed and emerging markets, returned -7.91%. Meanwhile, the Bloomberg Global Aggregate Credit Index (USD Hedged), a widely used index of global investment grade credit
bonds, returned <FONT STYLE="white-space:nowrap">-12.75%.</FONT> Riskier fixed income asset classes, including high yield corporate bonds and emerging market debt, were also weak. The ICE BofAML Developed Markets High Yield Constrained Index (USD
Hedged), a widely used index of below-investment-grade bonds, returned <FONT STYLE="white-space:nowrap">-12.85%,</FONT> whereas emerging market external debt, as represented by the JPMorgan Emerging Markets Bond Index (EMBI) Global (USD Hedged),
returned <FONT STYLE="white-space:nowrap">-19.25%.</FONT> Emerging market local bonds, as represented by the JPMorgan Government Bond Index-Emerging Markets Global Diversified Index (Unhedged), returned
<FONT STYLE="white-space:nowrap">-19.28%.</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 generally posted weak results during the reporting period as economic and geopolitical concerns weighed on investor sentiment. U.S. equities, as represented by the S&amp;P 500 Index, returned <FONT STYLE="white-space:nowrap">-10.62%.</FONT>
Global equities, as represented by the MSCI World Index, returned -14.34%, while emerging market </P>
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<TD VALIGN="bottom"><B>2</B></TD>
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<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">
equities, as measured by the MSCI Emerging Markets Index, returned -25.28%. Meanwhile, Japanese equities, as represented by the Nikkei 225 Index (in JPY), returned
<FONT STYLE="white-space:nowrap">-8.33%</FONT> and European equities, as represented by the MSCI Europe Index (in EUR), returned <FONT STYLE="white-space:nowrap">-6.54%.</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">Commodity prices were volatile and generated mixed returns. Brent crude oil, which was
approximately $75 a barrel at the start of the reporting period, rose to roughly $112 a barrel at the end of June 2022. We believe the <FONT STYLE="white-space:nowrap">oil-price</FONT> increase was driven by supply shortages and stronger demand due
to economic <FONT STYLE="white-space:nowrap">re-openings</FONT> as <FONT STYLE="white-space:nowrap">COVID-19</FONT> restrictions eased. Repercussions from the war in Ukraine also contributed to higher oil prices. In terms of other commodities
prices, copper declined, whereas gold rose during the period. </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. We believe this was due to several factors, including economic growth expectations and changing central bank monetary policies, as well as rising inflation,
<FONT STYLE="white-space:nowrap">COVID-19</FONT> variants and geopolitical events. The U.S. dollar strengthened against several major currencies. For example, during the reporting period, the U.S. dollar returned 11.59%, 11.95% and 18.13% 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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<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:177pt">&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&nbsp;index. </P>
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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</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="tx296860_2"></A>Important&nbsp;Information&nbsp;About&nbsp;the&nbsp;Funds</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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<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">Information regarding each Fund&#146;s principal investment strategies, principal risks and
risk management strategies, the effects of each Fund&#146;s leverage, and each Fund&#146;s fundamental investment restrictions, including a summary of certain changes thereto during the most recent&nbsp;fiscal year, can be found within the relevant
sections of this report. Please refer to the Table of Contents for further&nbsp;information. </FONT></P> <P STYLE="margin-top: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 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). 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></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 date of this report, interest rates in the United States and many parts of the
world, including certain European countries, are ascending from historically low levels. Thus, bond funds currently face a heightened level of risk associated with rising interest rates and/or bond yields. This could be driven by a variety of
factors, including but not limited to central bank monetary policies, changing inflation or real growth rates, general economic conditions, increasing bond issuances or reduced market demand for low yielding investments. Further, while bond markets
have steadily grown over the past three decades, dealer inventories of corporate bonds are near historic lows in relation to market size. As a result, there has been a significant reduction in the ability of dealers to &#147;make markets&#148;.
</FONT></P> <P STYLE="margin-top: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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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><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">
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 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">Classifications of the Funds&#146; portfolio holdings in this report are made according to financial reporting standards. The classification
of a particular portfolio holding as shown in the Allocation Breakdown and Schedule of Investments or Consolidated Schedule of Investments, as applicable, sections of this report may differ from the classification used for the Funds&#146; compliance
calculations, including those used in the Funds&#146; prospectus, investment objectives, regulatory, and other investment limitations and policies, which may be based on different asset class, sector or geographical classifications. Each Fund is
separately monitored for compliance with respect to prospectus and regulatory requirements. </FONT></P> <P STYLE="margin-top: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">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></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 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 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">On each Fund Summary page in this Shareholder
Report, the Average Annual Total Return table measures performance assuming that all dividend and capital gain distributions were reinvested. Total return is calculated by determining the percentage change in NAV or market price (as applicable) in
the specified period. Returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions. Total return for a period of more than one year represents the average annual total return. Performance at market price will
differ from results at NAV. Although market price returns tend to reflect investment results over time, during shorter periods returns at market price can also be influenced by factors such as changing views about a Fund, market conditions, supply
and demand for the Fund&#146;s shares, or changes in the Fund&#146;s dividends. Performance shown is net of fees and&nbsp;expenses. Historical NAV performance for a Fund may have been positively impacted by fee waivers or expense limitations in
place during some or all of the periods shown, if applicable. Future performance (including total return or yield) and distributions may be negatively impacted by the expiration or reduction of any such fee waivers or expense limitations.
</FONT></P></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>5</B></TD></TR></TABLE></DIV>
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<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>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>
<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">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 HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:6.5pt">
<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>
<TD VALIGN="bottom">&nbsp;</TD>
<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:75%; 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 Access 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; ">01/31/22</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; ">Non-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 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 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; ">Non-Diversified</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:75%; 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 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
</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">
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">SEC rules allow shareholder reports to be delivered to investors by providing access to such reports online free of charge and by mailing a notice that the report is electronically available. 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 (844) 33-PIMCO. 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&nbsp;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 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&nbsp;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
</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"></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>
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<TD VALIGN="bottom"><B>6</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="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:75%; 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" WIDTH="1%"></TD>
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<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><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">
other transactions by registered investment companies that rescinds and withdraws the guidance of the SEC and its staff regarding asset segregation and cover transactions that was applicable to
the Funds as of the date of this report. Subject to certain exceptions, the rule requires funds that trade derivatives and other transactions that create future payment or delivery obligations to comply with a value-at-risk leverage limit and
certain derivatives risk management program and reporting requirements. 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. The rule went into effect on February 19, 2021. The compliance date for the new rule and related recordkeeping
requirements is August 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 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 effective date for the rule was March 8, 2021. The compliance date for the new rule and the associated recordkeeping
requirements is September 8, 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 May 2022, the SEC
proposed amendments to a current rule governing fund naming conventions. In general, the current rule requires funds with certain types of names to adopt a policy to invest at least 80% of their assets in the type of investment suggested by the
name. The proposed amendments would expand the scope of the current rule in a number of ways that would result in an expansion of the types of fund names that would require the fund to adopt an 80% investment policy under the rule. Additionally, the
proposed amendments would modify the circumstances under which a fund may deviate from its 80% investment policy and address the use and valuation of derivatives instruments for purposes of the rule. The proposal&#146;s impact on the Funds will not
be known unless and until any final rulemaking is adopted. </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 May 2022, the SEC proposed a framework that would require certain registered funds (such as the Funds) to disclose their environmental,
social, and governance (&#147;ESG&#148;) investing practices. Among other things, the proposed requirements would mandate that funds meeting
</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">
three pre-defined classifications (i.e., integrated, ESG focused and/or impact funds) provide prospectus and shareholder report disclosure related to the ESG factors, criteria and processes used
in managing the fund. The proposal&#146;s impact on the Funds will not be known unless and until any final rulemaking is adopted.
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>7</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;</TD>
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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">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx296860_30"></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 WIDTH="8%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="86%"></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>
<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>PCM</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Cumulative Returns Through June 30, 2022 </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt" ALIGN="center">


<IMG SRC="g296860g89m31.jpg" ALT="LOGO">
 </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">$10,000 invested at the end of the
month when the Fund commenced&nbsp;operations. </FONT></P> <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:9.5pt; font-family:Arial Narrow">Allocation
Breakdown as of June&nbsp;30, 2022<SUP STYLE="font-size:75%; 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="78%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="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; ">31.0%</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"><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; ">21.9%</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">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; ">16.4%</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"> <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; ">14.0%</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">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; ">6.2%</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">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; ">2.8%</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">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; ">2.4%</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"> <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; ">2.0%</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">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; ">1.7%</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" 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; ">1.6%</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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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> <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="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="51%"></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>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="19"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="18"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June 30, 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="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">&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&nbsp;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="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g52z21.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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; ">(14.44)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.53%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.47%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.53%</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="bottom" NOWRAP ALIGN="center"> <P STYLE="margin-top:0pt;margin-bottom:1pt" ALIGN="center">


<IMG SRC="g296860g94o20.jpg" ALT="LOGO">
</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(10.20)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.61%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.79%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.45%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">


<IMG SRC="g296860g08y58.jpg" ALT="LOGO">
</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; ">ICE BofAML US High Yield Index</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; ">(12.66)%</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; ">1.95%</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; ">4.40%</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; "><SUP STYLE="font-size:75%; vertical-align:top"></SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6.50%<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Times New Roman; font-size:5pt"><FONT
STYLE="FONT-FAMILY:SYMBOL">&#168;</FONT></FONT></SUP></FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:75%; vertical-align:top"></SUP>&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"><SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Times New Roman; font-size:5pt" COLOR="#333333"><FONT STYLE="FONT-FAMILY:SYMBOL">&#168;</FONT></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">Average Annual Return since 08/31/1993 </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; font-family:Arial Narrow"><FONT COLOR="#333333">It is not possible to invest directly in an unmanaged index.
</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:75%; 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. 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">&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">Performance of an index is shown in light of a requirement by the Securities and Exchange
Commission that the performance of an appropriate broad-based securities market index be disclosed. However, the Fund is not managed to an index nor should the index be viewed as a &#147;benchmark&#148; for the Fund&#146;s performance. The index is
not intended to be indicative of the Fund&#146;s investment strategies, portfolio components or past or future performance. Please see Additional Information Regarding the Funds for a description of the Fund&#146;s principal investment strategies.
</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:75%; 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:75%; 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:12pt">&nbsp;</P> <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">Fund&nbsp;Information (as of June 30, 2022)<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> </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="80%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></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; ">$9.25</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; ">$7.69</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="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; ">20.29%</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:75%; 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; ">10.38%</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:75%; 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; ">12.48%</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 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:75%; 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; ">49.27%</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; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Investment Objective and Strategy
Overview </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&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 select corporate special situation positions contributed to absolute performance, as select issuers 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">Security selection in asset backed securities, most notably student loans, contributed to absolute performance, as select securities 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">There were no other material contributors for this Fund. </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 detracted from absolute performance, as the asset class 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">Long interest rate positioning, especially in the short and intermediate portion of the curve, detracted from absolute performance, as rates increased. </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 U.S. residential mortgage credit detracted from absolute performance, as the asset class posted negative returns. </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>8</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">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx296860_35"></A>PIMCO Global StocksPLUS<SUP
STYLE="font-size:75%; 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"></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" 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> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Cumulative Returns Through June 30, 2022 </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt" ALIGN="center">


<IMG SRC="g296860g09a09.jpg" ALT="LOGO">
 </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">$10,000 invested at the end of the
month when the Fund commenced&nbsp;operations. </FONT></P> <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:9.5pt; font-family:Arial Narrow">Allocation
Breakdown as of June&nbsp;30, 2022<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:75%; 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="78%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="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; ">26.8%</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">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; ">22.2%</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">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; ">12.6%</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">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; ">12.4%</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"><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; ">9.1%</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; ">6.3%</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"> <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; ">5.2%</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">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">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; ">1.1%</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" 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; ">2.7%</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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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> <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 Narrow; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="49%"></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>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="19"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="18">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June 30, 2022</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="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:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">1&nbsp;Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">5&nbsp;Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">10&nbsp;Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">Commencement<BR>of&nbsp;Operations<BR>(05/31/05)</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g52z21.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Market Price</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(22.51)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(6.59)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.16%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.19%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g94o20.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">NAV</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(24.27)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.18%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.38%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.88%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">


<IMG SRC="g296860g08y58.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">S&amp;P 500 Index</TD>
<TD 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">(10.62)%</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">11.31%</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">12.96%</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">9.18%</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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">It is not possible to invest directly in an unmanaged index. </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:75%; 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. 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">&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">Performance of an index is shown in light of a requirement by the Securities and Exchange
Commission that the performance of an appropriate broad-based securities market index be disclosed. However, the Fund is not managed to an index nor should the index be viewed as a &#147;benchmark&#148; for the Fund&#146;s performance. The index is
not intended to be indicative of the Fund&#146;s investment strategies, portfolio components or past or future performance. Please see Additional Information Regarding the Funds for a description of the Fund&#146;s principal investment strategies.
</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:75%; 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:75%; 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:12pt">&nbsp;</P> <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">Fund&nbsp;Information (as of June 30, 2022)<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> </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="80%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></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; ">$7.89</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"> <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; ">$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">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; ">8.68%</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:75%; 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; ">10.49%</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:75%; 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; ">11.40%</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 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:75%; 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; ">41.86%</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; text-indent:0%; 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:75%; 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 select corporate special situation positions contributed to absolute performance, as select issuers 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">Security selection in asset backed securities contributed to absolute performance, as select securities 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">Security selection in U.S. commercial mortgage credit contributed to absolute performance, as select securities 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 equity index derivatives linked to the MSCI EAFE Index detracted from absolute performance, as the index posted negative&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 detracted from absolute performance, as the asset class 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 U.S. agency mortgage-backed securities detracted from absolute performance, as the asset class posted negative&nbsp;returns. </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="88%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>9</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="tx296860_37"></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"></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" 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></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Cumulative Returns Through June 30, 2022 </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt" ALIGN="center">


<IMG SRC="g296860g18a18.jpg" ALT="LOGO">
 </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">$10,000 invested at the end of the
month when the Fund commenced&nbsp;operations. </FONT></P> <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:9.5pt; font-family:Arial Narrow">Allocation
Breakdown as of June&nbsp;30, 2022<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:75%; 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="78%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></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">30.8%</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 STYLE="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">29.5%</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"><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">13.2%</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">Loan Participations and&nbsp;Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.4%</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">5.0%</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">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.3%</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 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">Short-Term Instruments</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">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.6%</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">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.4%</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">Municipal Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.1%</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" 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">0.7%</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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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 any. </FONT></P></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 Narrow; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="50%"></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>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="19"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="18">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June 30, 2022</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="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:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">1&nbsp;Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">5 Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">10&nbsp;Year</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center">Commencement<BR>of Operations<BR>(02/24/94)</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g52z21.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Market Price</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(25.44)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(4.22)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.24%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.09%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g94o20.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">NAV</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(20.58)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.78%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.91%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.27%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">


<IMG SRC="g296860g08y58.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">ICE BofAML US High Yield Index</TD>
<TD 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">(12.66)%</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">1.95%</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">4.40%</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"><SUP STYLE="font-size:75%; vertical-align:top"></SUP>&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">6.41%<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Times New Roman; font-size:5pt"><FONT STYLE="FONT-FAMILY:SYMBOL">&#168;</FONT></FONT></SUP></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><SUP STYLE="font-size:75%; vertical-align:top"></SUP>&nbsp;</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"><SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Times New Roman; font-size:5pt" COLOR="#333333"><FONT STYLE="FONT-FAMILY:SYMBOL">&#168;</FONT></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">Average Annual Return since 2/28/1994 </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; font-family:Arial Narrow"><FONT COLOR="#333333">It is not possible to invest directly in an unmanaged index.
</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:75%; 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 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">&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">Performance of an index is shown in light of a requirement by the Securities and Exchange
Commission that the performance of an appropriate broad-based securities market index be disclosed. However, the Fund is not managed to an index nor should the index be viewed as a &#147;benchmark&#148; for the Fund&#146;s performance. The index is
not intended to be indicative of the Fund&#146;s investment strategies, portfolio components or past or future performance. Please see Additional Information Regarding the Funds for a description of the Fund&#146;s principal investment strategies.
</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:75%; 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:75%; 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:12pt">&nbsp;</P> <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">Fund&nbsp;Information (as of June 30, 2022)<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> </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="80%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></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; ">$5.13</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; ">$4.69</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="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; ">9.38%</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:75%; 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; ">11.93%</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:75%; 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; ">13.05%</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:75%; 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; ">46.02%</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; text-indent:0%; 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 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">Short interest rate positioning, especially in the intermediate and long end of the curve, contributed to absolute performance, as rates&nbsp;increased. </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 select corporate special situation positions contributed to absolute&nbsp;performance, as select issuers 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">Security selection in U.S. commercial mortgage credit contributed to absolute performance, as select securities 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 corporate credit detracted from absolute performance, as the asset class 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 U.S. agency mortgage-backed securities detracted from absolute performance, as the asset class 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 emerging market debt detracted from absolute performance, as the asset class posted negative returns. </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>10</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">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx296860_31"></A>PIMCO Access 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="6%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="88%"></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>PAXS</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 June&nbsp;30, 2022<SUP STYLE="font-size:75%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:75%; 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"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">29.1%</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">21.4%</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">Loan Participations and Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">20.6%</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">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">18.9%</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">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.6%</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">Municipal Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.6%</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">1.4%</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">2.4%</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:75%; 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:75%; 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 June 30, 2022)<SUP STYLE="font-size:75%; 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; ">$15.83</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; ">$17.24</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; ">(8.18)%</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:75%; 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; ">8.85%</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:75%; 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; ">8.12%</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:75%; 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; ">38.44%</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> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><I>A line graph is not
included since the Fund has less than six months of performance. </I></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="86%"></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"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June 30, 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></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; ">Commencement<BR>of Operations<BR>(01/31/22)</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; ">(18.72)%</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; ">(11.63)%</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:75%; 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"><SUP STYLE="font-size:75%; 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:75%; 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>
<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"></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">PIMCO Access Income 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">Security selection in asset-backed securities contributed to absolute performance, as select securities 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">Short interest rate positioning, especially in the long end of the curve, contributed to absolute performance, as rates increased. </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 contributors for this fund. </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 detracted from absolute performance, as the asset class 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 emerging market debt detracted from absolute performance, as the asset class 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 U.S. mortgage credit detracted from absolute performance, as the asset class posted negative returns. </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="88%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>11</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="tx296860_33"></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"></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" 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> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Cumulative Returns Through June 30, 2022 </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt" ALIGN="center">


<IMG SRC="g296860g00m04.jpg" ALT="LOGO">
 </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">$10,000 invested at the end of the
month when the Fund commenced&nbsp;operations. </FONT></P> <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:9.5pt; font-family:Arial Narrow">Allocation
Breakdown as of June&nbsp;30, 2022<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:75%; 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="78%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">25.6%</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:1pt; 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; ">20.3%</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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">19.8%</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:1pt; 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; ">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:1pt; 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; ">5.1%</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:1pt; 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; ">4.0%</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:1pt; 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:1pt; 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; ">1.7%</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:1pt; 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:1pt; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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> <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="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="54%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></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="4%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></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="4%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="19"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="18"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June&nbsp;30, 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="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">&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>(05/30/12)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g52z21.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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; ">(19.10)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.05%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.47%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g94o20.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(12.55)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.72%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.54%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.85%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">


<IMG SRC="g296860g08y58.jpg" ALT="LOGO">
</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; ">ICE BofAML US High Yield Index</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; ">(12.66)%</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; ">1.95%</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; ">4.40%</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; ">4.57%</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">It is not possible to invest directly in
an unmanaged index. </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:75%; 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">&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">Performance of an index is shown in light of a requirement by the Securities and Exchange
Commission that the performance of an appropriate broad-based securities market index be disclosed. However, the Fund is not managed to an index nor should the index be viewed as a &#147;benchmark&#148; for the Fund&#146;s performance. The index is
not intended to be indicative of the Fund&#146;s investment strategies, portfolio components or past or future performance. Please see Additional Information Regarding the Funds for a description of the Fund&#146;s principal investment strategies.
</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:75%; 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:75%; 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:12pt">&nbsp;</P> <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">Fund&nbsp;Information (as of June 30, 2022)<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> </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="80%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></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:1pt; 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; ">$20.87</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:1pt; 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; ">$19.73</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:1pt; 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; ">5.78%</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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:75%; 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; ">12.68%</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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:75%; 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; ">13.41%</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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:75%; 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; ">48.60%</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; text-indent:0%; 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 select corporate special situation positions contributed to absolute performance, as select issuers 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">Security selection in asset backed securities, most notably student loans, contributed to absolute performance, as select securities 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">Security selection in U.S. commercial mortgage credit contributed to absolute performance, as select securities 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 corporate credit detracted from absolute performance, as the asset class 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 emerging market debt detracted from absolute performance, as the asset class 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 U.S. residential mortgage credit detracted from absolute performance, as the asset class posted negative returns. </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 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:13pt">

<TR>

<TD WIDTH="98%"></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"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Market and Net Asset Value Information</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:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following table, presented in conformance with annual reporting requirements for funds that have filed a registration statement pursuant
to General Instruction A.2 of Form N-2 (&#147;Short Form N-2&#148;), sets forth, for each of the periods indicated, the high and low closing market prices of the Fund&#146;s Common Shares on the NYSE, the high and low NAV per Common Share and the
high and low premium/discount to NAV per Common Share. See Note 3, Investment Valuation and Fair Value Measurements in the Notes to Financial Statements for information as to how the Fund&#146;s NAV is determined. </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="49%"></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">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Common share<BR>market price<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Common share<BR>net asset value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Premium&nbsp;(discount)&nbsp;as<BR>a % of net&nbsp;asset&nbsp;value</B></FONT></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 #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Quarter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>High</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="top" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Low</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="top" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>High</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="top" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Low</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="top" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>High</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="top" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Low</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended June 30, 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;24.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;19.73</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; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;22.90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;19.73</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; ">7.44%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2.33)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended March 31, 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26.52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.03%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(0.99)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended December 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.67%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended September 30, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15.73%</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; ">3.59%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended June 30, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17.99%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13.27%</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"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended March 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28.66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16.33%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.99%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended December 31, 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">23.35</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; ">10.19%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.15%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended September 30, 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">23.53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.15%</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; ">3.58%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended June 30, 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20.05</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.65%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(0.64)%</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"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended March 31, 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33.61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17.74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">21.56%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(12.09)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended December 31, 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33.83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32.37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26.76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.45%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18.61%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended September 30, 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32.54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30.72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28.38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.37%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.03%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended June 30, 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33.25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30.73</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; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18.50%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.30%</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"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended March 31, 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32.50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.26</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; ">17.37%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.04%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Quarter ended December 31, 2018</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26.95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27.13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16.98%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(0.77)%</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; ">Quarter ended September 30, 2018</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">31.87</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28.81</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; ">16.41%</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; ">9.97%</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>
<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:75%; 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">Such prices reflect inter-dealer prices, without retail mark-up, mark-down or commission and
may not represent actual transactions. </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="91%"></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>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;2022</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">
<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 following information is presented in conformance with annual reporting requirements for
funds that have filed a registration statement pursuant to General Instruction A.2 of Form N-2 (&#147;Short Form N-2&#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:12pt; font-family:Arial Narrow">Summary of Fund Expenses </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following table is
intended to assist investors in understanding the fees and expenses (annualized) that an investor in Common Shares of the Fund would bear, directly or indirectly, as a result of an offering. The table reflects the use of leverage in the form of
reverse repurchase agreements in an amount equal to 54.93% of the Fund&#146;s total average managed assets (including assets attributable to reverse repurchase agreements), which reflects approximately the percentage of the Fund&#146;s total average
managed assets attributable to such leverage averaged over the fiscal year ended June&nbsp;30, 2022, and shows Fund expenses as a percentage of net assets attributable to Common Shares. The percentage above does not reflect the Fund&#146;s use of
other forms of economic leverage, such as credit default swaps or other derivative instruments. The table and example below are based on the Fund&#146;s capital structure as of June&nbsp;30, 2022. The extent of the Fund&#146;s assets attributable to
leverage following an offering, and the Fund&#146;s associated expenses, are likely to vary (perhaps significantly) from these assumptions. </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>Shareholder Transaction Expense </B></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="80%"></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></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">Sales load (as a percentage of offering price)<SUP
STYLE="font-size:75%; vertical-align:top">(1)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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;&nbsp;&nbsp;]%</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">Offering Expenses Borne by Common Shareholders<BR>(as a
percentage of offering price)<SUP STYLE="font-size:75%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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;&nbsp;&nbsp;]%</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">Dividend Reinvestment Plan Fees<SUP
STYLE="font-size:75%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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="center"><FONT STYLE="font-family:Arial Narrow; ">None</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:75%; 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">In the event that the Common Shares to which this relates are sold to or through underwriters
or dealer managers, a corresponding supplement will disclose the applicable sale load and/or commission. </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:75%; 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 related supplement will disclose the estimated amount of offering expense, the offering
price and the offering expenses borne by the Fund and indirectly by all of its Common Shareholders as a percentage of the offering price. </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:75%; 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">You will pay broker chargers if you direct your broker or the plan agent to sell your Common
Shares that you acquired pursuant to a dividend reinvestment plan. You may also pay a pro rata share of brokerage commissions incurred in connection with open market purchase pursuant to the Fund&#146;s Dividend Reinvestment Plan.
</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"><B>Annual Expenses </B></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="64%"></TD>

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

<TD VALIGN="bottom" WIDTH="6%"></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">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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>Percentage&nbsp;of<BR>Net&nbsp;Assets&nbsp;Attributable&nbsp;to<BR>Common&nbsp;Shares&nbsp;(reflecting<BR>leverage
attributable to<BR>reverse&nbsp;repurchase<BR>agreements)</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">Management
Fees<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">1.99%</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">Interest Payments on Borrowed Funds<SUP
STYLE="font-size:75%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">0.64%</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">Other
Expenses<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">0.01%</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 #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 Annual Expenses</B></P></TD>
<TD VALIGN="bottom">&nbsp;&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; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>2.64%</B></FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></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:75%; 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 include fees payable to the Investment Manager for advisory services and for
supervisory, administrative and other services. The Fund pays for the advisory, supervisory and administrative services it requires under what is essentially an <FONT STYLE="white-space:nowrap">all-in</FONT> fee structure (the &#147;unified
management fee&#148;). Pursuant to an investment management agreement, PIMCO is paid a Management Fee of 1.10% of the Fund&#146;s
</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">


<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="15">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
average daily total managed assets. The Fund (and not PIMCO) will be responsible for certain fees and expenses which are, reflected in the table above, that are not covered by the unified
management fee under the investment management agreement. Please see Note 9, Fees and Expenses in the Notes to Financial Statements for an explanation of the unified management fee. </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="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">Reflects the Fund&#146;s use of leverage in the form of reverse repurchase agreements
averaged over the fiscal year ended June&nbsp;30, 2022, which represented 54.93% of the Fund&#146;s total managed assets (including assets attributable to reverse repurchase agreements) as of that date, at an annual interest rate cost to the Fund of
1.64%, which is the weighted average interest rate cost during the fiscal year ended June&nbsp;30, 2022. See &#147;Effects of Leverage.&#148; The actual amount of interest expense borne by the Fund will vary over time in accordance with the level of
the Fund&#146;s use of reverse repurchase agreements, dollar rolls and/or borrowings and variations in market interest rates. Borrowing expense is required to be treated as an expense of the Fund for accounting purposes. Any associated income or
gains (or losses) realized from leverage obtained through such instruments is not reflected in the Annual Expenses table above, but would be reflected in the Fund&#146;s performance results. </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:75%; 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">Other expenses are estimated for the Fund&#146;s fiscal year ending June&nbsp;30, 2023.
</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:75%; 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">&#147;Interest Payments on Borrowed Funds&#148; is borne by the Fund separately from the
management fees paid to PIMCO. Excluding such expense, Total Annual Expenses are&nbsp;2.00%. </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">Example </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following example illustrates the
expenses that you would pay on a $1,000 investment in Common Shares of the Fund, assuming (1)&nbsp;that the Fund&#146;s net assets do not increase or decrease, (2)&nbsp;that the Fund incurs total annual expenses of 2.64% of net assets attributable
to Common Shares in years 1 through 10 (assuming assets attributable to reverse repurchase agreements representing 54.93% of the Fund&#146;s total managed assets) and (3)&nbsp;a 5% annual
return<SUP STYLE="font-size:75%; vertical-align:top">(1)</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:7pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></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="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>1&nbsp;Year</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>3&nbsp;Years</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>5&nbsp;Years</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>10&nbsp;Years</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 #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 Expenses Incurred</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;83</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;141</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;299</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:75%; 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"><B>The example above should not be considered a representation of future expenses. Actual
expenses may be higher or lower than those shown. </B>The<B> </B>example assumes that the estimated Interest Payments on Borrowed Funds, and Other<B> </B>Expenses set forth in the Annual Expenses table are accurate, that the rate listed<B> </B>under
Total Annual Expenses remains the same each year and that all dividends and<B> </B>distributions are reinvested at NAV. Actual expenses may be greater or less than<B> </B>those assumed. Moreover, the Fund&#146;s actual rate of return may be greater
or less<B> </B>than the hypothetical 5% annual return shown in the example. The example does not include commissions or estimated offering expenses, which would cause the expenses<B> </B>shown in the example to increase
</FONT></P></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="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 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">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx296860_34"></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"></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" 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> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Cumulative Returns Through June 30, 2022 </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt" ALIGN="center">


<IMG SRC="g296860g32a64.jpg" ALT="LOGO">
 </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">$10,000 invested at the end of the
month when the Fund commenced&nbsp;operations. </FONT></P> <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:9.5pt; font-family:Arial Narrow">Allocation
Breakdown as of June&nbsp;30, 2022<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:75%; 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="78%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">26.1%</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:1pt; 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; ">25.5%</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:1pt; 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; ">22.3%</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:1pt; 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; ">9.3%</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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">6.1%</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:1pt; 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; ">2.5%</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:1pt; 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:1pt; 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; ">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">1.4%</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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; 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; ">1.2%</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:1pt; 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; ">1.1%</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" 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; ">0.9%</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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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="0%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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> <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="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="70%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></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="4%"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="3"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> for the period ended June&nbsp;30, 2022</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="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></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">&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; ">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="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g52z21.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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; ">(33.77)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(16.63)%</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="bottom" NOWRAP ALIGN="center">


<IMG SRC="g296860g94o20.jpg" ALT="LOGO">
</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(17.25)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9.48)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">


<IMG SRC="g296860g08y58.jpg" ALT="LOGO">
</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; ">ICE BofAML US High Yield Index</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; ">(12.66)%</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; ">(6.99)%</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">It is not possible to invest directly in
an unmanaged index. </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:75%; 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">&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">Performance of an index is shown in light of a requirement by the Securities and Exchange
Commission that the performance of an appropriate broad-based securities market index be disclosed. However, the Fund is not managed to an index nor should the index be viewed as a &#147;benchmark&#148; for the Fund&#146;s performance. The index is
not intended to be indicative of the Fund&#146;s investment strategies, portfolio components or past or future performance. Please see Additional Information Regarding the Funds for a description of the Fund&#146;s principal investment strategies.
</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:75%; 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:75%; 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:12pt">&nbsp;</P> <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">Fund&nbsp;Information (as of June 30, 2022)<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP> </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="80%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></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:1pt; 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; ">$13.85</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:1pt; 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; ">$15.35</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:1pt; 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; ">(9.77)%</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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:75%; 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; ">10.26%</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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:75%; 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; ">9.26%</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 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:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:75%; 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; ">48.38%</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; text-indent:0%; 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 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>
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<TD ALIGN="left" VALIGN="top">Exposure to select corporate special situation positions contributed to absolute performance, as select issuers posted positive&nbsp;returns. </TD></TR></TABLE>
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<TD ALIGN="left" VALIGN="top">Short interest rate positioning, especially in the long end of the curve, contributed to absolute performance, as rates increased. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
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<TD ALIGN="left" VALIGN="top">Security selection in structured credit contributed to absolute performance, as select securities posted positive returns and outperformed the broader asset class. </TD></TR></TABLE>
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<TD ALIGN="left" VALIGN="top">Exposure to corporate credit detracted from absolute performance, as the asset class posted negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
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<TD ALIGN="left" VALIGN="top">Exposure to emerging market debt detracted from absolute performance, as the asset class posted negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
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<TD ALIGN="left" VALIGN="top">Exposure to U.S. mortgage credit detracted from absolute performance, as the asset class posted negative returns. </TD></TR></TABLE>
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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>ANNUAL&nbsp;REPORT</B></TD>
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<TD VALIGN="top" ALIGN="right"><B>15</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_3"></A>Index&nbsp;Descriptions</B></FONT></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Index*</B></FONT></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD></TR>


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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">ICE BofAML US High Yield Index</FONT></TD>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ICE BofAML U.S. High Yield Index tracks the performance of below investment grade U.S. dollar-denominated corporate bonds publicly issued in the U.S. domestic market.
Qualifying bonds must have at least one year remaining term to maturity, a fixed coupon schedule and a minimum amount outstanding of USD 100&nbsp;million. Bonds must be rated below investment grade based on a composite of Moody&#146;s and
S&amp;P.</FONT></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">S&amp;P 500 Index</FONT></TD>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">S&amp;P 500 Index is an unmanaged market index generally considered representative of the stock market as a whole. The Index focuses on the
<FONT STYLE="white-space:nowrap">large-cap</FONT> segment of the U.S. equities market.</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">* It is not possible to invest
directly in an unmanaged index. </FONT></P>
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<TD VALIGN="bottom"><B>16</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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<TD VALIGN="top" ALIGN="right"><B>17</B></TD></TR></TABLE></DIV>
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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" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Less Distributions<SUP STYLE="font-size:75%; vertical-align:top">(c)</SUP></B></TD>
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<TD VALIGN="bottom" NOWRAP>Selected Per Share Data for the Year or Period Ended^:</TD>
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<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>&nbsp;&nbsp;&nbsp;&nbsp;<BR>Net Asset</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>Value</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>Beginning</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>of Year</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>or&nbsp;Period<SUP
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<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" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>From Net<BR>Investment<BR>Income</B></TD>
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<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>
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<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>
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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"></TD>
<TD VALIGN="bottom"></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">06/30/2022</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">0.79</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.87</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.93</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.03</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">06/30/2021</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="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:75%; 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">06/30/2022</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.87</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.21</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.34</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">(0.83</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 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">(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">(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">(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">(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">(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="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>
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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 VALIGN="bottom"></TD>
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<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<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">06/30/2022</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">0.61</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.87</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.60</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.61</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">06/30/2021</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:75%; 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="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 Access 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">01/31/2022 - 06/30/2022</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;20.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;0.45</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(2.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(2.33</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.47</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">06/30/2022</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">2.84</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5.77</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.93</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">(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">06/30/2021</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="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">06/30/2022</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">1.73</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.28</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.79</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.91</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:-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">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:75%; 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:75%; 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:75%; 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. 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:75%; 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:75%; 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:75%; 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 &#151; 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:75%; 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 CLOSED-END 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 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>
<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="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="18" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Ratios to Average Net Assets</B></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: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 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" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Asset<BR>Value&nbsp;End&nbsp;of<BR>Year or<BR>Period<SUP STYLE="font-size:75%; 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 of Year<BR>or 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:75%; 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 Assets<BR>Applicable to<BR>Common<BR>Shareholders<BR>End of Year<BR>or 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" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Expenses<SUP STYLE="font-size:75%; 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>Waivers<SUP STYLE="font-size:75%; 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.69</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.25</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">(14.44</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">90,639</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.30</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.30</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.63</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">1.63</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">8.71</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">65</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="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">7.27</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(22.51</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">81,353</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.09</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">2.09</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">1.76</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">1.76</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">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">373</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">10.44</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 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 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">9.89</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 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="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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.68</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.13</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">(25.44</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">210,018</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.44</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">1.44</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">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">10.29</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">678</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="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">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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17.20</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(18.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">756,653</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.79</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">1.79</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">1.51</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">1.51</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">5.81</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">16</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;0.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;19.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;20.87</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">(19.10</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,466,886</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">%(g)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">%(g)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%(g)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%(g)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12.28</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">27</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">0.21</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 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 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">0.10</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 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">(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="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>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<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"></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">15.31</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13.85</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(33.77</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;1,684,507</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.79</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">2.79</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">2.12</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">2.12</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">9.11</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">47</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">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:12pt">&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; font-size:8pt">

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<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>19</B></FONT></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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<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="tx296860_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; ">June&nbsp;30,&nbsp;2022</FONT></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>
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<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:75%; 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>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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Global<BR>StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;
&amp;<BR>Income</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>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&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>
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<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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;173,009</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;171,511</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">430,191</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>
<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>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">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">449</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,643</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">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">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">1,366</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">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">1</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">3,649</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,120</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">18,920</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">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">2,180</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">614</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,037</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">32,563</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;&nbsp;&nbsp;380,833</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">1,213</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,686</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,409</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">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">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">1</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">178,782</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">215,130</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">845,938</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">84,492</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">53,282</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">171,303</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">694</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,610</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">136</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,208</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">207</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,327</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">236</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">449</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,738</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,828</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">66,010</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">450,254</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">1,732</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">183</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">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">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">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">223</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,471</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">942</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">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">2,289</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">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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">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">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">131</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">175</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">5</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">27</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">88,143</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">133,777</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">635,920</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">90,639</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">81,353</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">210,018</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders Consist of:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Par
value<SUP STYLE="font-size:75%; vertical-align:top">^</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">112,511</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">134,754</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">341,347</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">(21,884</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(53,401</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(131,329</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">90,639</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">81,353</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">210,018</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">11,782</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">11,197</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">44,878</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:75%; 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">7.69</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">7.27</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4.68</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">182,884</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">200,120</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">520,523</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of foreign currency held</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">524</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,299</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: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">694</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,611</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost or premiums of financial derivative instruments,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,162</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(841</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,555</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">9,475</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">7,304</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">2,703</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:75%; 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:75%; 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:75%; 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 CLOSED-END 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="tx296860_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; ">June&nbsp;30,&nbsp;2022</FONT></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="71%"></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 Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:75%; 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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Access 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>Dynamic<BR>Income 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>
<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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,249,883</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8,097,987</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">3,119,838</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">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">104,203</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<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">770</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,849</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,410</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">2,182</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28,497</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,651</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">3,352</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,991</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">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">27,543</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">208,502</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">82,785</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">599</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,853</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">4,791</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">26,354</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">382,057</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">59,703</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">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">336</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">11,028</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">92,880</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">41,096</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">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">1,499</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">&nbsp;&nbsp;1,321,711</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">8,931,654</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">3,317,290</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">421,290</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,082,822</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,519,868</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">1,872</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<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">684</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,840</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">4,545</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">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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">19,337</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,480</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">126,606</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">192,388</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">48,464</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">4,714</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">61,152</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,571</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">5,155</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">40,891</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,982</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">5,133</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">49,913</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13,030</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">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">21,614</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">1,216</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,817</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,151</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 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">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">736</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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</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 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">565,058</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">4,464,768</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">1,632,783</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>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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">756,653</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,466,886</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">1,684,507</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:75%; 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">&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</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">879,662</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,099,269</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;2,200,989</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">(123,009</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;(1,632,385</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(516,483</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">756,653</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,466,886</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">1,684,507</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">43,983</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">226,558</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">110,053</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:75%; 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">17.20</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">19.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">15.31</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,372,685</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,428,623</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,676,139</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of investments in Affiliates</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">27,066</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">587</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,282</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,982</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds received on short sales</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,926</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost or premiums of financial derivative instruments,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,305</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(31,534</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6,113</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">* 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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">50,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">255,540</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">105,400</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:75%; 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:75%; 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">($0.00001 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:75%; 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="91%"></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&nbsp;Accompanying&nbsp;Notes</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;2022</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>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_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">


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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><FONT COLOR="#333333">Year Ended June&nbsp;30, 2022</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:75%; 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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Global<BR>StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;
&amp;<BR>Income</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>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="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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,479</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,796</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">30,409</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>
<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">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">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">231</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">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: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">11,719</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,027</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">31,012</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">1,714</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,883</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,530</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">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">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">35</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">709</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">358</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,206</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">8</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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</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">2,444</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,279</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">3,777</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">9,275</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">9,748</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">27,235</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">1,619</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">(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">(8,048</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">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">497</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">548</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,272</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">182</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,695</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,808</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">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">203</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">2,298</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">6,619</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">(4,309</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">&nbsp;&nbsp;(18,235</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(25,227</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(99,193</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>
<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">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">(3,634</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,398</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">19,495</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>
<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">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">(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">(15,077</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(437</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>
<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">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">111</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">549</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">(21,880</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">(42,591</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">(79,586</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">(10,307</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(26,224</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(56,660</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">36</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">90</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">** Foreign tax withholdings - Dividends</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</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:75%; 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 CLOSED-END 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="97%"></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><A NAME="tx296860_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="72%"></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 Narrow; font-size:7pt">
<TD VALIGN="bottom"><FONT COLOR="#333333">Year Ended June&nbsp;30, 2022</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:75%; 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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Access Income<BR>Fund<SUP STYLE="font-size:75%; 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" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income 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>
<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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,408</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">527,503</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">247,182</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>
<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">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">509</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,151</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">499</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">25,917</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">534,654</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">247,681</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">5,072</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">71,433</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">43,917</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">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">463</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">195</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">968</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">23,093</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">14,029</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">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">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">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">6,096</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">95,056</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">58,145</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">19,821</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">439,598</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">189,536</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">(2,574</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">99,563</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15,641</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">(436</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5,144</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">(13,403</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">2,782</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">78,652</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">55,517</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">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">1,231</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,741</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 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">1,003</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">173,171</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">55,882</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">(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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(1,417,224</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(600,202</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>
<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">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">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">77,137</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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="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">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">(2,352</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,711</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,120</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>
<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">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">139</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,732</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(10,932</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>
<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">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">1,713</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,256</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,127</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 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">(123,302</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">(1,319,388</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">(606,887</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>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">&nbsp;&nbsp;(102,478</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(706,619</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(361,469</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 - Interest</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,080</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">611</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">** Foreign tax withholdings - Dividends</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">28</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1</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:75%; 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:75%; 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;31, 2022. </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="91%"></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>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;2022</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">

<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="tx296860_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="67%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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"><B>PCM Fund, 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="6" 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>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Income Fund</B></P></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:75%; 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>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2022</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>Year&nbsp;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>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2022</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,275</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,748</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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">2,298</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">(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">6,619</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">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">(21,880</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(42,591</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(10,307</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">(26,224</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">(10,961</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(9,228</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(303</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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:75%; 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">(11,264</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">(9,228</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">1,056</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">1,057</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">1,056</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">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">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">(20,515</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">(34,395</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 year</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;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">&nbsp;&nbsp;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 year</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">90,639</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">81,353</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</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">101</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">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">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">101</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">107</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:75%; 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:75%; 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. See Note 2, Dividends and Distributions to Shareholders, 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 CLOSED-END 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"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>PIMCO<BR>Strategic Income Fund, Inc.</B></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>Year Ended<BR>June&nbsp;30,&nbsp;2022</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></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></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="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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">27,235</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">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">(4,309</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(79,586</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(56,660</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">(26,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(320</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(27,319</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">3,008</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">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">3,008</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">(80,971</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;210,018</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</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">481</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">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">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="91%"></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>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;2022</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">

<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="tx296860_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>

<TD WIDTH="71%"></TD>

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

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

<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="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>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Access<BR>Income&nbsp;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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Dynamic Income Fund</B></P></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></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:75%; 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>Inception date<BR>through<BR>June&nbsp;30,&nbsp;2022<SUP STYLE="font-size:75%; vertical-align:top">(b)</SUP></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, 2022</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, 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></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="top"></TD>
<TD 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></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>Operations:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">19,821</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">439,598</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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></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">1,003</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">173,171</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">(123,302</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">(1,319,388</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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 Applicable to Common
Shareholders Resulting from&nbsp;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">&nbsp;&nbsp;&nbsp;&nbsp;(102,478</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">(706,619</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></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>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></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">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">(20,531</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">(391,635</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">(8,919</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>Total Distributions to Common Shareholders<SUP
STYLE="font-size:75%; vertical-align:top">(c)</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">(20,531</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">(391,635</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></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>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></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">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">866,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">181,491</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">13,562</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">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></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">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">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></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">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">429</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">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">39,631</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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) 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">879,662</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">3,783,705</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></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>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">756,653</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">2,685,451</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></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 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></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 year</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">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></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 year</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">756,653</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;4,466,886</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;1,781,435</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>* 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></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">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">43,983</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,210</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">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">147,079</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></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">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">1,671</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">890</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">43,983</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">155,960</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></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:75%; 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:75%; 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:75%; 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">Inception date of the Fund was January&nbsp;31, 2022. </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:75%; 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. See Note 2, Dividends and Distributions to 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 CLOSED-END 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 VALIGN="bottom"></TD>

<TD VALIGN="bottom" WIDTH="19%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="20%"></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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Dynamic Income</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Opportunities
Fund</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>June&nbsp;30, 2022</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>Inception date<BR>through<BR>June&nbsp;30,&nbsp;2021<SUP STYLE="font-size:75%; vertical-align:top">(a)</SUP></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 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="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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 189,536</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</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="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">55,882</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(606,887</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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" 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">(361,469</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" 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">(209,275</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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 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">0</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">(209,275</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" 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">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="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 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">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="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="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">27,950</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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" 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">27,950</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" 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">(542,794</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" 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;1,684,507</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;&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" 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">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="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="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,401</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,401</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: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="91%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
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<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>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;2022</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">

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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>
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<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">
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<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="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="tx296860_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="71%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
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<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">Year Ended June&nbsp;30, 2022</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&#134;)</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&nbsp;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:75%; 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>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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(10,307</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(26,224</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">(56,660</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">(133,967</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(687,078</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,527,142</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">144,587</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">701,151</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,745,910</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">1,395</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,197</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">(11,546</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">(2,036</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(9,969</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">11,197</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">20,150</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">111,565</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">(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">(344</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(274</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">(3,271</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(844</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">19,530</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">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">6,716</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,779</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">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">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">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">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">(11,776</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(23,668</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(281,741</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">(696</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">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">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">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">(8,417</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">176</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">(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">(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">(55</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">(265</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(18,150</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">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">124</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">(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">(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">(1</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">(1,619</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">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">8,048</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">(497</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(548</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,272</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">(182</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6,695</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,808</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">(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">(203</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">18,235</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,227</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">99,193</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">3,634</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,398</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(19,495</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">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">15,077</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">437</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">(111</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(549</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">(479</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(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">4,809</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">6,775</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">9,362</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">65,770</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">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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">(10,200</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">(8,163</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">(24,286</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">355,893</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">349,997</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,534,904</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">&nbsp;&nbsp;(353,127</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;(352,277</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;(1,577,988</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">(7,431</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">(10,438</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">(67,370</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">(656</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">(1,076</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">(1,600</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 year</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 year</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">484</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,181</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,056</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,057</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,008</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Supplemental Disclosure of Cash Flow Information:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense paid during the year</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">595</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">326</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,011</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">111</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">331</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">464</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:75%; 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; 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 year, based
on the average total borrowing outstanding in relation to total assets or when substantially all of a Fund&#146;s investments are not classified as Level&nbsp;1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top: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 CLOSED-END 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="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="tx296860_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="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"><FONT COLOR="#333333">Year or period Ended June&nbsp;30, 2022</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&#134;)</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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Access&nbsp;Income<BR>Fund<SUP STYLE="font-size:75%; 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" 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>
<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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(102,478</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(706,619</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(361,469</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">(1,433,526</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">(2,038,441</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,711,573</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">143,566</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,254,052</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,293,748</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">(82,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(291,948</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(127,713</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">(27,543</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(167,432</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(42,714</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: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">(26,354</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">(289,374</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">397,637</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">(11,028</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(68,839</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,104</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">(2,874</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,216</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(11,982</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">997</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">79,462</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">55,359</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">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">(500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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></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">126,606</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,121</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(437,340</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">4,714</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">39,831</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">(2,079</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">5,155</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">30,366</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(19,891</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">1,216</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,913</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(714</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">1,926</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">2,944</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,015</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,816</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">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">561</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(81</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">2,574</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(99,563</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(15,641</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">436</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,144</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">13,403</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">(2,782</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(78,652</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(55,517</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">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">(1,231</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,741</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>
<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">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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,417,224</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">600,202</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">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">(77,137</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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">2,352</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,711</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,120</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">(139</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6,732</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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10,932</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">(1,713</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(12,256</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,127</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">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">(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">(62,023</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(14,286</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:75%; vertical-align:top">(b)</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">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">(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>
<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">&nbsp;&nbsp;(1,281,603</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">(274,188</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">563,839</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">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">866,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">183,021</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">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">13,562</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">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">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">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">429</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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 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">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">21,614</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 distributions paid 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">(15,398</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(317,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(181,160</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 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">699,595</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13,077,199</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,732,927</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">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">(278,305</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;(12,667,078</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&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;(8,145,847</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 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">&nbsp;&nbsp;1,285,554</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">275,971</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">(572,466</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>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">3,951</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">1,783</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">(8,627</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 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 year or 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">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">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 #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 year or 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">3,951</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,844</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,791</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">39,631</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">27,950</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Supplemental Disclosure of Cash Flow Information:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense paid during the year or period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">358</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">16,542</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,810</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">140</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15,917</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px 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">6,238</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:10pt">&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:75%; 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; 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 year or
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>
<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:75%; vertical-align:top">(a)</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">Inception date of the Fund was January&nbsp;31, 2022. </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:75%; vertical-align:top">(b)</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 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">&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="91%"></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>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;2022</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: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><A NAME="tx296860_38"></A>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>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"></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="65%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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 190.9%</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="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 26.7%</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">5.813% (LIBOR03M &#043; 4.750%)<BR>due 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">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>AmSurg 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">13.000% due 04/30/2028 &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">2,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,540</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>AP Core 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">7.166% (LIBOR01M &#043; 5.500%)<BR>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">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#043; 2.750%)<BR>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">2,109</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.166% (LIBOR01M &#043; 3.500%)<BR>due 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">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">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.127% (LIBOR06M &#043; 3.250%)<BR>due 10/18/2028 &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">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">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>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">4.739% (LIBOR03M &#043; 3.500%)<BR>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">1,423</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">1,225</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>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">5.598% (LIBOR01M &#043; 4.274%)<BR>due 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">2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due 04/30/2027 &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">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">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 04/30/2027</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">1,185</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">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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%)<BR>due 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">1,338</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">1,345</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>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 09/30/2022 &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">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">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>Lealand Finance Co. 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">4.666% (LIBOR01M &#043; 3.000%)<BR>due 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">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>Lealand Finance Co. BV (2.666% 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">5.666% (LIBOR01M &#043; 1.000%)<BR>due 06/30/2025 ~(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">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">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>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">5.166% (LIBOR01M &#043; 3.500%)<BR>due 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">699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Holdco 2 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">5.934% (LIBOR03M &#043; 4.750%)<BR>due 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">1,239</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">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.416% (LIBOR01M &#043; 4.750%)<BR>due 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">1,089</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">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>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">4.813% (LIBOR03M &#043; 3.750%)<BR>due 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">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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">8.286% due 05/13/2027</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">1,627</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">1,436</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>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">4.416% (LIBOR01M &#043; 2.750%)<BR>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">1,781</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">1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.188% (LIBOR01M &#043; 5.500%)<BR>due 06/26/2026 &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">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.075% (LIBOR03M &#043; 3.500%)<BR>due 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">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">1,338</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">5.075% (LIBOR03M &#043; 3.500%)<BR>due 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">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">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>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">5.150% - 5.392% (LIBOR01M &#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">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">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#043; 2.750%)<BR>due 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 03/15/2029 (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">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">484</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>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">7.916% (LIBOR01M &#043; 6.250%)<BR>due 09/21/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">157</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;$27,422)</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;24,191</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 31.3%</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 7.9%</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>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 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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">7.875% due 02/15/2025 (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">2,420</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">2,343</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>VICI 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">3.875% due 02/15/2029 (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">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">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">4.500% due 09/01/2026 (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">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">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">5.750% due 02/01/2027 (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">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">856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">2,205</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">1,973</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">7,202</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 20.4%</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>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">5.750% due 04/20/2029 (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">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">1,114</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>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 (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">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5.805% due 05/01/2050 (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">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">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">5.930% due 05/01/2060 (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">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">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">3.187% due 11/15/2036 (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">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">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>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 02/01/2026 (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">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>Carvana 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">10.250% due 05/01/2030 (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">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">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>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 03/01/2042 (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">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">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">3.950% due 06/30/2062 (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">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">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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">5.880% due 01/10/2028 (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">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">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 12/01/2026 (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">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">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">5.750% due 12/01/2028 (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">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">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>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">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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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>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 (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">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">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>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 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 03/25/2061 (g)(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">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">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>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 11/01/2025 (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">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">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/15/2023 (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">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>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 06/15/2023 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,974</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">1,795</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">16</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="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>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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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>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 05/15/2025 (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">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">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>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">4.625% due 04/15/2029 (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">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">1,277</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>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 (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">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">1,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 02/15/2029 (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">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">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>Wesco Aircraft Holdings, Inc. (7.500% 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">10.500% due 11/15/2026 &laquo;(b)(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">4,118</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">3,908</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>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 (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">1,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ZipRecruiter, 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 01/15/2030 (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">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">925</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">18,498</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 3.0%</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>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 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">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">4.000% due 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">4.200% due 03/01/2029 (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">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">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">4.300% due 03/15/2045 (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">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">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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">4.500% due 07/01/2040 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/15/2041 (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">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">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">4.600% due 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">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">1,130</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">4.950% due 07/01/2050 (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">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">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 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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 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">2,714</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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
$32,864)</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;28,414</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>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>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 10/15/2027 (b)(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">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">579</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
$686)</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>579</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 Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2043 (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">1,496</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">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">0.000% due 11/01/2051 (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">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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
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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033 (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">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">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033</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">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">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">4.000% due 07/01/2035</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">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">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">4.000% due 07/01/2037</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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2041</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">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">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>Commonwealth of Puerto Rico General Obligation Notes, 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2024 (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">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">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">5.250% due 07/01/2023</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">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">67</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
$1,256)</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>1,153</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 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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/25/2050 (a)(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">3,444</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.374% 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">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">246</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">

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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>30</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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">0.700% due 11/25/2055 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">2.079% 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">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">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">3.500% due 02/25/2041 (a)(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">2,052</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">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">4.000% due 07/25/2050 (a)(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">6,320</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">1,386</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">4.526% due 05/25/2050 &#149;(a)(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">1,815</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">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/15/2040 (a)(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">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">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.774% 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">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">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">9.174% 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">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">435</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 $4,192)</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;4,187</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 41.9%</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>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">2.855% 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">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>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">5.522% 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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.028% 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 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">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.583% 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 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">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">5.806% 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">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">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 10/25/2037 ^</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">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">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>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">2.932% due 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">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">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.647% 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">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">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>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">5.074% due 08/15/2032 &#149;(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">2,126</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">2,111</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>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">1.327% 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">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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">1.964% (US0001M &#043; 0.340%) 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">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">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">2.954% 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">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">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.047% due 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">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">3.114% due 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">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">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.361% due 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">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">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.497% 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">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">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.040% 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">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">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BHP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.262% due 08/15/2036 &#149;(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">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">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>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 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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>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">5.693% 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">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.657% 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">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">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.055% due 11/25/2035 ~(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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/25/2037 ~</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">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">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>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">2.977% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.010% 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">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">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>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 06/20/2031 ~(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">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">1,668</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>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">6.673% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.026% due 10/25/2041 &#149;(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">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">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.476% due 12/25/2035 &#149;(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">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">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">2.174% due 10/25/2037 &#149;(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">3,613</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">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">2.184% due 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">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">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">2.204% (US0001M &#043; 0.580%) 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">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">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">5.500% due 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">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">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">6.000% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 04/25/2036 ^(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">2,184</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">1,262</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" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid ; 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 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">1.985% due 02/20/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.264% 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">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">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">2.920% due 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">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2.939% due 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">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">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">3.494% due 03/25/2046 ^&#149;(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">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">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">6.000% due 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">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">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>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 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">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 07/25/2036 (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">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">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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>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">0.201% due 10/15/2036 ~(a)(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">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">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">3.374% due 06/15/2033 &#149;(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">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">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.924% due 06/15/2033 &#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">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">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>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">5.025% due 07/15/2038 &#149;(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.617% 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">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">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">8.426% due 10/25/2041 &#149;(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">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">949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.726% (SOFR30A &#043; 7.800%) due&nbsp;11/25/2041 ~(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">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">927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.744% due 10/10/2032 ~(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">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">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">4.744% 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">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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.583% due 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">1,826</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">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.736% due 03/25/2047 ^~(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">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.112% (US0001M &#043; 0.500%) due&nbsp;01/19/2036 ~</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">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">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.470% 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">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">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.424% 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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.924% due 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">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">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>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">6.500% due 03/25/2036 ^(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">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">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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
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">1.630% due 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">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="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.507% due 02/15/2046 ~(a)(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">54,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">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">7.715% (US0001M &#043; 6.390%) due&nbsp;11/15/2038 ~(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">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">836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.008% 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">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>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">5.919% 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">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">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">6.000% due 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">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">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>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">2.855% 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">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">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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% (US0001M &#043; 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">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">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>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">2.044% due 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">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">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.284% due 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">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">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">2.287% 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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.596% 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">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">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">2.968% due 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.334% due 12/25/2066 ~(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.415% due 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">4,522</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">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">5.674% 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">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">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.780% due 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">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">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">6.000% due 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">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">70</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="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">3.313% due 03/26/2037 ~(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.223% due 03/15/2035 &#149;(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">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">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">6.472% (TSFR1M &#043; 5.193%) due&nbsp;03/15/2035 ~(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.878% due 11/25/2059 ~(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">2,900</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">1,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.694% due 02/25/2035 &#149;(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">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>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">4.393% 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">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">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">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">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">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">6.000% due 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">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">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">6.500% due 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">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>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">6.000% due 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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.023% 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">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">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">3.167% 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">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">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">3.285% 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">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">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.044% 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">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">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/25/2036 ^</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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.600% (US0001M &#043; 3.480%) due&nbsp;11/11/2034 ~(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">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">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.145% due 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">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">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>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">1.723% (COF 11 &#043; 1.500%) due&nbsp;10/25/2046 ~(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">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">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 11/25/2046 &#149;(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">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.524% due 10/25/2045 &#149;(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">2,518</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">2,053</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">2.604% (US0001M &#043; 0.980%) due&nbsp;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">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">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">3.196% 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 08/25/2036 ^(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">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">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">5.092% due 12/15/2039 ~(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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.715% due 11/10/2036 ~(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">2,400</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">1,850</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 $41,276)</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;37,949</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 59.1%</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>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">6.213% due 02/15/2040 &thorn;(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">1,227</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">1,004</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.719% due 02/25/2035 &#149;(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">1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.862% (US0001M &#043; 3.250%) due&nbsp;06/21/2029 ~</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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.194% due 04/25/2036 &#149;(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">1,982</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">2,691</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,185</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">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>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">1.784% due 12/25/2036 &#149;(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">1,125</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">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% (US0001M &#043; 0.220%) due&nbsp;12/25/2036 ~(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">679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.299% due 11/25/2045 &#149;(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">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">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">2.324% due 11/25/2046 &#149;(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">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">959</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>31</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: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>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>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></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" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid ; 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>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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">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">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.774% (US0001M &#043; 0.150%) due&nbsp;04/25/2047 ^~(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">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">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">1.824% (US0001M &#043; 0.200%) due&nbsp;06/25/2037 ^~(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">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">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">1.884% due 12/25/2036 ^&#149;(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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.894% (US0001M &#043; 0.270%) due&nbsp;09/25/2046 ~(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">4,123</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">3,404</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.104% due 05/25/2036 &#149;(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">7,983</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">6,591</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 06/25/2035 &#149;(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">4,000</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">3,924</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">3.499% (US0001M &#043; 1.875%) due&nbsp;10/25/2035 ~(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">2,168</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">1,668</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>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">2.674% due 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">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">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">2.924% due 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/15/2026 &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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 06/15/2029 &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">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">5,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.424% (US0001M &#043; 1.800%) due&nbsp;06/25/2035 ~(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">2,200</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">2,148</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">4.249% (US0001M &#043; 2.625%) due&nbsp;12/25/2034 ~(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">2,151</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">1,691</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.864% due 04/25/2037 &#149;(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">3,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.734% (US0001M &#043; 0.110%) due&nbsp;04/25/2037 ~(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">3,018</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">1,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 07/16/2029 &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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/15/2030 &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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% (US0001M &#043; 0.220%) due&nbsp;08/25/2036 ~(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">2,619</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">1,121</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.764% due 10/25/2036 &#149;(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">8,396</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">4,274</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.404% (US0001M &#043; 0.780%) 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">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">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>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">2.689% due 05/25/2035 &#149;(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">1,917</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">1,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,067</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>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">1.754% 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">1,406</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">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">3,443</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">1,696</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>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">2.269% 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">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">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>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 02/16/2055 &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">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">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">5.950% due 02/16/2055 (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">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">224</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>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;(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 05/25/2040 (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">1,000</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">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>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 09/25/2040 &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">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">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>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">3.349% due 10/25/2034 &#149;(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">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">1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.124% (US0001M &#043; 4.500%) due&nbsp;10/25/2033 ~</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">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">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">88</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 $56,717)</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;53,579</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 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="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 0.5%</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>Clear Channel Outdoor Holdings,&nbsp;Inc.&nbsp;(c)</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">116</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; (c)</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">203</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;(c)</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">142</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">461</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;(c)(g)</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. (c)(g)</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">2,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">114</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 2.8%</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="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.&nbsp;&laquo;(c)</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">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">4</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" NOWRAP> <P STYLE=" margin-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;(c)(g)</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">2,280</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>Syniverse Holdings,
Inc.&nbsp;&laquo;(c)(g)</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">309,949</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">304</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>Voyager Aviation Holdings
LLC&nbsp;&laquo;(c)</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">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" 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" NOWRAP> <P STYLE=" margin-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;&laquo;(c)(g)</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">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">2,588</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 0.1%</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>Associated Materials Group,
Inc.&nbsp;&laquo;(c)</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">294,140</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">68</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 0.3%</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 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>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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,914</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">248</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 $3,249)</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>3,479</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></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="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; 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>WARRANTS 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>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" 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">71</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 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; 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 -<BR>Exp. 9/21/2055 &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">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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 $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>999</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 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="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 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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.159% (US0003M &#043; 3.330%) due&nbsp;09/15/2022 ~(f)</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">47</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;(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">3,788</FONT></TD>
<TD NOWRAP VALIGN="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">4,297</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">557</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 $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>4,901</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 3.2%</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; 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 3.2%</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>CBL&nbsp;&amp; Associates 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">4,345</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>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">441</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>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">78,005</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,324</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 Real Estate Investment Trusts
(Cost&nbsp;$1,353)</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>2,867</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 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 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 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="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 (h)&nbsp;10.5%</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,475</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 1.4%</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 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">1.015% due 07/14/2022 -<BR>09/15/2022 (d)(e)(i)(l)</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">1,238</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,236</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 $10,712)</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>10,711</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 $182,884)</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>173,009</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 190.9%<BR>(Cost $182,884)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>173,009</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;(j)(k) (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 or Premiums, net $1,162)</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>(56</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 (90.8)%</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>(82,314</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>90,639</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:&nbsp;&nbsp;&nbsp;&nbsp; </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. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments. </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>
 <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>32</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>(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>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>(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>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>(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>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>(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>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>(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>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>(g)&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="46%"></TD>

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="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&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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">2,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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">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">0.07</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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">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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">Syniverse Holdings, 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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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">0.33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.05%</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>
</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>(h)&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="44%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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:75%; 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">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">0.400</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 3.000% due 06/30/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">1.400</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">06/30/2022</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">07/01/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;9,200</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 2.375% due 05/15/2051</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,431</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">9,200</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">9,200</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(9,712</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;9,475</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;9,475</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="37%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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:75%; 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="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>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">2.330</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">05/16/2022</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">08/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,486</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">(5,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.880</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">&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">09/12/2022</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">(1,645</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">(1,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.210</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/14/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2022</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">(1,435</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">(1,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">2.410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/14/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2022</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">(1,571</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">(1,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/11/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.250</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">03/16/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.250</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">03/18/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.420</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">04/11/2022</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">09/23/2022</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">(660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.690</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">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">10/17/2022</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">(1,020</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">(1,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.830</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">05/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(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">&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 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">1.940</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">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">10/03/2022</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">(3,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.970</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">06/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/01/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.000</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">06/06/2022</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">09/02/2022</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">(1,129</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">(1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.030</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">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">09/02/2022</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">(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">(159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.050</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">06/03/2022</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">09/02/2022</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">(4,808</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">(4,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.510</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">06/23/2022</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">12/19/2022</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">(3,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.540</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(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"><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></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">2.810</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">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">12/02/2022</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">(1,680</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">(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">2.910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">12/09/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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: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">(1.000</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">06/17/2022</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"><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:75%; vertical-align:top">(3)</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">(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">&nbsp;</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></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">1.650</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">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">07/07/2022</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">(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">&nbsp;&nbsp;&nbsp;&nbsp;(2,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.875</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">04/27/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/01/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">1.950</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">05/06/2022</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">08/08/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.990</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">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">07/05/2022</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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.040</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">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">07/05/2022</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">(656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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">2.160</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/06/2022</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">09/07/2022</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">(1,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,403</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.160</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/15/2022</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">07/18/2022</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">(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></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">2.170</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" 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">09/14/2022</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">(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">(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">2.220</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">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">09/14/2022</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">(1,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.300</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">05/31/2022</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">08/31/2022</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">(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">(653</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>33</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: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>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>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></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="38%"></TD>

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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:75%; 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="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>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">2.310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/06/2022</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">09/07/2022</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">(547</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">(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">2.630</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">06/15/2022</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">09/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.800</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">06/24/2022</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">09/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">(458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.850</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">06/23/2022</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">09/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,453</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">(1,454</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:8pt">
<TD VALIGN="top"></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">06/23/2022</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">09/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">(1,200</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">06/16/2022</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">09/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">(2,261</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">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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/29/2022</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">07/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">2.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/27/2022</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">08/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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"> <P STYLE=" 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">1.450</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">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">07/22/2022</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">(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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">2.680</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">06/14/2022</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">09/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,606</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">0.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(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">(721</FONT></TD>
<TD NOWRAP VALIGN="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">2.420</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">06/24/2022</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">09/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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 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">2.370</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">05/10/2022</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">08/12/2022</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">(2,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,916</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"> <P STYLE=" 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">0.670</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">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">07/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">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">07/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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">1.580</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">05/03/2022</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">08/03/2022</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">(635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/05/2022</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">08/05/2022</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">(1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/06/2022</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">08/05/2022</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">(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">(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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/13/2022</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">09/12/2022</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">(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">(974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.181</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">05/24/2022</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">08/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(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">(581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">1.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.760</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">04/01/2022</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">07/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.530</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">04/25/2022</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">07/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.570</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">04/07/2022</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">07/07/2022</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">(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">(3,637</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.600</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">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">07/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,223</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">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">05/05/2022</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">08/05/2022</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">(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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(3,151</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">(3,153</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.950</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.450</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">06/17/2022</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">09/19/2022</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">(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">(146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.700</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">07/01/2022</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">10/03/2022</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">(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">(70</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"></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"></TD>
<TD VALIGN="bottom"></TD>
<TD 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;(84,492</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"></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 June&nbsp;30, 2022: </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="41%"></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:75%; 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:75%; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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"> <P STYLE=" 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">(5,501</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,501</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">6,764</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,263</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">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">(4,831</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,831</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">5,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(24,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(24,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,690</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">6,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(13,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(13,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,200</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">&nbsp;&nbsp;&nbsp;&nbsp;3,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(2,261</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,261</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">2,635</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">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(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">(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">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">(1,837</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,837</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">2,398</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">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">9,200</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,200</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">(9,431</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">(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">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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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">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">(4,606</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,606</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">6,102</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">1,496</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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">(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">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">(2,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,679</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(5,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,752</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">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(1,897</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,897</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,997</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">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(15,008</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,008</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">&nbsp;&nbsp;&nbsp;&nbsp;18,498</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">3,490</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;9,475</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(84,492</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="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 CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>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" 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,490</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,278</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(24,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,262</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">(2,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(6,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,209</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">(1,683</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">(22,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(13,300</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">(10,133</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">(10,583</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">(34,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">(462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(462</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;(78</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(20,849</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(42,951</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(20,544</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(84,422</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:75%; vertical-align:top">(5)</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;(84,422</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>(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>Securities with an aggregate market value of $102,991 and cash of $1,711 have been pledged
as collateral under the terms of the above master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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 June&nbsp;30, 2022 was
$(82,501) at a weighted average interest rate of 0.841%. 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:75%; 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:75%; 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>
<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:75%; 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">Unsettled reverse repurchase agreements liability of $(70) is outstanding at period end.
</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;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:75%; 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>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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&nbsp;at<BR>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:75%; 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"> <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:75%; 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">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">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">06/20/2027</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">2.538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">(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">(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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Ford Motor Credit Co. 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">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">06/20/2027</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">4.319</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">&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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">(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="top"></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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></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>
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<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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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>
</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="20%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" 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;</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>Market<BR>Value</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">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;USD-Federal&nbsp;
Funds</FONT></FONT> <FONT STYLE="white-space:nowrap">Rate&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">1-Day&nbsp;
USD-SOFR</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">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">06/15/2052</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">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">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">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">619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">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"><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">12/19/2023</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">&nbsp;&nbsp;&nbsp;&nbsp;(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">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">&nbsp;&nbsp;&nbsp;&nbsp;(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">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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;&nbsp;&nbsp;&nbsp;(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">(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;&nbsp;&nbsp;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">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">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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">(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">(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">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"> <P STYLE=" 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">(254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.350</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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"> <P STYLE=" 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">1.550</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">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">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">(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">(308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"> <P STYLE=" 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">1.600</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">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">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">(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">(187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">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">(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"><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">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">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">(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">(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">(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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">(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">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"> <P STYLE=" 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">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"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">1.500</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">1.700</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">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">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">(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">(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">(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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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"><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">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">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">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">(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">(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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">(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"> <P STYLE=" 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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></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="91%"></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>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;2022</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: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>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>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></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="16%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" 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="2" 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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Market<BR>Value</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"><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;</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"><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">
&#037;
&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">07/20/2031</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">100</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">13</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">13</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">(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"><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">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">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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,200</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">&nbsp;&nbsp;&nbsp;&nbsp;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">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">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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"><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"><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">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">(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"><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">1.625</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">01/16/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">01/22/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(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">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">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">(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">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">1.625</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">02/03/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><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">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">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">1.450</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">04/07/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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;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">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">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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="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">1.650</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">04/08/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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">(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">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></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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">287</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">(133</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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 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 COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,799</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,997</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,198</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;287</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(136</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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 June&nbsp;30, 2022: </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="56%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;287</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;287</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(136)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(136)</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 $1,856 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2022. 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:75%; 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:75%; 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:75%; 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:75%; 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> <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>(k)&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:75%; 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="44%"></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" 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"> <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" 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"><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"> <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="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:75%; 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:75%; 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 VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(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">&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">(70</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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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 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;(637</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;430</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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;(207</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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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 June&nbsp;30, 2022: </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="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" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:75%; 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">GST</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"></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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;37</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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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;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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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;(207</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;(207</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: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>36</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>(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>Securities with an aggregate market value of $244 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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:75%; 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:75%; 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 June&nbsp;30, 2022: </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="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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">287</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>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; 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">Swap Agreements<SUP STYLE="font-size:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">136</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">Swap Agreements<SUP STYLE="font-size:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;343</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 June&nbsp;30, 2022: </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 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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">182</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;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">679</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">Swap Agreements<SUP STYLE="font-size:75%; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,634</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:75%; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11</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">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,645</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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>37</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: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>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>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></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 June&nbsp;30, 2022 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>

<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>

<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>06/30/2022</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;16,105</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="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">14,590</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">3,908</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">18,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2,714</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,714</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="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">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">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">1,153</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">1,153</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"> <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">4,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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
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">37,949</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">37,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">46,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,695</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">53,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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="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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2,588</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">2,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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 BGCOLOR="#cceeff" STYLE="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">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">&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></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">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">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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,901</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="44%"></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>06/30/2022</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">2,867</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" 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">9,475</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">9,475</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:1.25em; 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">1,236</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">1,236</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">173,009</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="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"><FONT STYLE="white-space:nowrap">Exchange-traded&nbsp;or</FONT>
centrally&nbsp;cleared</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">287</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">287</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">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">(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>
<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: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">(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">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">(207</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">(343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(343</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">(56</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">(56</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;142,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;27,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;172,953</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 June&nbsp;30, 2022: </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&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" NOWRAP 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>Net Change
in<BR>Unrealized<BR>Appreciation/</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Depreciation)<SUP STYLE="font-size:75%; vertical-align:top">(1)</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" 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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; 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">6,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">4,285</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,908</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">(377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">5,411</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">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">(1,820</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">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">(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">6,695</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">(1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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">(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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="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 BGCOLOR="#cceeff" STYLE="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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&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">2,588</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">822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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<SUP STYLE="font-size:75%; 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">&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" 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">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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"> <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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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; 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;16,210</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;27,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,916</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="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">

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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; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>38</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="33%"></TD>

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<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="16%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="15%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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;06/30/2022</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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Valuation</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unobservable</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>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;</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)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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="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 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">3,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.136-6.215</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">5.965</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">1,345</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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.500</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>
<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">3,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62.500-93.000</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">87.623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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: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">3,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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&nbsp;Rate</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">12.080</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>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8.500-11.000</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">10.046</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">6,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom"></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">16.120-178,622.000</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">&nbsp;&nbsp;&nbsp;&nbsp;38,913.190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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">Liquidity&nbsp;Discount</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">10.000</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>
<TR BGCOLOR="#cceeff" 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">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP
STYLE="font-size:75%; 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;&nbsp;&nbsp;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</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;</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">2,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9.500-17.100</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">9.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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"> <P STYLE=" 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:75%; 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;&nbsp;&nbsp;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</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;</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">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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">Purchase Price</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center"><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">0.980</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>
<TR BGCOLOR="#cceeff" 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">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.977</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>
<TR 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">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP
STYLE="font-size:75%; 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;&nbsp;&nbsp;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</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;</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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10.700 / 9.100</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>
<TR BGCOLOR="#cceeff" 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&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">928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Comparable Companies/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">EBITDA Multiple</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.875</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>
<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">4,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size: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;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10.700 / 9.100</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>
<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">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"> <P STYLE=" 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/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">Book&nbsp;Value&nbsp;Multiple/ Discount Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X/%</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.260/21.660</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>
<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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">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;27,637</FONT></TD>
<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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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:75%; 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 June&nbsp;30, 2022 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:75%; 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:75%; 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="91%"></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>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;2022</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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></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="tx296860_43"></A>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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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"></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="60%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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="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 210.8%</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 26.6%</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>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">5.813% (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">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>AmSurg 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">13.000% due 04/30/2028 &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">2,406</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">7.166% (LIBOR01M &#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">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">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>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">4.416% (LIBOR01M &#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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.166% (LIBOR01M &#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">1,588</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">1,535</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.877% (LIBOR06M &#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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.127% (LIBOR06M &#043; 3.250%) due&nbsp;10/18/2028 &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">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">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.739% (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">1,097</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">944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due 04/30/2027 &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">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">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">8.875% due 04/30/2027</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">1,015</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">1,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 09/30/2022 &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">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.590% (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">1,117</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">1,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.590% due 10/18/2027 &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">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">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>Hudson River Trading 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">4.640% due 03/20/2028</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">1,194</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">1,118</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/01/2029</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">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">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Co. 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">4.666% (LIBOR01M &#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">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>Lealand Finance Co. BV (2.666% 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">5.666% (LIBOR01M &#043; 1.000%) due&nbsp;06/30/2025 ~(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">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">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>Promotora de Informaciones SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 06/30/2026 &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">1,800</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">1,869</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.166% (LIBOR01M &#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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Holdco 2 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">5.934% (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">1,239</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">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.813% (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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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 &laquo;~(b)</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">2,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.286% due 05/13/2027</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">1,719</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">1,517</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">1,089</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.916% (LIBOR01M &#043; 2.250%) due&nbsp;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">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3.916% (LIBOR01M &#043; 2.250%) due&nbsp;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">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.916% (LIBOR01M &#043; 2.250%) due&nbsp;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">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.150% - 5.392% (LIBOR01M &#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">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">277</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>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 (b)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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">7.916% (LIBOR01M &#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">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">221</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<BR>(Cost
$25,257)</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>&nbsp;&nbsp;21,676</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 56.6%</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 13.2%</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>ADLER Group SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 04/27/2027</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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">2.625% due 04/28/2025 (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">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">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">3.625% due 09/24/2024 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">8.000% due 01/22/2030 &#149;(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">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">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">8.500% due 09/10/2030 &#149;(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">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">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>Banco de Credito del Peru SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(h)(i)(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(h)(i)(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">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">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(h)(i)(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">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hestia 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">9.500% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 9.500%) due
04/22/2025 ~</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">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">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>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 (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">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">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>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;(h)(i)(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">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>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 (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">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">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">1,100</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">1,226</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>Sanders 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">11.750% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 11.750%) due
04/09/2029 ~</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">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">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>Societe Generale SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(h)(i)(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">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>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 01/15/2030 (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">1,127</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">781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">1,320</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">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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">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 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">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>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">2,706</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">2,422</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">10,689</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 36.2%</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>Altice Financing SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">1,800</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">1,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">5.805% due 05/01/2050 (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">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">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 03/15/2025 (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">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">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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></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="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">4.150% due 11/15/2030 (l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.926% due 05/15/2037 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">10.250% due 05/01/2030 (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">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">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>CGG SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">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">8.750% due 04/01/2027 (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">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">1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">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">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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 12/01/2026 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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>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 05/01/2023</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">1,200</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>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 01/15/2030 (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">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">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>Intelsat Jackson Holdings SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/15/2030 (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">2,525</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">2,089</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Market Bidco Finco 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 11/04/2027 (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">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">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>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 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">1,200</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">1,067</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 08/01/2022 (f)(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">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">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>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 (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">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">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>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 (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">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">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">6.750% due 09/21/2047 (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">2,127</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">1,321</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.207% due 01/19/2026 (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">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">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">3.257% due 01/19/2027 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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>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">3.800% due 01/08/2026 (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">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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>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 06/15/2023 (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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">5.750% due 09/30/2039 (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">1,742</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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">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">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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>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">4.625% due 04/15/2029 (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">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">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>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 04/30/2028 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/29/2049 &laquo;~(h)</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">1,608</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>40</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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 (l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></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>Wesco Aircraft Holdings, Inc. (7.500% 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">10.500% due 11/15/2026 &laquo;(b)(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">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">4,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ZipRecruiter, 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 01/15/2030 (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">1,200</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">1,009</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">29,463</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 7.2%</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>DTEK Finance PLC (3.500% 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">7.000% due 12/31/2027 (b)(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">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">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>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 ^(b)(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">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">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>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 ^(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">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">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>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 ^(b)(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">761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>Oi SA (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 (b)(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">1,000</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">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">4.200% due 03/01/2029 (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">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">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">4.300% due 03/15/2045 (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">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">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">4.500% due 07/01/2040 (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">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">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,391</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">1,069</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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>PG&amp;E Wildfire Recovery 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">4.451% due 12/01/2049 (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">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">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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 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">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">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"></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,890</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 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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
$54,952)</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;46,042</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 0.0%</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>Corestate Capital Holding SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">27</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" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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 (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">1,000</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">960</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">1,367</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 Convertible Bonds&nbsp;&amp; Notes (Cost
$1,712)</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>1,394</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 1.9%</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="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">13</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 1.0%</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>Commonwealth of Puerto Rico Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2043 (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">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">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2051 (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">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">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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
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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033 (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">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">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2035</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">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">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: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="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 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 07/01/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2041</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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Notes, 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">0.000% due 07/01/2024 (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">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">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">5.250% due 07/01/2023</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">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 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">788</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 0.9%</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>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">8,800</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">713</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
$1,715)</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;1,514</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 46.7%</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>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">3.000% due 04/25/2050 (a)(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">12,621</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">1,964</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.376% (US0001M &#043; 6.000%) due&nbsp;11/25/2049 ~(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">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">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">4.426% 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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.526% 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 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"></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">4.676% 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 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">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.756% (US0001M &#043; 6.380%) due&nbsp;03/25/2037 ~(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">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">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.776% 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 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">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">4.786% 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 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">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">4.826% (US0001M &#043; 6.450%) due&nbsp;04/25/2037 ~(a)(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">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">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">4.976% 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 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">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">5.176% due 11/25/2036 &#149;(a)(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">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">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">5.576% (US0001M &#043; 7.200%) due&nbsp;02/25/2037 ~(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">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">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.477% (US0001M &#043; 8.600%) due&nbsp;06/25/2044 ~(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">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">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.374% 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">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">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">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 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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">8.616% 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">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">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">11.927% 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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><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">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>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">0.700% due 11/25/2055 ~(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">5,540</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">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.526% due 05/25/2050 &#149;(a)(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">1,252</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">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.116% (US0001M &#043; 6.440%) due&nbsp;03/15/2037 ~(a)(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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.246% 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 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">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">5.256% due 09/15/2036 &#149;(a)(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">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">6.774% 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">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">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.505% due 12/20/2048 &#149;(a)(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">1,042</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2052</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">3,300</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">3,207</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">4.500% due 08/01/2052</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">1,400</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">1,416</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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 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">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>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 08/01/2052</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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 08/01/2052</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">29,500</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">28,345</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">4.500% due 08/01/2052</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">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">601</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;$37,769)</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;37,994</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 19.1%</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>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">2.028% 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 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">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.472% 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 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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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>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">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 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>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">3.440% 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">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">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.890% 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">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">61</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="65%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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">3.074% due 09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">3.131% 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">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">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.220% 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 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.999% 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">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">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.490% 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 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"></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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% due 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">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">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">2.304% 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">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>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">5.693% due 12/10/2049 ~(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">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">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.524% 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">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">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.055% due 11/25/2035 ~(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">1,112</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">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>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">6.673% 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">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>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">4.026% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.974% due 05/25/2036 ^&#149;(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">1,199</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">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">2.104% 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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.284% 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">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">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.737% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.163% 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">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">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.526% 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">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">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">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">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">6.500% due 08/25/2036 ^(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">1,000</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">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">15.335% due 07/25/2035 &#149;(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">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">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.104% 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">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">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">2.177% 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">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">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">2.404% 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">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">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">2.680% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.115% 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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.571% 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">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">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">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>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">6.000% 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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.025% due 07/15/2038 &#149;(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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.820% 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">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">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>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">2.894% 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">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">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>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">8.426% 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">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">1,035</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>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">3.193% 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">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">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>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">2.195% (US0001M &#043; 0.600%) due&nbsp;04/19/2034 ~</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">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">2.342% 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">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">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">2.721% 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.401% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.815% 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">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">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.894% 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">517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.184% 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">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">2.880% 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">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">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>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">2.408% 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">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">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 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">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">15</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="91%"></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>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;2022</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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></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>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">2.855% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">2.982% 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">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">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>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">1.764% (US0001M &#043; 0.140%) 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">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">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>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">2.164% (US0001M &#043; 0.540%) 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">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">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ~(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">963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.382% due 12/26/2034 ^~</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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.393% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.876% (12MTA &#043; 1.400%) due&nbsp;05/25/2035 ^~(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">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">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">3.011% 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">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">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">3.023% 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">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">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">3.094% 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">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">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">3.167% 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">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">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.084% 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">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">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">2.184% (US0001M &#043; 0.560%) 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">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">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.833% 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">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">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.600% (US0001M &#043; 3.480%) due&nbsp;11/11/2034 ~(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">1,205</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">1,099</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>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">3.196% 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">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">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">3.368% 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">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">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>Wells Fargo 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">5.092% due 12/15/2039 ~(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">1,065</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">991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.410% due 12/15/2046 ~(a)(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">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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 $15,988)</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;15,523</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 13.3%</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>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">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>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">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>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">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>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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">18.158% due 03/25/2036 ^&#149;(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">1,632</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">1,104</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>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">1.212% 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">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>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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(f)(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">1,400</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">1,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.774% (US0001M &#043; 0.150%) 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">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">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>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">1.784% 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">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.724% 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">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">24</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>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;(f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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">4.423% 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">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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">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">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">0.000% due 04/16/2029 &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">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">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.684% (US0001M &#043; 0.060%) 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">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">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>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;(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">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">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">0.000% due 10/15/2048 &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">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">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 &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">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">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 (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">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">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>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">1.684% due 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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0003M &#043; 0.260%) due&nbsp;01/06/2041 ~</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">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">0.454% 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">11,112</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">2,341</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>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">2.074% (US0001M &#043; 0.450%) 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.638% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.684% 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">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">37</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 $22,034)</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;10,792</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 3.3%</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>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;(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">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">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">0.500% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">1.125% due 07/09/2035 &thorn;(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">563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">1.400% due 03/25/2023 (l)</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">15,055</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">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">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">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">2.500% due 07/09/2041 &thorn;(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">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">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">15.500% due 10/17/2026 (l)</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">47.331% (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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">52.234% (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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">49.102% due 04/12/2025 (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">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">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">49.102% 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">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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" 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">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">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">4.000% due 01/30/2037 (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">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">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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.750% due 02/07/2034 (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">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">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Russia 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">5.625% due 04/04/2042 ^(c)</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">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>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">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>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">6.000% due 12/09/2049</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">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">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">8.250% due 10/13/2024 ^(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">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">5</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 $5,286)</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>2,711</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 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="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 0.5%</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>Clear Channel Outdoor Holdings, Inc. (d)</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">105</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; (d)</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">181</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="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>iHeartMedia, Inc. &#145;B&#146; &laquo;(d)</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" ALIGN="right"><FONT COLOR="#333333">$</FONT></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:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">412</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;(d)(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">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">8</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. (d)(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">4,260</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">108</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. (d)</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">9</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">125</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 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>Intelsat SA &laquo;(d)(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">34,279</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">960</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"></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&nbsp;&laquo;(d)(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">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">89</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>Sierra Hamilton Holder LLC&nbsp;&laquo;(d)(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">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 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>Syniverse Holdings, Inc. &laquo;(d)(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">288,288</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">283</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 LLC&nbsp;&laquo;(d)</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>
<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&nbsp;&laquo;(d)(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">13,224</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">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">372</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 0.0%</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.&nbsp;&laquo;(d)</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">23</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 $4,604)</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;1,892</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>RIGHTS 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="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"></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>Intelsat Jackson Holdings SA&nbsp;&laquo;(d)</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">3,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 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 Rights (Cost $0)</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>17</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 1.5%</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"></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>Intelsat Emergence SA - Exp.&nbsp;02/17/2027 &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">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">1</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>Intelsat Jackson Holdings SA <FONT STYLE="white-space:nowrap">-</FONT>
Exp. 12/05/2025 &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">3,580</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">18</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 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"><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 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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"></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">72</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 1.4%</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"></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;9/21/2055 &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">1,120</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 $1,166)</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>1,211</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 11.0%</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 4.7%</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>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">2.794% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(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">1,000,000</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">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">200,000</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">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>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 (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">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">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(h)(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">2,124,000</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">2,168</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:1px; ">
<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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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="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>42</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>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 6.3%</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>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">5.159% (US0003M &#043; 3.330%) due&nbsp;09/15/2022 ~(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">28,000</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">3,875</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">4,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">683</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 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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,104</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 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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 $7,935)</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;8,914</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 0.6%</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>REAL ESTATE 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="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>CBL&nbsp;&amp; Associates 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">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">67</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>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">415</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
$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>482</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 26.2%</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>REPURCHASE AGREEMENTS (k) 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 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">7,304</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 0.1%</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 Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">51.298% due 09/30/2022 - 10/31/2022 (e)(f)</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">24,420</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">82</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: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="61%"></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>U.S. TREASURY BILLS 12.7%</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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.725% due 07/14/2022 - 09/01/2022 (e)(f)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">10,371</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 4.4%</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 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">1.089% due 08/23/2022 (f)(g)(l)(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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,592</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 $21,384)</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>21,349</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="13"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; 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 $200,120)</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>171,511</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="13"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments 210.8%<BR>(Cost $200,120)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>171,511</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<BR>Instruments&nbsp;(m)(n)&nbsp;(11.0)%</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 $(841))</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>(8,988</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 (99.8)%</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;(81,170</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>81,353</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="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="position:relative;float:left; margin-left:3%; width:31%;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">&nbsp;&nbsp;&nbsp;&nbsp;
</P></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. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments. </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>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>(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>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>(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 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>(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>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>(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>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>(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>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">
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<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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>43</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom" WIDTH="1%"></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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:13pt">

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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;Global&nbsp;StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></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>(j)&nbsp;&nbsp;RESTRICTED
SECURITIES: </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
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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>
<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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Intelsat SA</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">06/19/2017&nbsp;-&nbsp;02/23/2022</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">2,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">1.18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.11</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">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">02/05/2021&nbsp;-&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">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">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">0.13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">08/02/2021</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">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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">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">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">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.51</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">Sierra Hamilton Holder 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">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">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">0.00</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">Syniverse Holdings, 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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.35</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">Westmoreland Mining Holdings</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&nbsp;-&nbsp;08/05/2016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.38</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>
</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>(k)&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
be<BR>Received<SUP STYLE="font-size:75%; 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">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">0.400</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,604</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 3.000% due 06/30/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,636</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,604</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"><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">1.400</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">06/30/2022</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">07/01/2022</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">5,700</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 2.000% due 08/15/2051</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,700</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">5,700</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,479</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,304</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;7,304</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>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
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<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="36%"></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:75%; 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="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:75%; 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">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">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD 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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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">(0.300</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">06/24/2022</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">07/25/2022</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"><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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.430</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">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">09/23/2022</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">(344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.430</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">04/11/2022</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">09/23/2022</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">(514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.690</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">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">10/17/2022</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">(1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,077</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">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">05/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(1,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></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">1.950</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">05/31/2022</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">08/31/2022</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">(354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.970</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">06/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/01/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,055</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">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.050</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">06/10/2022</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">09/12/2022</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">(4,418</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">(4,423</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.240</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">05/18/2022</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">08/18/2022</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">(1,237</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">(1,241</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(1.000</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">06/17/2022</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"><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:75%; vertical-align:top">(3)</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">(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">&nbsp;</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></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">05/23/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/10/2022</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">08/09/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">05/06/2022</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">08/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD 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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">05/16/2022</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">08/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.100</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">05/16/2022</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">08/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">06/17/2022</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"><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:75%; vertical-align:top">(3)</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">(1,561</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">(1,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.310</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">06/06/2022</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">09/07/2022</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">(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">(646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,719</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">(1,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.963</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">06/24/2022</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">09/27/2022</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">(2,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">05/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/02/2022</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">(1,554</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">(1,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.710</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/11/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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">1.740</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/07/2022</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">(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">(771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.750</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">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">09/12/2022</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">(701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">1.940</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">06/08/2022</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">09/07/2022</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">(1,548</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">(1,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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">07/07/2022</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">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">06/16/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">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">&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:75%; vertical-align:top">(3)</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">(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">(318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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:75%; vertical-align:top">(3)</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">(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">(580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(0.370</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">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"><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:75%; vertical-align:top">(3)</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">(125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">05/09/2022</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">11/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD 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">(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">(869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">05/19/2022</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"><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:75%; vertical-align:top">(3)</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">(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"><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></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">(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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(3.000</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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(1.000</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">02/18/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(494</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>44</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="31%"></TD>

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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:75%; 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="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:75%; 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">(0.380</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">05/05/2022</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">08/04/2022</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">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">(2,009</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">(2,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/10/2022</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">08/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.950</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">06/17/2022</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">07/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">06/17/2022</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">07/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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">(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">2.160</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">06/03/2022</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">08/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.200</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">06/17/2022</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">07/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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>
<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"> <P STYLE=" 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">(0.400</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">04/06/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">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">(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">(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">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">04/19/2022</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">07/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 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">1.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(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">1.900</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">06/29/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3</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">(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">(516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.700</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">06/27/2022</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">09/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">0.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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 STYLE="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">1.400</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">06/06/2022</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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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"><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>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.420</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">06/24/2022</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">09/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,096</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">(1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.620</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">06/24/2022</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">09/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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"> <P STYLE=" 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">0.670</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">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">07/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">(437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.430</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">04/19/2022</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">07/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/10/2022</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">08/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(2,063</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">(2,064</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">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(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">1.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/05/2022</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">08/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/13/2022</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">09/12/2022</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">(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">2.130</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">06/16/2022</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">09/19/2022</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">(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">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">04/01/2022</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">07/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.350</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">04/14/2022</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">07/14/2022</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">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.530</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">04/25/2022</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">07/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/02/2022</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">08/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">05/05/2022</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">08/05/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.780</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(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">1.800</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(2,132</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">(2,134</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/29/2022</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">06/28/2024</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">(102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.450</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">06/17/2022</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">09/19/2022</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">(123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.700</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">07/01/2022</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">10/03/2022</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">(491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 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 BGCOLOR="#cceeff" 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;(53,282</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="69%"></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="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>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 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 (0.9)%</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">08/11/2052</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Short Sales (0.9)%</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(694</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;(694</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 June&nbsp;30, 2022: </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="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:75%; 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:75%; 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">BOS</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">(172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;&nbsp;&nbsp;&nbsp;(11,047</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(11,047</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;1,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(9,449</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,449</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">12,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(4,734</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,734</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">4,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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"> <P STYLE=" 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">(1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;&nbsp;&nbsp;&nbsp;1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,636</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(6,698</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,698</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">7,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">779</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="91%"></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>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;2022</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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></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="39%"></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 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:75%; 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:75%; 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">JPS</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">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">
&#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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</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">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,843</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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">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">(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">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">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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(2,942</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">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">(2,942</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">3,215</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">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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">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">(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">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">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD 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">(2,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,878</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">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">(5,878</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">6,194</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">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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(5,599</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">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;(5,599</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">&nbsp;&nbsp;&nbsp;&nbsp;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">&nbsp;&nbsp;&nbsp;&nbsp;133</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 Borrowings and Other Financing Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,304</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(53,282</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="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</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,420</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(36,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(1,235</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(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">(1,810</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">(4,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(1,526</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">(775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,104</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">(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">(2,576</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;(579</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,333</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(28,627</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(16,103</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(52,642</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:75%; vertical-align:top">(5)</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;(52,642</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="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></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>(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>Securities with an aggregate market value of $59,502 and cash of $570 have been pledged as
collateral under the terms of the above master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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 June&nbsp;30, 2022 was
$(59,860) at a weighted average interest rate of 0.497%. 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:75%; 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:75%; 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>
<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:75%; 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">Unsettled reverse repurchase agreements liability of $(640) is outstanding at period end.
</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: 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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<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 July 2022
Futures</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,500.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">134</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>
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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"></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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;658</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;134</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="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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>
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<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 <FONT STYLE="white-space:nowrap">E-mini</FONT> S&amp;P 500 July 2022
Futures</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,680.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,621</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,255</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,621</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="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<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: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>
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<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">

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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; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>46</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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 VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</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>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>
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<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>Description</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>Expiration<BR>Month</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># of<BR>Contracts</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>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" 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 September
Futures<SUP STYLE="font-size:75%; 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">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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;40,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<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;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(881</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>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;(340</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:75%; 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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<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>Reference Entity</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" COLSPAN="2" 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" 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="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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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"> <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:75%; 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" 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" 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>Market<BR>Value<SUP
STYLE="font-size:75%; 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">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" ALIGN="right"><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">06/20/2027</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">2.538</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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" ALIGN="right"><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">06/20/2027</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">9.229</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"></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">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">(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">(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">(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">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">Ford Motor Credit Co. 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">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">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">06/20/2027</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">4.319</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"></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">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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">(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">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" ALIGN="right"><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">06/20/2027</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">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">&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">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">(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">(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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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" ALIGN="right"><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">3.940</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"></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">(128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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" ALIGN="right"><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">4.096</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"></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">(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"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(25</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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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="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>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Floating&nbsp;Rate&nbsp;Index</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&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="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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Market<BR>Value</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">Receive<SUP STYLE="font-size:75%; 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" 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Day&nbsp;
USD-Federal</FONT></FONT> Funds Rate <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">1-Day&nbsp;
USD-SOFR</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">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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(1,032</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">(1,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,109</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">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">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">1-Day&nbsp;
USD-SOFR</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">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">06/15/2032</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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">(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">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"> <P STYLE=" 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;
USD-SOFR</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">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">06/15/2052</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,400</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">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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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;
USD-SOFR</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">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">06/15/2052</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,000</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">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">&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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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" 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">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">(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">&nbsp;</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">&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"> <P STYLE=" 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">12.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.690</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.740</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">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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.750</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.900</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">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">2,700</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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.930</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.939</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">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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.946</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">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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.960</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">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">2,700</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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.970</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.140</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.160</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.080</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">(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">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"> <P STYLE=" 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">12.140</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.145</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.160</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">(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">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"> <P STYLE=" 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">11.220</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.245</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.260</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.700</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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.715</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.870</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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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"> <P STYLE=" 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"><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" 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">(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">(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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">(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">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">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;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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"><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;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12/15/2028</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">&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">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">01/15/2030</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(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">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">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">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">02/12/2030</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">03/10/2030</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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;</TD>
<TD VALIGN="bottom"><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></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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>47</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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></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="32%"></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="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" 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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Floating&nbsp;Rate&nbsp;Index</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&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="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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Market<BR>Value</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"><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;</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">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">
&#037;
&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">06/16/2031</FONT></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">2,229</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">(211</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">(197</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">(408</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">16</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></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">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">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">12/19/2048</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">1,900</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">(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">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">(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">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"> <P STYLE=" 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">6,100</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">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">(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">(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">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">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">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">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">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">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">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">(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">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">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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:75%; 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">09/21/2032</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">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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></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">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">2,700</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">&nbsp;&nbsp;&nbsp;&nbsp;(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">(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">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></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">0.500</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">&nbsp;&nbsp;&nbsp;&nbsp;(518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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;(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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"><FONT COLOR="#333333">&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" 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">18,200</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">&nbsp;&nbsp;&nbsp;&nbsp;10,700</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">(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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">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">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">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">04/03/2024</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">2,700</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">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">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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">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">8.660</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">04/04/2024</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">1,100</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">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">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></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">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">8.750</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">04/05/2024</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">1,000</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">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">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></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">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">8.410</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">03/31/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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></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">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">8.730</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">04/06/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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">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></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">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">7.495</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">01/14/2032</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">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">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></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">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">7.498</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">01/15/2032</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">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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">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">8.732</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">03/30/2032</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">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">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></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">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">8.701</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">03/31/2032</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">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">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></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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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"><FONT COLOR="#333333"><B>Total Swap Agreements</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 COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;186</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;559</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;745</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;315</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;(428</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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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 June&nbsp;30, 2022: </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="55%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></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"> <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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;134</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;315</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;449</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,621)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(340)</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(428)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,389)</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 $5,507 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2022. 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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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="41%"></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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be&nbsp;Delivered</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="4" 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>Currency&nbsp;to<BR>be&nbsp;Received</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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unrealized&nbsp;Appreciation/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Depreciation)</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;</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">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">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">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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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" 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">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></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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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" 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">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">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">(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">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">JPY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49,600</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">NOK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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" 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">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></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">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" 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">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">&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="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>48</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be&nbsp;Delivered</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="4" 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>Currency&nbsp;to<BR>be&nbsp;Received</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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unrealized&nbsp;Appreciation/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Depreciation)</B></P></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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2023</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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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></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">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">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">AUD</FONT></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">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">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">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">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">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<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"></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">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">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">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">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">(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">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">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">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">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">AUD</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">5,309</FONT></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">5,041</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">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></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">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">79</FONT></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">1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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" 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">4,123</FONT></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">4,345</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">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></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" 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">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">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">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" ALIGN="right"><FONT COLOR="#333333">$</FONT></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" 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">1,563,059</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">(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">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" 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">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">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">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">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">1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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">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">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">116</FONT></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">1,719,727</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">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">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">307</FONT></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">41,600</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">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">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">116</FONT></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">1,139</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">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">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">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">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">1,517</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">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></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">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">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">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">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">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">1,610</FONT></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">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">(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: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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></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>
<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">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">(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"></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">46</FONT></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">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">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">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">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">04/2023</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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">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">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">TWD</FONT></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">$0</FONT></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">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></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">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">1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&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">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">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">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">1,049</FONT></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">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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" ALIGN="right"><FONT COLOR="#333333">$</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" 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">4,921</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">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></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">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 STYLE="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">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">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">178</FONT></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">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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">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">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">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">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">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">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">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">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">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">AUD</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">53</FONT></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">201</FONT></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">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;</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">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">AUD</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">$</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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">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">1,794</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">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">$</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>
<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">8,590</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">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">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">69</FONT></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">1,005,095</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">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">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">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">26,502</FONT></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">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">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">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">TWD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,274</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">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">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">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">$</FONT></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" 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">2,284,754</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">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="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">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">TWD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,568</FONT></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">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">$</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" 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">1,934,613</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">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">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">106</FONT></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">13,400</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">(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">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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,800</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">(5</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">SOG</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">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">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">4,309</FONT></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">4,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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" ALIGN="right"><FONT COLOR="#333333">$</FONT></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" 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">1,754</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">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">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">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">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">1,132</FONT></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">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,108</FONT></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">22,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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: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="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;278</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;(229</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 ASSET-BACKED SECURITIES - SELL PROTECTION<SUP
STYLE="font-size:75%; 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></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"> <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" 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"> <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"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:75%; 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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Swap&nbsp;Agreements,</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>at Value<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></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;</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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&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 COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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:13pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></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>CREDIT DEFAULT SWAPS ON CREDIT
INDICES - SELL PROTECTION<SUP STYLE="font-size:75%; 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>

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<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 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>
<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>
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<TD VALIGN="bottom"></TD>
<TD></TD>
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<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"> <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" 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"><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"> <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:75%; 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"><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:75%; 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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></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">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">(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">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">(74</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="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(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 COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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" 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="24%"></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:75%; vertical-align:top">(4)</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">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:75%; 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">1.530% <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">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/10/2023</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></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:75%; 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">0.916% <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">(6,959</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,959</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"></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:75%; 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">64</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">1.580% <FONT STYLE="white-space:nowrap">(1-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">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/24/2023</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">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">UAG</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:75%; 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">29</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">1.660% <FONT STYLE="white-space:nowrap">(1-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">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/13/2022</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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 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="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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,963</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 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;(430</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,667</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</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;(7,098</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 June&nbsp;30, 2022: </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></TD>
<TD></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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;&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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Collateral<BR>Pledged/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Received)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">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"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
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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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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</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">&nbsp;&nbsp;</TD>
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<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"> <P STYLE=" 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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"> <P STYLE=" 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>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">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;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">(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">(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">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,959</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">(6,967</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,967</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,522</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">&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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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;&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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="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;&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;278</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;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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;279</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(229</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;(7,098</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;(7,327</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;&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;&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 $7,107 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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:75%; 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>
 <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 CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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:75%; 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:75%; 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 June&nbsp;30, 2022: </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="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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR 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:75%; 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">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">315</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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: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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">728</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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,621</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:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:75%; 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">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" 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:75%; 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">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">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">428</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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,389</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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:75%; 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">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">6,963</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,098</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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,327</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">&nbsp;&nbsp;&nbsp;&nbsp;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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,716</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 June 30, 2022: </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="5%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,323</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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="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</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">1,784</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">4,940</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,912</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,784</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"><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">6,695</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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,784</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,243</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">Purchased Options</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR BGCOLOR="#cceeff" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(1,637</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(1,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">(502</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,398</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></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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>51</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:13pt">

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<TD WIDTH="88%"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&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></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
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<TD WIDTH="41%"></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="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>

<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: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 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</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">(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">(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"> <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</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">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,744</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">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">(14,701</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(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">(15,077</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,475</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 June&nbsp;30, 2022 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"><FONT STYLE="font-family:Arial Narrow; "><B>Fair<BR>Value&nbsp;at<BR>06/30/2022</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">14,869</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,676</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">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">9,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">23,712</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">5,751</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">5,890</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="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">1,367</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">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:1.25em; 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">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;37,994</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">37,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">15,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">7,260</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">&nbsp;&nbsp;&nbsp;&nbsp;3,532</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">&nbsp;&nbsp;&nbsp;&nbsp;10,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Rights</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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 BGCOLOR="#cceeff" STYLE="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">1,120</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">1,120</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" 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">3,810</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,810</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:1.25em; 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">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">5,079</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">5,104</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="45%"></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>06/30/2022</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">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" 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">7,304</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">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">7,304</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"> <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">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">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"> <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">10,371</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">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">10,371</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"> <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">3,592</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">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">3,592</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">145,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;171,511</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">(694</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">(694</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">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">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">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: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">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">279</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">594</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">728</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">(1,961</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">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(2,389</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: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">(7,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(7,327</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,755</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">(9,716</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 Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,161</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">(8,988</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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">161,829</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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 June&nbsp;30, 2022: </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"></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>

<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>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" 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:75%; 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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,806</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,347</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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 BGCOLOR="#cceeff" STYLE="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;4,543</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">(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">(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">&nbsp;&nbsp;&nbsp;&nbsp;1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,751</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"><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></TR>
<TR 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">Asset-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">&nbsp;&nbsp;&nbsp;&nbsp;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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,532</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">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" 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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="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">2,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(1,443</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">&nbsp;&nbsp;&nbsp;&nbsp;(1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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<SUP STYLE="font-size:75%; 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">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rights</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>
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<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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<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 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 CLOSED-END 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">

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<TD></TD>

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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">


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<TD WIDTH="26%"></TD>

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<TD></TD>
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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>
<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 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" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:75%; 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;06/30/2022</B></TD>
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<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>06/30/2022<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></B></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: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 COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
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</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
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</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: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>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<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"></TD>
<TD VALIGN="bottom"></TD>
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<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">Financials</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">816</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>
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<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>
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<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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">(744</FONT></TD>
<TD NOWRAP VALIGN="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">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">(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>
<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"><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"> <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">(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">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">1,120</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">(52</FONT></TD>
<TD NOWRAP VALIGN="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">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 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">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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,079</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">788</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>
<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>
<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>
<TD>&nbsp;</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>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="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 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;17,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,977</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="34%"></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" WIDTH="1%"></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="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>Category and 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;06/30/2022</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;&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;</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)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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 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">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.136</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">3,360</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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65.125-99.500</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">84.249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2,597</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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62.500-98.875</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">93.179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Corporate Bonds&nbsp;&amp; Notes</FONT></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">&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="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">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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">6.704</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">4,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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">12.080</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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="center"><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">42.864</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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">7.500-10.000</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">9.035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;</TD>
<TD VALIGN="bottom"><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">5,800.000-178,622.000</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">81,939.270</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">Common Stocks</FONT></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">&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="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">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">Liquidity Discount</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">10.000</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " 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 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;</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></TR>
<TR 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">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">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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="center"><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">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 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></TR>
<TR BGCOLOR="#cceeff" 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">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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">9.500-17.100</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">9.500</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">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">Purchase Price</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="center"><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">0.980</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&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="center"><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">0.977</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Rights</FONT></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">&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; 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">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">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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " 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 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;</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></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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">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="center"><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">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 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></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">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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " 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 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;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"> <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">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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="center"><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">10.700/9.100</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></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: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">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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/<BR>Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&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="center"><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">3.875</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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"></TD>
<TD VALIGN="bottom"></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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="bottom"> <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">4,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;&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="center"><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">10.700/9.100</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;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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/<BR>Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Book&nbsp;Value&nbsp;Multiple<BR>/Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center"><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">0.260/21.660</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;</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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">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;25,112</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"></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:75%; 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 June&nbsp;30, 2022 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:75%; 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:75%; 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="91%"></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>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;2022</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">

<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><A NAME="tx296860_45"></A>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>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></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="57%"></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 204.8%</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 17.3%</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>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">7.355% (LIBOR03M &#043; 5.600%) due 02/01/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>AmSurg 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">13.000% due 04/30/2028 &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">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">6,034</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>Caesars Resort Collection LLC</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.416% (LIBOR01M &#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">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Carnival Corp.</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.127% (LIBOR06M &#043; 3.250%) due 10/18/2028 &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">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">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Envision Healthcare Corp.</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 04/30/2027 &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">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">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">8.875% due 04/30/2027</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">2,877</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">2,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Forbes Energy Services LLC (7.000% PIK)</B></FONT></P></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"> <P STYLE=" 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 09/30/2022 &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">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="9"></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="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>Gateway Casinos&nbsp;&amp; Entertainment
Ltd.</B></FONT></P></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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.590% (LIBOR03M &#043; 8.000%) due 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">2,685</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">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">9.590% due 10/18/2027 &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">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">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Instant Brands Holdings, Inc.</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.400% - 7.076% (LIBOR03M &#043; 5.000%) due 04/12/2028 ~</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">2,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Intelsat Jackson Holdings SA</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/01/2029</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">1,390</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">1,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Lealand Finance Co. BV</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.666% (LIBOR01M &#043; 3.000%) due 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">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>Lealand Finance Co. BV (2.666% 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">5.666% (LIBOR01M &#043; 1.000%) due 06/30/2025 ~(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">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">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>NAC Aviation 29 DAC</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 03/31/2026 &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">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">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="9"></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="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>Promotora de Informaciones SA</B></FONT></P></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;12/31/2026 ~</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">&nbsp;&nbsp;3,792</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">3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (EUR003M &#043; 8.000%) due&nbsp;06/30/2027 ~</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">1,222</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">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.166% (LIBOR01M &#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">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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.303% (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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-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">1,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>Steenbok Lux Finco 1 SARL (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>
<TD VALIGN="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"> <P STYLE=" 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) due&nbsp;12/31/2022 ~(b)</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">4,416</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">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" 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 &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">4,748</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">3,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" 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 ~(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">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">604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.286% due 05/13/2027</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">3,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.416% (LIBOR01M &#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">1,662</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">1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.416% (LIBOR01M &#043; 2.750%) due 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">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">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>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 03/15/2029 (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">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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.916% (LIBOR01M &#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">16</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="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>Total Loan Participations and Assignments (Cost
$45,505)</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></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>&nbsp;&nbsp;36,335</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></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="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; 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>CORPORATE BONDS&nbsp;&amp; NOTES 60.5%</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>BANKING&nbsp;&amp; FINANCE 12.8%</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="7"></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="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>ADLER Group SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">1.875% due 01/14/2026</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">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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="6"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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="7"></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="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>Armor Holdco, 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>
<TD VALIGN="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="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">8.500% due 11/15/2029 (l)</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">2,400</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="7"></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="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>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>
<TD VALIGN="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="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">1.875% due 01/09/2026 (l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">2.625% due 04/28/2025 (l)</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">2,100</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">1,955</FONT></TD>
<TD NOWRAP VALIGN="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">3.625% due 09/24/2024 (l)</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">1,300</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">5.375% due 01/18/2028 &#149;(l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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 01/22/2030 &#149;(l)</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">1,304</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">8.500% due 09/10/2030 &#149;(l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="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">10.500% due 07/23/2029 (l)</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">&nbsp;&nbsp;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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">997</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="7"></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="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>Banco de Credito del Peru SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">4.650% due 09/17/2024</FONT></P></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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(h)(i)(l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,684</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(h)(i)(l)</FONT></P></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">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">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">7.125% due 06/15/2025 &#149;(h)(i)(l)</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">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">1,054</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>Corestate Capital Holding SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-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 04/15/2023</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">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">142</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>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 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">5.400% due 05/27/2025 (l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">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">108</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(h)(i)(l)</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">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">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">7.500% due 07/17/2023 &#149;(h)(i)(l)</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">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">185</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">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">78</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">2,400</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,336</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">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">187</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 09/30/2030 (l)</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">1,000</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">770</FONT></TD>
<TD NOWRAP VALIGN="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">4.500% due 05/29/2029 (l)</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">&nbsp;&nbsp;1,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">4.625% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">4.750% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">181</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(h)(i)(l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">298</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>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 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 08/08/2022 (l)</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">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">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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(j)</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">2,600</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">2,899</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>Societe Generale SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size: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">7.375% due 10/04/2023 &#149;(h)(i)(l)</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">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">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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (l)</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">2,240</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,320</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">2,738</FONT></TD>
<TD NOWRAP VALIGN="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">1,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">7.875% due 02/15/2025 (l)</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">754</FONT></TD>
<TD NOWRAP VALIGN="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">730</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>VICI 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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">5.750% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">26,915</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>INDUSTRIALS 39.6%</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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</FONT></P></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">2,500</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">2,975</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">1,946</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,846</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (l)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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"></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">3.350% due 04/15/2031 (l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">782</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>Boeing Co.</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">5.930% due 05/01/2060 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">722</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>Bombardier, Inc.</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"></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"> <P STYLE=" 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 (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">1,500</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">&nbsp;&nbsp;1,241</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>Broadcom, Inc.</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"></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"> <P STYLE=" margin-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 (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">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,110</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">845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% due 04/15/2033</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">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">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">3.469% due 04/15/2034 (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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">3.750% due 02/15/2051 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">4.926% due 05/15/2037 (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">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">95</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>Carvana Co.</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 05/01/2030 (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">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">741</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>CDW LLC</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">580</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>Cellnex Finance Co. SA</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,400</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">963</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>CGG SA</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">4,612</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">3,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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">3.850% due 04/01/2061 (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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">2,900</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">2,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">&nbsp;&nbsp;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">3,390</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">4.800% due 03/01/2050 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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 (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">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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">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>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 01/15/2030 (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">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">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HF Sinclair 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">4.500% due 10/01/2030 (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">3,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,116</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/15/2030 (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">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">6,004</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">3.500% due 08/18/2026 (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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Magallanes, 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">4.279% due 03/15/2032 (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">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">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>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 (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">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">5,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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>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">3.850% due 04/01/2060 (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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,000</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">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.750% due 04/21/2027</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">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">2,790</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">6.750% due 09/21/2047 (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">2,996</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">1,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">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">3.680% due 01/21/2030 (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">2,900</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">2,313</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>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">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">197</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 CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>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">2.550% due 03/08/2027 (l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/08/2029 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">3.800% due 01/08/2026 (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">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">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">4.875% due 06/18/2030 (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">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">5.400% due 08/08/2028 (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">2,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/15/2023 (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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/15/2023 (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">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">1,277</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>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 01/15/2029 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">5.676% due 04/24/2048 (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">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">3,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,026</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">1,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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 (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">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">1,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">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>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 04/30/2028 (b)(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">1,960</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">1,904</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">8.250% due 04/30/2028 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>Vale SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/29/2049 &laquo;~(h)</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">&nbsp;&nbsp;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">4,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wesco Aircraft Holdings, Inc. (7.500% 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">10.500% due 11/15/2026 &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">10,641</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">10,098</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;83,205</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>DTEK Finance PLC (3.500% 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">7.000% due 12/31/2027 (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">2,335</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">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">1,224</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">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">1,479</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">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>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 ^(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">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA (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 (b)(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">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">1,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">4.200% due 03/01/2029 (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">1,300</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">1,162</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">4.200% due 06/01/2041 (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">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">4.300% due 03/15/2045 (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">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">692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">1,104</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">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">4.600% due 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">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">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">4.750% due 02/15/2044 (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">2,296</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">1,764</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">4.950% due 07/01/2050 (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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">2,800</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">2,268</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="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>PG&amp;E Wildfire Recovery 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">4.263% due 06/01/2038 (l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.377% due 06/01/2041 (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">1,500</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">1,483</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>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 (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">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 03/01/2049 (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">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">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>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 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">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">16,939</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="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>Total Corporate Bonds&nbsp;&amp; Notes
(Cost&nbsp;$160,052)</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></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>&nbsp;&nbsp;127,059</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>CONVERTIBLE BONDS&nbsp;&amp; NOTES 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>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>Corestate Capital Holding SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">191</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="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>Total Convertible Bonds&nbsp;&amp; Notes
(Cost&nbsp;$793)</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></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>191</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>MUNICIPAL 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>CALIFORNIA 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>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">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">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">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">843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">903</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">1,825</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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>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">55</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">124</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 0.4%</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>Commonwealth of Puerto Rico Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2043 (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">1,151</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">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>Commonwealth of Puerto Rico General Obligation 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">0.000% due 07/01/2033 (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">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">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">4.000% due 07/01/2033</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">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">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">4.000% due 07/01/2035</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">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">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">4.000% due 07/01/2037</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">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">4.000% due 07/01/2041</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">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">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>Commonwealth of Puerto Rico General Obligation Notes, 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">0.000% due 07/01/2024 (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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2023</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">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">955</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 (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">25,300</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">2,049</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
$5,625)</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>4,953</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>U.S. GOVERNMENT AGENCIES 63.1%</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>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">1.124% 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">3,286</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">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">1.291% due 08/25/2054 ~(a)(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">6,008</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">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">1.624% (SOFR30A &#043; 2.550%) due&nbsp;02/25/2052 ~(a)(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">134,952</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">3,581</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">2.135% due 09/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.479% due 03/01/2032 &#149;(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">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">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">2.500% due 12/25/2027 (a)(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">1,127</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">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)(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">1,236</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">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">3.500% due 07/25/2036 (a)(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">3,828</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>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">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">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">4.000% due 06/25/2050 (a)(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">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">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">4.250% due 11/25/2024 (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">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">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.376% (US0001M &#043; 6.000%) due&nbsp;10/25/2049 ~(a)(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">6,497</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">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.426% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.476% due 07/25/2050 &#149;(a)(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">1,103</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">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.898% 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">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">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">4.996% due 02/25/2042 ~(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">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">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">5.000% due 01/25/2038 -<BR>07/25/2038&nbsp;(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">2,967</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">3,115</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">5.126% due 07/25/2041 &#149;(a)(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">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.275% 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">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">5.500% due 07/25/2024 -<BR>11/25/2032</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">1,767</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">1,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/25/2034 -<BR>04/25/2035&nbsp;(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">1,522</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">1,576</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">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">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">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.768% 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">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">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">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">6.000% due 09/25/2031 (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">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">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">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">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">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>04/01/2037&nbsp;(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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 -<BR>03/25/2045&nbsp;(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">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">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">7.374% 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">706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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>03/25/2044</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">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">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">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">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">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">7.500% due 06/25/2044 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">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">567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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>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">1.256% due 08/15/2036 ~(a)(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">1,231</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">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">1.287% due 05/15/2038 ~(a)(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">2,557</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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.316% due 11/15/2038 ~(a)(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">&nbsp;&nbsp;10,463</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">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.079% 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">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">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">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">3.000% due 11/25/2050 -<BR>01/25/2051&nbsp;(a)(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">10,047</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">1,619</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.471% due 11/15/2048 &#149;(a)(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">6,325</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">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">3.500% due 05/25/2050 (a)(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">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">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">4.376% (US0001M &#043; 6.000%) due&nbsp;04/25/2048 ~(a)(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">17,220</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">2,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.376% due 11/25/2049 &#149;(a)(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">13,274</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">2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.493% 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">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">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)(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">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4.526% due 05/25/2050 &#149;(a)(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">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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,077</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">1,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 06/15/2041 (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">1,351</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">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>03/15/2035&nbsp;(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">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">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">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">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">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,804</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">&nbsp;&nbsp;1,880</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">6.500% due 10/15/2023 -<BR>07/01/2037&nbsp;(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">1,633</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">1,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.774% 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">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>55</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: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>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></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 - 01/01/2032&nbsp;(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,043</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">7.500% due 05/15/2024 - 03/01/2037&nbsp;(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">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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.174% 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">1,581</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">1,548</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.374% 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">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">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.455% (US0001M &#043; 6.050%) due&nbsp;08/20/2049
-<BR>09/20/2049&nbsp;~(a)(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">43,302</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">5,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.455% due 09/20/2049 &#149;(a)(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">15,027</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">2,126</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">4.605% (US0001M &#043; 6.200%) due&nbsp;06/20/2047 ~(a)(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">6,087</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>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">559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>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">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">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 -<BR>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">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">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 -<BR>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">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">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 01/15/2023 -<BR>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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2052</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">12,000</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">12,046</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>U.S. 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">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">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">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">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">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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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 -<BR>03/01/2048</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">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">4.000% due 09/01/2047 (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">5,725</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">5,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 -<BR>06/01/2040</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">&nbsp;&nbsp;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">2,173</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">6.000% due 04/01/2039 (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">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">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">6.500% due 09/01/2028 -<BR>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">797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">8.000% due 12/01/2022 -<BR>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">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">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.500% due 08/01/2052</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">60,400</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">58,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">6.750% due 02/15/2026 -<BR>06/15/2026 (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">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">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">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">984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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<BR>(Cost
$145,229)</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;132,564</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 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>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">2.875% 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">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">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.545% 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.074% due 08/15/2032 &#149;(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">3,050</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">3,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.327% 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">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">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.497% 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">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">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>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 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">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">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">5.934% 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.693% 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">1,213</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">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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></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="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>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">6.673% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.325% (US0001M &#043; 6.000%) due&nbsp;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">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">1,323</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.044% 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">1,014</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">879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.264% 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">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">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.494% 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">1,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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>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 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">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>Credit Suisse First Boston Mortgage-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.500% 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">731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.190% (BP0003M &#043; 1.600%) due&nbsp;09/13/2045 ~</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">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">1,811</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">3.840% 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">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">1,154</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.426% due 10/25/2041 &#149;(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">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">2,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.726% (SOFR30A &#043; 7.800%) due&nbsp;11/25/2041 ~(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">2,800</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">2,359</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>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">0.001% (EUR003M &#043; 0.170%) due&nbsp;06/21/2046 ~</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">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">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>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">2.805% 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">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>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">4.744% 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">2,492</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,370</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">1,416</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">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">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">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">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">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">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>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">1.954% 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">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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 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">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">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.715% (US0001M &#043; 6.390%) due&nbsp;11/15/2038 ~(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">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">2,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.835% 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">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">682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">4.074% (US0001M &#043; 2.750%) due&nbsp;10/15/2038 ~(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">3,016</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">2,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.982% 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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">2,568</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">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,302</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">1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.713% due 12/26/2046 ~(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">7,475</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">6,616</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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"></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,716</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">1,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,676</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">1,537</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="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>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">0.969% 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">1,366</FONT></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">1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.219% 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">1,366</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">1,269</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>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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,353</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">1,487</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">6.250% 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">5,221</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">2,272</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>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">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">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>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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,473</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>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">3.310% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">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">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">5.092% due 12/15/2039 ~</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">2,558</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">2,380</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 $61,922)</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;56,644</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 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>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">5.149% (US0001M &#043; 3.525%) due&nbsp;11/25/2032 ^~</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">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">1.011% 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">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">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>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">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">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>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">1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.824% (US0001M &#043; 0.200%) due&nbsp;06/25/2037 ^~(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">1,568</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">1,582</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.884% due 12/25/2036 ^&#149;(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">2,112</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">1,919</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0001M &#043; 1.650%) due&nbsp;11/25/2034 ~(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">2,297</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">1,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.702% due 12/25/2037 &thorn;(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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>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">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">1,424</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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.359% (US0001M &#043; 0.735%) 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exeter Automobile 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 05/15/2031 &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">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">3,302</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>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 12/15/2025 &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">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">1,140</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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;(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">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">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">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">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>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">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">3,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.554% 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">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>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 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">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>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 10/15/2048 &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">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">2,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 &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">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">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 (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">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">524</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 $37,892)</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;21,306</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 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></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>56</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>SOVEREIGN ISSUES 4.9%</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>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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">1.125% due 07/09/2035 &thorn;(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">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">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">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">1,284</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">1,880</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">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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"></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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (l)</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">2,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">5,117</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>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">6.000% due 12/09/2049</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">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">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">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">15</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="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>Total Sovereign Issues (Cost $16,924)</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></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>&nbsp;&nbsp;10,281</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 5.2%</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 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>Clear Channel Outdoor Holdings, Inc. (d)</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">312</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; (d)</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">537</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;(d)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">1,225</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 0.3%</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="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;(d)(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">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. (d)(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">19,079</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">484</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. (d)</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">60</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">550</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 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"></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>Intelsat SA &laquo;(d)(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">98,667</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">2,763</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 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="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;(d)(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">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">5,678</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>Syniverse Holdings,
Inc.&nbsp;&laquo;(d)(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">&nbsp;&nbsp;736,991</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">722</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="61%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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&nbsp;&laquo;(d)(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">70</FONT></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">6,400</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>MATERIALS 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"></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;(d)</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">92</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="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>Total Common Stocks (Cost $12,489)</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></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>&nbsp;&nbsp;11,030</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>RIGHTS 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="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"></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>Intelsat Jackson Holdings&nbsp;SA&nbsp;&laquo;(d)</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">10,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 Rights (Cost $0)</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</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 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>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"></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>Intelsat Emergence SA - Exp.&nbsp;02/17/2027 &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">711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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"></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>Intelsat Jackson Holdings SA <FONT STYLE="white-space:nowrap">-</FONT>
Exp. 12/05/2025 &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">10,308</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">52</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">54</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 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"></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;9/21/2055 &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">598</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 $2,791)</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>652</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 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="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 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>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;(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">1,300,000</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">1,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(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">1,000,000</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">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>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">36,190</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">6,453</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(h)(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">&nbsp;&nbsp;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">5,426</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;14,078</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="58%"></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>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>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="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">5.159% (US0003M &#043; 3.330%) due 09/15/2022 ~(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">139,000</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">122</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 $17,266)</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>14,200</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>REAL ESTATE INVESTMENT TRUSTS 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>REAL ESTATE 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="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>CBL&nbsp;&amp; Associates
Properties,&nbsp;Inc.</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">2,011</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>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">73,539</FONT></TD>
<TD NOWRAP VALIGN="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">693</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>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">44,227</FONT></TD>
<TD NOWRAP VALIGN="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">1,318</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="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>Total Real Estate Investment Trusts<BR>(Cost
$1,161)</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></TD>
<TD 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>2,058</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>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 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 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 (k) 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 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">2,703</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">(34.940)% due 12/16/2022 (f)(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,200</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">61</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 4.8%</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 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">1.209% due 07/26/2022 - 09/29/2022 (e)(f)(l)</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">10,127</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,104</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 $12,874)</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>12,868</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $520,523)</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>430,191</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 204.8%<BR>(Cost $520,523)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>430,191</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"> <P STYLE="margin-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 (m)(n) (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 $9,555)</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>(435</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 (104.6)%</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>(219,738</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: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;210,018</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>
</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. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments. </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>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>(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>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>(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 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>(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>
 <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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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">

<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: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>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></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>(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>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>(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>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>(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>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>(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="46%"></TD>

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Intelsat SA</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">06/19/2017&nbsp;-&nbsp;02/23/2022</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">6,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,763</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">1.32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">5,678</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.70</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">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;02/27/2021</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">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">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">0.23</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">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"><FONT STYLE="white-space:nowrap">06/17/2021&nbsp;-&nbsp;10/05/2021</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">1,111</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">&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">0.34</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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">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">2,899</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">1.38</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">Syniverse Holdings, 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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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">0.34</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,262</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">6.31</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>
</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>(k)&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
be<BR>Received<SUP STYLE="font-size:75%; 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">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">0.400</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,703</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 3.000% due 06/30/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,703</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,757</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,703</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;2,703</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"></TD>
<TD VALIGN="bottom"></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="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="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>Borrowing<BR>Rate<SUP STYLE="font-size:75%; 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:75%; 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">2.330</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/07/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,481</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"> <P STYLE=" 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">1.980</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">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">09/08/2022</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">(1,648</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">&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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.880</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">&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">09/12/2022</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">(1,818</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">(1,820</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">2.210</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/27/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/15/2022</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0.750</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">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">10/11/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(12,554</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">(12,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/08/2022</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">(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">(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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.220</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">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">09/23/2022</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">(6,267</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.250</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">03/16/2022</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">09/16/2022</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">(3,116</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">(3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.300</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">05/26/2022</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">07/26/2022</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">(7,215</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">(7,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.330</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/08/2022</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">(1,863</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.370</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">05/31/2022</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">07/08/2022</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">(1,810</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">(1,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.430</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">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">09/22/2022</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">(2,041</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">(2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.430</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">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">09/23/2022</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">(1,154</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">(1,158</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.520</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/07/2022</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">(8,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,368</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.830</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">05/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.850</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">05/30/2022</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"><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:75%; 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">(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">&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></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">1.900</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">04/29/2022</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">10/31/2022</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">(1,613</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">(1,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.920</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">06/16/2022</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">09/16/2022</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">(4,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.930</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">05/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(5,590</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">(5,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.970</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">06/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/01/2022</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">(7,691</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">(7,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.990</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">04/27/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/27/2022</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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2022</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">09/16/2022</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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.380</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">06/23/2022</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">09/26/2022</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">(3,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.530</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">06/23/2022</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">09/26/2022</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">(1,533</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">(1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(0.320</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">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:75%; 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">(1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.850</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">06/17/2022</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"><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:75%; 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">(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 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">2.100</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">06/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/14/2022</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">(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">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/31/2022</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">08/31/2022</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">(7,518</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">(7,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2022</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">09/16/2022</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">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/25/2022</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"><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:75%; 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">(2,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,019</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>58</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>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:75%; 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:75%; 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">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">1.400</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">04/07/2022</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">07/07/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,551</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:8pt">
<TD VALIGN="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">06/16/2022</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">09/16/2022</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">(6,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">(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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="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">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">03/17/2022</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">09/15/2022</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">(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">(538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.890</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">06/09/2022</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">09/12/2022</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">(1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(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:8pt">
<TD VALIGN="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">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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,200</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">(1,253</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:8pt">
<TD VALIGN="top"></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">05/11/2022</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">08/17/2022</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">(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">(362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,955</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">(2,049</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:8pt">
<TD VALIGN="top"></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">05/25/2022</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">08/24/2022</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">(5,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.470</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">04/14/2022</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">07/14/2022</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">(2,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">07/29/2022</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">(2,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,367</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:8pt">
<TD VALIGN="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">06/17/2022</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">07/29/2022</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">(1,874</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">(1,876</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">2.050</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">06/17/2022</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">07/29/2022</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">(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"> <P STYLE=" 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">(5.500</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">04/06/2022</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">07/08/2022</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">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">(264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></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">04/06/2022</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">07/08/2022</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">(296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">04/06/2022</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">07/08/2022</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">(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">(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:8pt">
<TD VALIGN="top"></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">04/06/2022</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">07/08/2022</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">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">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.390</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">04/19/2022</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">07/20/2022</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">(646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 STYLE="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">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">03/30/2022</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">07/05/2022</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">(906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 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">2.420</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">06/24/2022</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">09/26/2022</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">(9,697</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">(9,702</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">2.620</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">06/24/2022</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">09/26/2022</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">(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">(407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">(0.420</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">05/02/2022</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">07/29/2022</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">(5,319</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">(5,570</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">(0.410</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">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">08/08/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.390</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">06/28/2022</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">09/23/2022</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;(1,769</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">(1,769</FONT></TD>
<TD NOWRAP VALIGN="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">0.550</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">04/11/2022</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">07/05/2022</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">(2,032</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">(2,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">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">07/06/2022</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">(662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">04/07/2022</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">07/06/2022</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">(3,017</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">0.670</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">04/14/2022</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">07/08/2022</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">(1,944</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">(1,947</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">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">06/03/2022</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">07/05/2022</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">(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">1.580</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">05/03/2022</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">08/03/2022</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">(653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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"></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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,517</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">(1,518</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">1.820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.580</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">07/05/2022</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">10/06/2022</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">(820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.620</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">06/30/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,759</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">(2,759</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">2.680</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">07/05/2022</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">10/06/2022</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">(1,726</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">(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"> <P STYLE=" 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">1.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,371</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">(1,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,761</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">(2,763</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.530</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">04/25/2022</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">07/25/2022</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">(1,790</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">(1,795</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">1.630</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">05/02/2022</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">08/02/2022</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">(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">(161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">05/05/2022</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">08/05/2022</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">(2,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">06/03/2022</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">08/05/2022</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">(1,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.350</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">06/17/2022</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">09/19/2022</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">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">2.450</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">06/17/2022</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">09/19/2022</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">(1,124</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">(1,125</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="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;(171,303</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>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">


<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 (1.3)%</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">07/01/2037</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">08/01/2052</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;1,950</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">(1,691</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">(1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">08/01/2052</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">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">(539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" 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">08/11/2052</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">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">(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">(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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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 (1.3)%</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;(2,611</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;(2,610</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: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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>
<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: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>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></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>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 June&nbsp;30, 2022: </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:75%; 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:75%; 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">(1,481</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,481</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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"><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;(1,648</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: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">(2,501</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,501</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">2,690</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">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(71,171</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(71,171</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">81,473</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">10,302</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">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">(11,312</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,312</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">13,752</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">2,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(3,019</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,019</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">2,971</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">(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"> <P STYLE=" 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">(11,380</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,380</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">13,102</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">1,722</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"> <P STYLE=" 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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"> <P STYLE=" 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">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(1,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,636</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">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(16,914</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,914</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">18,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(1,888</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,888</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(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;&nbsp;</TD>
<TD VALIGN="bottom"><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">1,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(10,109</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,109</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">10,530</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">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,782</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,782</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">8,262</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">480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(16,965</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(16,965</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">&nbsp;&nbsp;&nbsp;&nbsp;16,850</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">(115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(4,135</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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,135</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">4332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(7,887</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,887</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">8,911</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">1,024</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,703</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(171,303</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="55%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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">(15,176</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(60,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,603</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(96,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">(362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(13,588</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">(9,872</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">(12,598</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">(36,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(5,177</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">(5,177</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"> <P STYLE=" 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">(2,584</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">(12,506</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,875</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(9,971</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">(9,971</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(41,734</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(92,821</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(34,201</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(168,756</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:75%; vertical-align:top">(5)</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;(168,756</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="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></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>(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>Securities with an aggregate market value of $183,052 and cash of $7,907 have been pledged
as collateral under the terms of the above master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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 June&nbsp;30, 2022 was
$(215,320) at a weighted average interest rate of 0.551%. 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:75%; 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:75%; 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>
<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:75%; 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">Unsettled reverse repurchase agreements liability of $(2,547) is outstanding at period end.
</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>60</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>(m)&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:75%; 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 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>

<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 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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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:75%; 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:75%; 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">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">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">12/20/2024</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">2.015</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">2.327</FONT></TD>
<TD NOWRAP VALIGN="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">2,300</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">(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">(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">(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">(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">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">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">06/20/2027</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">2.538</FONT></TD>
<TD NOWRAP VALIGN="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">(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">(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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">4.096</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">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">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">(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">(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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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</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">&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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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:75%; 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="41%"></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>

<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="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="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:75%; 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:75%; 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 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> 37 <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">06/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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="7%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" 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="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&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="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;</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:75%; 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" 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">6,100</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">11,200</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">(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">(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">(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">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"> <P STYLE=" 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">1.750</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">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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28,200</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">(1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&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">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">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-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">06/15/2029</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,810</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">(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">(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">(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.750</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">06/15/2029</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,700</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">(4,230</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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-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">1.250</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">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">06/15/2032</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">112,370</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">8,956</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">5,914</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">14,870</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(1,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.750</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">06/15/2032</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46,980</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">1,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,157</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">4,138</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">(495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.750</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">06/15/2032</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">&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">(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">(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">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"> <P STYLE=" 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">1.500</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">06/15/2052</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,900</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">(841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,207</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">(4,048</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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">06/15/2052</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,900</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">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">1,214</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12.015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">01/04/2027</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" 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">39,700</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">(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">(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">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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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&nbsp;Bill</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" 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">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">(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" 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">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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&nbsp;Bill</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">(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">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">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">(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"> <P STYLE=" 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 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">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">1,168</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">1,217</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">3,370</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">3,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">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">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;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.350</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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">(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">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">(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">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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">1,031</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">1,031</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;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,141</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">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">(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">(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">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">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">1.500</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.700</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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,200</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">&nbsp;&nbsp;&nbsp;&nbsp;3,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(3,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">&nbsp;&nbsp;&nbsp;&nbsp;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">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">1.500</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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"><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">12/15/2031</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,200</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">(187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,509</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">1,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">&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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.875</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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="91%"></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>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;2022</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: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>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></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="7%"></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="2%"></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="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></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" 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&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;</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"><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"><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">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,069</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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12/16/2050</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">9,000</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">909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,041</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">2,950</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">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">(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">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">1.450</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">04/07/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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">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">1.650</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">04/08/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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">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">(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">(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">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></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" 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">149,000</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">(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">(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">(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">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"> <P STYLE=" 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 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"><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">05/17/2026</FONT></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">146,800</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">(848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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>
<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></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">0.260</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">09/06/2024</FONT></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">15,100</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">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">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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:75%; 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 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">09/21/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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"><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"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,245</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;</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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;
HUF-BBR</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">2.121</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">05/17/2026</FONT></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">2,037,400</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">(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">(1,169</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">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></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" 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">59,400</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">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">(99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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"> <P STYLE=" 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">39,200</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">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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"> <P STYLE=" 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">28-Day&nbsp;
MXN-TIIE</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">8.320</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">03/30/2023</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">99,300</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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="18" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,191</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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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="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"> <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;9,555</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;20,582</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;30,137</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;1,643</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;(3,208</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">&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>
</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 June&nbsp;30, 2022: </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="52%"></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"> <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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,643</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,643</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,208)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,208)</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 $10,751 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2022. 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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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="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="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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be Delivered</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="4" 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>Currency to<BR>be Received</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>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">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">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">10,104</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">65,933</FONT></TD>
<TD NOWRAP VALIGN="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">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">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></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">31,752</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></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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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" 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">1,540</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">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></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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT 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">02/2023</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">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">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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">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">2,432</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">30,457</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">21,548</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" 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">20,486</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">(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: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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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" 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">10,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">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">18,125</FONT></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">19,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">9,297</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,296</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">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">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">(10</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>62</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be Delivered</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="4" 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>Currency to<BR>be Received</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"><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"></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">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">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<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">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">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">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">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">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">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">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">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">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">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">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">4,474</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">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">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">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">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">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">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">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">921</FONT></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">4,474</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">(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: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"></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" 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">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">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="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"></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" 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">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">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" 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">12,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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">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">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">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">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">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">3,716</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">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></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">03/2023</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">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">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></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" 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">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">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">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">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">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">30,681</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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">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">10,001</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">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">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">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">1,247</FONT></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">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">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">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">1,374</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">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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></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">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">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">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">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">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">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">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">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">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">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">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">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">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">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">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">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">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">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">31,413</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">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">(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">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">246</FONT></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">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">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 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"></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" 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">8,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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">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">22,434</FONT></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">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">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></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">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">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">4,474</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">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">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="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">$</FONT></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" 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">4,474</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">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">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">272</FONT></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">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">861</FONT></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">4,474</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">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></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">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">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">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">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">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">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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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" 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 STYLE="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">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" ALIGN="right"><FONT COLOR="#333333">$</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">(2</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">SOG</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">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">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">19,860</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">21,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">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">3</FONT></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">1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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">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">1,394</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">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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">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">375,502</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">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">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 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">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">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">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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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 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;1,366</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;(236</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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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>
</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 June&nbsp;30, 2022: </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="33%"></TD>

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

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></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;&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;&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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Collateral</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Pledged/<BR>(Received)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;&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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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"></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">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">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-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">142</FONT></TD>
<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>
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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">(84</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" 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">(84</FONT></TD>
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<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>
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<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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">8</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">8</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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<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>
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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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11</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">11</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">8</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</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">JPM</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">8</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</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">8</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">MYI</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">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="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">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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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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>
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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">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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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-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>
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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">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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<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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<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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;&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">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">(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">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"> <P STYLE=" 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">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;&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">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="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;&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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,366</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,366</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(236</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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;(236</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;&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:-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:75%; 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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>63</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: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>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></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 June&nbsp;30, 2022: </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>

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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="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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,643</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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:75%; 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">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,366</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">&nbsp;&nbsp;&nbsp;&nbsp;1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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 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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,208</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:75%; 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">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">236</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;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,444</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 June&nbsp;30, 2022: </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="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:75%; 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&nbsp;Agreements<SUP STYLE="font-size:75%; 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">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">(2,475</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">(2,223</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,272</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&nbsp;Contracts<SUP
STYLE="font-size:75%; 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">4,525</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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:75%; 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">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">284</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">4,525</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,808</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">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,525</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,536</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:75%; 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:75%; 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,290</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">19,953</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,495</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:75%; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR BGCOLOR="#cceeff" 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:75%; 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:75%; 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">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(210</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;19,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;19,058</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>64</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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 June&nbsp;30, 2022 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>06/30/2022</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">23,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">24,016</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">2,899</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">26,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">69,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;14,118</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">83,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">16,939</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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;</TD>
<TD VALIGN="bottom"><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></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">1,825</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">1,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="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">955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2,049</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">2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;132,564</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;132,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56,644</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56,644</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"> <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">12,479</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">8,827</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">21,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">10,281</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">10,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,763</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">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,400</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">6,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Rights</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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" 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 BGCOLOR="#cceeff" STYLE="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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="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">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">598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">14,078</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,078</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>06/30/2022</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">Industrials</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">122</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">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: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 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">&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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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: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 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">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">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">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">2,703</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"> <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">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">10,104</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">10,104</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;378,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;430,191</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">(2,610</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">(2,610</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">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">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">1,643</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: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">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">1,366</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">3,009</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">3,009</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="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">(3,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(3,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">(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">(236</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">(3,444</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">(3,444</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 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">(435</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">(435</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">375,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">427,146</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 June&nbsp;30, 2022: </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"></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:75%; 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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17,785</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,973</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,143</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,899</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">(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">11,071</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">(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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">&nbsp;&nbsp;&nbsp;&nbsp;4,095</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">14,118</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">(973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">4,994</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,948</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,827</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">(1,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&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></TR>
<TR BGCOLOR="#cceeff" STYLE="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">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">6,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,763</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">(4,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,048</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,400</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">2,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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<SUP STYLE="font-size:75%; 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">(2,740</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">&nbsp;&nbsp;&nbsp;&nbsp;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">(198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Rights</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">(28</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;44,079</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,143</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,237</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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>65</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:13pt">

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<TD></TD>

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<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>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; ">June&nbsp;30,&nbsp;2022</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="25%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></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="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 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;06/30/2022</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;</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;&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&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">1,793</FONT></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;</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">5.136</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">3,060</FONT></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;</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">65.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD 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">7,487</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"> <P STYLE=" 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;</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">57.000-98.875</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">90.376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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: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">2,899</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"> <P STYLE=" 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.704</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">10,098</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"> <P STYLE=" 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12.080</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">4,020</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"> <P STYLE=" 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;</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">42.864</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">3,219</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"> <P STYLE=" 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><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">7.500-10.000</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">8.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">5,608</FONT></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;</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">5,800.000-178,622.000</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">55,544.262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Liquidity Discount</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">10.000</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"> <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:75%; vertical-align:top">(3)</SUP></FONT></P></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;&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">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">2,763</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></P></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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7.000</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"> <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">5,678</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"> <P STYLE=" 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><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">9.500-17.100</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">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">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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Purchase Price</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.980</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">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"> <P STYLE=" 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.977</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">Rights</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">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">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"> <P STYLE=" 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:75%; vertical-align:top">(3)</SUP></FONT></P></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;&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" 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">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</FONT></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">Indicative Market Quotation</FONT></P></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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7.000</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">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"> <P STYLE=" 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:75%; vertical-align:top">(3)</SUP></FONT></P></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;&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">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"> <P STYLE="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&nbsp;Companies/</FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; 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;</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.875</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;</TD>
<TD 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;48,523</FONT></TD>
<TD NOWRAP VALIGN="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"></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;</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;&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:75%; 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 June&nbsp;30, 2022 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:75%; 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:75%; 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>66</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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><A NAME="tx296860_39"></A>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;Access&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; ">June&nbsp;30,&nbsp;2022</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="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="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 165.1%</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>LOAN PARTICIPATIONS AND ASSIGNMENTS 34.1%</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>AmSurg 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">13.000% due&nbsp;04/30/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,519</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>AP Core 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">7.166% (LIBOR01M &#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">12,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,376</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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% - 3.975% (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">9,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cassini SAS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;03/28/2026</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">13,232</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">11,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.739% (LIBOR03M &#043; 3.500%) due&nbsp;08/21/2026 ~</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">11,471</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">9,875</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>Comexposium</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;03/28/2025 &micro;</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">3,392</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">2,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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, 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">1.000% due&nbsp;03/28/2026</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">5,476</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">4,741</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>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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,144</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">11,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Sports Group 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">9.181% due 05/26/2026</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">15,335</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">15,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Diebold, 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">4.000% - 5.000% (LIBOR03M &#043; 2.750%) due&nbsp;11/06/2023 ~</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">3,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due&nbsp;04/30/2027 &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">1,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;04/30/2027</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">10,238</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">10,110</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ineos 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">2.500% (EUR003M &#043; 2.000%) due&nbsp;04/01/2024 ~</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">10,268</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">10,299</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>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">6.400% - 7.076% (LIBOR03M &#043; 5.000%) due&nbsp;04/12/2028 ~</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">9,311</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">7,480</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>Kiwi VFS Sub 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% due&nbsp;05/16/2029 &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">6,160</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">6,357</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">8.689% due&nbsp;05/16/2029 &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">1,165</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>McAfee 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">5.145% due&nbsp;03/01/2029</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">1,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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.,
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; 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">2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,918</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>Profrac 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">10.007% due&nbsp;03/04/2025 &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">8,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,268</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>Promotora de Informaciones SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 06/30/2026 &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">16,000</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">16,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 12/31/2026</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">3,208</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">3,017</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.303% (LIBOR03M &#043; 6.750%) due&nbsp;11/28/2023 ~</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">14,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,973</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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">5,963</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 1 SARL (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% (LIBOR03M) due&nbsp;12/31/2022 ~(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">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">2,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;&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">16,865</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">10,869</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (LIBOR01M &#043; 3.750%) due&nbsp;08/31/2026 ~</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">9,200</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">8,599</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.286% due&nbsp;05/13/2027</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">14,690</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">12,964</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">16,224</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">14,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.536% due&nbsp;03/02/2027</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">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">1,466</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>Telemar Norte Leste SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">13,943</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">4,881</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"></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>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">6.688% (LIBOR01M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,568</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.188% (LIBOR01M &#043; 5.500%) due&nbsp;06/26/2026 &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">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">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>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">5.075% (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">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">1,053</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
$280,521)</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;257,810</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 35.3%</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 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>ADLER Group SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.500% due 07/26/2024</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">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 01/14/2026</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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">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">2,597</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/13/2026</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">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">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 08/05/2025</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">1,900</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">1,091</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>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"></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">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 04/27/2026</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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Armor Holdco, 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&nbsp;11/15/2029 (j)</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">8,000</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">6,625</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>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">2.625% due&nbsp;04/28/2025 (j)</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">15,420</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">14,356</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">5.375% due&nbsp;01/18/2028 &#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">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">1,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,007</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">10.500% due&nbsp;07/23/2029</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">7,804</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">5,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BOI 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">7.500% due&nbsp;02/16/2027 (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">4,000</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">3,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></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">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hestia 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">9.500% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 9.500%)
due&nbsp;04/22/2025 ~</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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sanders 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">11.750% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 11.750%)
due&nbsp;04/09/2029 ~</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">1,815</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">1,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sitka 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">6.750% due&nbsp;07/06/2026 &#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">2,400</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">2,323</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>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 (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">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">5,753</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">7.875% due&nbsp;02/15/2025 (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">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">7,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Yosemite 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">11.389% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 9.750%)
due&nbsp;06/06/2025 ~</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">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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;61,026</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 20.0%</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>Altice France Holding SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;05/15/2027 (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">17,400</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">14,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.750% due&nbsp;04/20/2029 (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">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">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">2,000</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">1,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.500% due&nbsp;03/15/2025 (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">9,135</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">8,281</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">10.250% due&nbsp;05/01/2030 (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">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">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Champion Path 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">4.500% due&nbsp;01/27/2026</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">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">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.850% due&nbsp;04/01/2061 (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">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">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">3.950% due&nbsp;06/30/2062 (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">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">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>CommScope, 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;03/01/2027 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Condor 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">7.375% due&nbsp;02/15/2030 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>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">3.875% due&nbsp;04/15/2026 (j)</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">2,494</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">2,319</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"></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>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 (j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">14,100</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">10,466</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">5,000</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">3,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FMG Resources Pty. 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">5.875% due&nbsp;04/15/2030 (j)</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">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>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 (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">1,420</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">1,137</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">5,608</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">4,559</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>iHeartCommunications, 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">8.375% due&nbsp;05/01/2027 (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">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">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IHO Verwaltungs GmbH (3.750% Cash or 4.500%
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">3.750% due&nbsp;09/15/2026 (b)(j)</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">7,400</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">6,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625%
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">3.875% due&nbsp;05/15/2027 (b)(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">1,300</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">1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Illuminate 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">9.000% due&nbsp;07/01/2028 (j)</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">1,691</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">1,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Market Bidco Finco 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&nbsp;11/04/2027 (j)</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;06/06/2025</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">1,600</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">1,198</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>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 (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">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">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>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">6.350% due&nbsp;02/12/2048 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,904</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">6.500% due&nbsp;06/02/2041 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,258</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">6.750% due&nbsp;09/21/2047 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,210</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>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">10.875% due&nbsp;06/01/2023</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">5,877</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">5,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>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">2.550% due&nbsp;03/08/2027 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;03/08/2029 (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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;01/08/2026 (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">1,200</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">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">4.875% due&nbsp;06/18/2030 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;08/08/2025 (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">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">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">5.400% due&nbsp;08/08/2028</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">2,000</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">1,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">7.000% due&nbsp;02/15/2027 (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">4,000</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">3,473</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>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&nbsp;01/15/2029 (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">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">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">9,370</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">3,537</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.500% due&nbsp;05/15/2025 (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">5,800</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">5,759</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>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">4.625% due&nbsp;04/15/2029 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (b)(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">11,853</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">11,515</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>Vale SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;12/29/2049 &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">10,300</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">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (j)</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">19,380</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">15,655</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 ; ">
<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">&nbsp;&nbsp;151,360</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 7.2%</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>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&nbsp;08/06/2023 (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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,225</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">7.125% due&nbsp;02/11/2025 (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">2,581</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">2,183</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA (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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;07/27/2025 (b)(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">21,255</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">10,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">14,134</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">9,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">5,378</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">4.950% due&nbsp;07/01/2050 (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">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">4,799</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">5.250% due&nbsp;03/01/2052 (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">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">2,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.900% due&nbsp;06/15/2032 (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">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">871</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="91%"></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>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;2022</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: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>PIMCO&nbsp;Access&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></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="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;03/22/2030 (j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Proteus 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&nbsp;12/01/2024 (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">1,148</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">1,071</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">54,751</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 Corporate Bonds&nbsp;&amp; Notes<BR>(Cost
$318,917)</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;267,137</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>MUNICIPAL BONDS&nbsp;&amp; NOTES 2.6%</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>PUERTO RICO 2.6%</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 Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;11/01/2043 (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">27,366</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">13,649</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">0.000% due&nbsp;11/01/2051 (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">14,660</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">6,322</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 Municipal Bonds&nbsp;&amp; Notes<BR>(Cost
$21,382)</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>19,971</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 48.0%</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>225 Liberty Street Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.803% due&nbsp;02/10/2036 ~(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">8,950</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">8,145</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>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">3.779% due&nbsp;06/05/2037 ~(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">2,680</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">2,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.075% (US0001M &#043; 2.750%) due&nbsp;06/15/2035 ~(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">1,000</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.424% due&nbsp;04/15/2035 &#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">14,536</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">13,287</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.724% due&nbsp;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">6,223</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">5,691</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>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">3.834% due&nbsp;03/15/2037 &#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">2,000</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">1,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.034% due&nbsp;03/15/2037 &#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">3,000</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">2,778</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.811% due&nbsp;02/15/2053 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,785</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">3,446</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>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">4.715% due&nbsp;08/10/2033 ~</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">5,245</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">4,767</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>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">1.156% (US0001M &#043; 0.150%) due&nbsp;11/27/2036 ~</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">38,346</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">9,122</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.774% (US0001M &#043; 3.450%) due&nbsp;03/15/2036 ~(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">6,750</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">6,465</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">5.774% due&nbsp;03/15/2036 &#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">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">2,398</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>Benchmark 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">3.555% due&nbsp;08/15/2052 ~</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">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">6,863</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.962% due&nbsp;06/15/2038 &#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">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">2,793</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>BMO 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">3.378% due 02/15/2039 ~(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">9,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.070% due 02/15/2042 ~</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">11,000</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">8,636</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>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">3.724% 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">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">7,850</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>BSST 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">6.779% due 02/15/2037 &#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">8,800</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">8,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.779% due 02/15/2037 &#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">1,500</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">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.324% due 11/15/2032 &#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">3,750</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">3,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.561% due 10/15/2036 &#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">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">3,652</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.244% (US0001M &#043; 2.920%) due&nbsp;05/15/2030 ~</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">3,754</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">3,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.474% (US0001M &#043; 3.150%) due&nbsp;07/15/2034 ~(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">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>Canada 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.220% due 12/17/2057 &#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">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">2,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.124% due 12/15/2036 &#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">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">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.974% 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">3,400</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">3,191</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>COLT 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">4.570% due 03/25/2067 ~(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">7,200</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">6,443</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>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">6.176% due 03/25/2042 &#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">2,000</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">1,875</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">10.426% (SOFR30A &#043; 9.500%) due&nbsp;03/25/2042 ~</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">5,200</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">4,799</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.500% due 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">15,016</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">8,255</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="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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.624% due 07/15/2032 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.374% due 06/15/2033 &#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">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">14,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">13,500</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">9,788</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.025% due 07/15/2038 &#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">11,599</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">11,183</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>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">3.564% due 11/25/2061 ~(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">6,744</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">2,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.576% due 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">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">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">3.926% due 12/25/2050 &#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">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">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">4.500% due 11/25/2061 ~</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">5,900</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">5,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.676% (SOFR30A &#043; 3.750%) due&nbsp;02/25/2042 ~(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">5,200</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">4,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/25/2042 &#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">2,600</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">2,301</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">9.426% due 02/25/2042 &#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">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">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.924% (US0001M &#043; 2.600%) due&nbsp;08/15/2032 ~</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">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">4,652</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>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">4.124% due 12/15/2034 &#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">2,000</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">1,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.519% 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">3,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,436</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>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">4.474% due 11/15/2036 &#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">7,847</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">7,251</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.224% due 11/15/2036 &#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">11,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,819</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.825% (US0001M &#043; 3.500%) due&nbsp;01/15/2033 ~</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">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">4,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">3,500</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">2,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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<BR>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">3.374% (US0001M &#043; 2.050%) due&nbsp;12/15/2031 ~(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">5,211</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">5,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.514% (US0001M &#043; 2.190%) due&nbsp;06/15/2038 ~</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">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">1,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.424% due 03/15/2036 &#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">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">1,916</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">4.714% due 06/15/2038 &#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">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">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.174% due 03/15/2036 &#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">9,256</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">8,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.167% due 08/15/2034 ~</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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MBRT</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.123% due 11/15/2036 &#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">18,867</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">17,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Bank of America Merrill Lynch
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.908% due 12/15/2046 ~</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">4,350</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">3,984</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>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">3.874% (US0001M &#043; 2.550%) due&nbsp;07/15/2035 ~(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">9,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">11,198</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">9,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.917% 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">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">2,891</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">4.065% due 02/15/2033 &#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">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">4,952</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.614% (TSFR1M &#043; 3.335%) due&nbsp;02/15/2033 ~</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">5,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,572</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.013% (US0001M &#043; 2.689%) due&nbsp;04/15/2032 ~</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">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">7,285</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.878% due 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">15,500</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">9,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Preston Ridge Partners 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">6.291% due 02/25/2027 &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">3,000</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">2,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">5.090% due 06/20/2070 &#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">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">3,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.224% due 05/15/2038 &#149;(j)</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">6,500</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">6,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.600% (US0001M &#043; 3.480%) due&nbsp;11/11/2034 ~</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">4,050</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">3,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.524% due 10/25/2045 &#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">7,904</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">6,444</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="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>Wells Fargo 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">3.989% due 09/15/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,319</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">4.064% due 02/15/2037 &#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">3,080</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">2,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.092% due 12/15/2039 ~(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">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">7,713</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 $384,935)</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;363,895</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 31.1%</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>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">1.844% 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">22,026</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">6,272</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">2.044% due 04/25/2036 &#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">23,573</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">17,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.209% 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">6,295</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">5,388</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>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">2.674% due 07/25/2034 &#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">6,734</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">6,431</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>BNC 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">1.914% (US0001M &#043; 0.290%) due&nbsp;05/25/2037 ~(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">16,250</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">13,058</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cologix Canadian Issuer 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">7.740% due 01/25/2052</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">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">3,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.954% due 03/25/2037 &#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">9,109</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">8,293</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (US0001M &#043; 0.250%) due&nbsp;06/25/2047 ~</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">10,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.884% due 06/25/2047 &#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">14,465</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">11,271</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">2.359% (US0001M &#043; 0.735%) due&nbsp;04/25/2036 ~(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">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">14,083</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>Deer Park 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 10/15/2034 ~</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">2,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.934% (US0001M &#043; 0.310%) due&nbsp;10/25/2036 ~(j)</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">15,000</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">12,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 06/15/2029 &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">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">6,936</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>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">2.044% due 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">10,117</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">7,478</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">2.569% due 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">13,226</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">10,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.539% 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">11,200</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">8,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.434% (US0001M &#043; 0.810%) 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">13,243</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">10,236</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LendingPoint 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">0.000% due 04/15/2028 &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">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">7,163</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">0.000% due 05/15/2028 &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">7,554</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">7,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.199% (US0001M &#043; 1.575%) 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">10,058</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">7,570</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>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">7.870% due 06/25/2052 &laquo;&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">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">6,637</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pretium Mortgage Credit 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">6.170% 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">11,600</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">11,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RR 1 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 07/15/2117 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,607</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 01/15/2120 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,600</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">7,809</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>RR 17 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 07/15/2034 ~</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">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">2,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.224% due 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">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">5,800</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 11/16/2054 &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">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">8,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 &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">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">8,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 (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">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">8,622</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&nbsp;$248,719)</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;236,003</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 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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/07/2028</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">5,650</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">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">3.750% due 02/07/2034</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">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">4,333</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 CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>Russia 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">5.625% due 04/04/2042 ^(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 09/16/2043 ^(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">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">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">12.750% due 06/24/2028 ^(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">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">27</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 $15,347)</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>11,902</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 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 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 1.1%</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 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 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 1.1%</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>Syniverse Holdings, Inc.&nbsp;&laquo;(d)(h)</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">8,319,613</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">8,153</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 $8,153)</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>8,153</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 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 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 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="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 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 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="7"></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="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>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>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (g)(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">16,950,000</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">17,297</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 $24,434)</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;17,297</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 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 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 1.4%</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 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 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 1.4%</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"></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>KKR Real Estate Finance Trust,&nbsp;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">203,500</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">3,551</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>Starwood Property Trust, 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">175,100</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">3,658</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>TPG RE 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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">346,700</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">3,124</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;$12,894)</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;10,333</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 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></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" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid ; 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>SHORT-TERM INSTRUMENTS 7.6%</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 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 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 (i) 6.6%</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="13"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 1.0%</B></FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.825% due 07/12/2022 - 09/15/2022&nbsp;(e)(f)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,187</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">7,182</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="6"><FONT COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$57,383)</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"></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>57,382</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="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="6"><FONT COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$1,372,685)</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"></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>1,249,883</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT COLOR="#333333"><B>Total Investments 165.1% (Cost&nbsp;$1,372,685)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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>1,249,883</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="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 (k)(l) 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 $(1,305))</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 COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>2,010</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&nbsp;(65.4)%</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>&nbsp;&nbsp;(495,240</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: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;756,653</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>
</TABLE> </DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
</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 funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments. </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>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>(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>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>(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 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>(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> <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>(h)&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:7pt">


<TR>

<TD WIDTH="54%"></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">Syniverse Holdings, 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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,153</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">1.08%</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>
</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="91%"></TD>

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

<TD VALIGN="bottom"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>69</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:13pt">

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<TD></TD>

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<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>PIMCO&nbsp;Access&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></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>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>(i)&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>
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<TD></TD>
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<TD VALIGN="bottom"></TD>
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<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:75%; 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">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">1.490</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;50,200</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 1.500% due 02/29/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(51,808</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,202</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="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 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(51,808</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;50,200</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;50,202</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"></TD>
<TD VALIGN="bottom"></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="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; 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:75%; 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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">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">(0.750</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">06/17/2022</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"><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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.210</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/15/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/15/2022</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;(14,256</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">(14,270</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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">(6,829</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">(6,831</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">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">(0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/05/2022</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">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">(15,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(16,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">06/16/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(13,258</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">(13,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(0.120</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">06/16/2022</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">09/16/2022</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">(7,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,005</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">2.150</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">05/06/2022</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">08/08/2022</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">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,127</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.480</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(22,353</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">(22,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.540</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(21,495</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.900</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(52,103</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">(52,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.850</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">06/17/2022</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"><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:75%; 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">(3,225</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">(3,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.030</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">05/23/2022</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">08/23/2022</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">(22,861</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">(22,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/27/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/29/2022</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">(52,320</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">(52,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(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">05/11/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">06/16/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,253</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">(2,360</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">1.870</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(7,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,719</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">2.050</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">05/16/2022</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">08/16/2022</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">(20,721</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,775</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">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">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">05/31/2022</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">07/01/2022</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">(12,359</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">(12,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0.180</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">06/16/2022</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">09/16/2022</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" 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">(2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.620</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">05/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/02/2022</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">(30,215</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">(30,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/09/2022</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">08/09/2022</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">(15,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,882</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">05/06/2022</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">08/05/2022</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">(26,341</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">(26,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">07/11/2022</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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">07/12/2022</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">(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">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">09/12/2022</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">(9,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/13/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/12/2022</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">(4,284</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">(4,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/29/2022</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">09/12/2022</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">(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="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">06/22/2022</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">09/22/2022</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">(891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.740</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">06/17/2022</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"><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:75%; 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">(6,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.750</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">06/17/2022</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"><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:75%; 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">(2,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.870</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/13/2022</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">(4,332</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">(4,335</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: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">1.870</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">06/17/2022</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"><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:75%; 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">(18,677</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">(18,691</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.870</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">06/22/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,095</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">(1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.870</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">06/30/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2022</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">(1,867</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">(1,868</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.870</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">07/01/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,419</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2022</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">10/03/2022</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">(10,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,024</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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size: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 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;(421,290</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"></TD>
<TD 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 June&nbsp;30, 2022: </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="42%"></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:75%; 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:75%; 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">BOS</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">(23,108</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23,108</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">&nbsp;&nbsp;&nbsp;&nbsp;(138,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(138,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">164,389</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">&nbsp;&nbsp;&nbsp;&nbsp;25,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(78,572</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(78,572</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">99,232</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(32,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,230</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">7,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">&nbsp;&nbsp;&nbsp;&nbsp;50,202</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,202</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">&nbsp;&nbsp;&nbsp;&nbsp;(51,808</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">&nbsp;&nbsp;&nbsp;&nbsp;(1,606</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>70</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="39%"></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:75%; 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:75%; 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">NOM</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">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">(12,377</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">&nbsp;&nbsp;&nbsp;&nbsp;(12,377</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">13,505</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">1,128</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(2,933</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,933</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">3,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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 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">(87,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD 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">(87,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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;103,161</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">&nbsp;&nbsp;&nbsp;&nbsp;16,121</FONT></TD>
<TD NOWRAP VALIGN="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">(36,214</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">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">(36,214</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">36,815</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">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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(10,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD 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">(10,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(10,024</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 Borrowings and Other Financing Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;50,202</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(421,290</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="54%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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">U.S. Government Agencies</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">(3,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Corporate 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">(14,244</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">(4,456</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(129,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(48,276</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(196,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(134,389</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(134,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(6,831</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">(52,162</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(58,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(16,665</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,665</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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;(14,244</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(27,952</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(316,147</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(51,503</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(409,846</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:75%; vertical-align:top">(5)</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;(409,846</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="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></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>(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>Securities with an aggregate market value of $477,888 and cash of $9,243 have been pledged
as collateral under the terms of the above master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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 June&nbsp;30, 2022 was
$(154,174) at a weighted average interest rate of 1.421%. 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:75%; 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:75%; 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>
<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:75%; 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">Unsettled reverse repurchase agreements liability of $(11,444) is outstanding at period end.
</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>(k)&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:75%; 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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<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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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:75%; 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:75%; 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">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" ALIGN="right"><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">06/20/2024</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">7.828</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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"> <P STYLE=" 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="center"><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">06/20/2025</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">8.463</FONT></TD>
<TD NOWRAP VALIGN="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">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">(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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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="center"><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">06/20/2027</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">9.229</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"></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">10,400</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">(1,006</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">&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">(1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Ford Motor Credit Co. 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="center"><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">06/20/2027</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">4.319</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"></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">11,400</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">1,208</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">(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">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:8pt">
<TD VALIGN="top"> <P STYLE=" 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="center"><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">12/20/2026</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">4.270</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">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">17,900</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">&nbsp;&nbsp;&nbsp;&nbsp;(1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,311</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">(2,381</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,665</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&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;(226</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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="17%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="23%"></TD>

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

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<TD></TD>
<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" 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;</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;</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">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-Day&nbsp;
USD-SOFR</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">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">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">06/15/2027</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">141,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,906</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">1-Day&nbsp;
USD-SOFR</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">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">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">06/15/2052</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">30,100</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">2,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,971</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">7,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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:75%; 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 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">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">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">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">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">2,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 COLSPAN="18" 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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="10"> <P STYLE=" 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"><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;(3,091</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,352</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(5,443</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;770</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(684</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"></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>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD WIDTH="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>71</B></FONT></TD></TR></TABLE></DIV>
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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">

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<TD></TD>

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<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>PIMCO&nbsp;Access&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></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 June&nbsp;30, 2022: </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: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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;770</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;770</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(684)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(684)</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 $19,540 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2022. </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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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>(l)&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="3%"></TD>

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unrealized&nbsp;Appreciation/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Depreciation)</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;</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">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">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">21,456</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24,508</FONT></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">23,314</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">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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">6,876</FONT></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">JPY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">912,100</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">(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">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">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">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">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" 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">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;</TD>
<TD VALIGN="bottom"><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 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">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">93,430</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">98,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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">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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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" 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">2,796</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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">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">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">198</FONT></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">601</FONT></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">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;</TD>
<TD VALIGN="bottom"><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">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">962</FONT></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">JPY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">129,300</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">(7</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">JPM</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">08/2022</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">1,670</FONT></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">1,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">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">4,382</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,375</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">RBC</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">08/2022</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">3,992</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,085</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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">SCX</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">08/2022</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">28,540</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" 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">27,299</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">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">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">UAG</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">08/2022</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">1,148</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" 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">1,415</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"><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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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; 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 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;1,128</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;(258</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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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>
</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:75%; 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="37%"></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>

<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"> <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" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Reference Entity</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" COLSPAN="2" 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" 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="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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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"> <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:75%; 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" 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">
<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:75%; 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">CBK</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">Netflix, 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" 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">2.377</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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">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">Netflix, Inc.</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><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">2.377</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"></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">5,000</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">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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"></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="18" 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,786</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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="18" 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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="26"> <P STYLE=" 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;1,786</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(732</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,054</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="26" 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: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>72</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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: 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 June&nbsp;30, 2022: </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="30%"></TD>

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

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Collateral<BR>Pledged/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Received)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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"></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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">&nbsp;&nbsp;&nbsp;&nbsp;(194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></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;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">(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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(20</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">(20</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">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">57</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>
<TD VALIGN="bottom"><FONT STYLE="font-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>
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<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"></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"><FONT STYLE="font-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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></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>
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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>
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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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(690</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">(163</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">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>
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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>
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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>
<TD VALIGN="bottom"></TD>
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<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>
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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>
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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">(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">(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">(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">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">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="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">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">(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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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>
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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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-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" 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"></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>
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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">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>
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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">16</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;1,128</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;1,054</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,182</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(258</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;(258</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:-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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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 derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial
Statements for more&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top: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 June&nbsp;30, 2022: </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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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:75%; 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">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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</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">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,182</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;1,055</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,952</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>
<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:75%; 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">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">684</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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></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">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">942</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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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: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>PIMCO&nbsp;Access&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></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 June&nbsp;30, 2022: </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="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="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>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:75%; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">(436</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:75%; 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">7,156</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">(4,374</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,374</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">(4,374</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,156</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,782</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">(4,822</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,156</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,346</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:75%; 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">(2,665</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,352</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:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR 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:75%; 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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(731</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">139</FONT></TD>
<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;(3,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,213</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 June&nbsp;30, 2022 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="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; 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>06/30/2022</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&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">186,556</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">71,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">257,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">61,026</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">61,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">150,532</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151,360</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"> <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">54,751</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">54,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">19,971</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">19,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">363,895</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">363,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">190,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45,337</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">236,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">11,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">8,153</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">8,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">17,297</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">10,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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 BGCOLOR="#cceeff" STYLE="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">Repurchase Agreements</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,200</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">50,200</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"> <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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,182</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,182</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></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; 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,113,978</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;125,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,249,883</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></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; font-size:8pt">


<TR>

<TD WIDTH="39%"></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" 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>06/30/2022</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>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"> <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 STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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></TR>
<TR BGCOLOR="#cceeff" 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">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,182</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,182</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></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">2,952</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,952</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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></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>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"> <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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(942</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></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; 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,010</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,010</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></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; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,115,988</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;125,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,251,893</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></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">
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<TD WIDTH="93%"></TD>

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

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<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>
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<TD VALIGN="bottom">&nbsp;</TD>
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<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">

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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>74</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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
June&nbsp;30, 2022: </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">


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

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<TD></TD>
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<TD VALIGN="bottom"></TD>
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<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" 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" STYLE=" BORDER-BOTTOM:1px 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:75%; 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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82,669</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">71,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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">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">(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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" 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">47,524</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45,337</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">(2,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Common Stocks</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; 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">8,153</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,153</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></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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;139,276</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;125,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,898</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="1%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Category and 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;06/30/2022</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:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Valuation</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>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;</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 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">40,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;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">42.500-99.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">31,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">69.750-98.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">94.201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42.864</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">14,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22.000-22.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22.252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">31,124</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">Proxy&nbsp;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;</TD>
<TD VALIGN="bottom"><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;100.000-178,622.000</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">87,631.058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Common Stocks</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">8,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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">Purchase Price</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">0.980</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;</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;125,572</FONT></TD>
<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>
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<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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&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:75%; 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 June&nbsp;30, 2022 may be due to an investment no longer held or categorized as Level&nbsp;3 at&nbsp;period end. </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="91%"></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>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;2022</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">

<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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="92%"></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="tx296860_41"></A>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>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></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="60%"></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="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 181.3%</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 30.7%</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">5.813% (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">9,002</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>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 &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">6,000</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">5,535</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>AmSurg 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">13.000% due&nbsp;04/30/2028 &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">118,497</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">110,202</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>AP Core 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">7.166% (LIBOR01M &#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">8,949</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">8,448</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">7,562</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">7,301</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.166% (LIBOR01M &#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">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">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>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% - 3.975% (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">22,619</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">21,985</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">6.127% (LIBOR06M &#043; 3.250%) due&nbsp;10/18/2028 &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">8,427</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">7,584</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>Casino Guichard-Perrachon SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (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">3,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cassini SAS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;03/28/2026</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">45,357</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">39,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;07/14/2026 ~</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">3,391</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">3,071</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>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">4.739% (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">9,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Comexposium</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;03/28/2025 &micro;</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">7,874</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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, 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">1.000% due&nbsp;03/28/2026</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">18,770</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">16,252</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>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">3.410% (LIBOR01M &#043; 2.250%) due&nbsp;04/07/2025 ~</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">17,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.500% (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">1,897</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.666% (LIBOR01M &#043; 5.000%) due&nbsp;08/02/2027 ~</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">3,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% - 5.598% (LIBOR01M &#043; 4.274%) 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">8,919</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">8,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due&nbsp;04/30/2027 &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">9,477</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">9,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;04/30/2027</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">52,123</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">51,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">60,819</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">61,146</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>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">7.012% - 7.611% (LIBOR03M &#043; 6.000%) due&nbsp;10/08/2025
&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">631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;12/30/2022 &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">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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;09/30/2022 &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">2,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.150% - 6.063% (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">7,503</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">7,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Galderma</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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; 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.590% (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">89,920</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">&nbsp;&nbsp;88,852</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">9.590% due&nbsp;10/18/2027 &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">19,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,078</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.411% (LIBOR03M &#043; 5.000%) due&nbsp;08/11/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hudson River Trading 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">4.640% due&nbsp;03/20/2028</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">1,691</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">1,584</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.400% - 7.076% (LIBOR03M &#043; 5.000%) due&nbsp;04/12/2028 ~</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">3,957</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">3,179</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>Intelsat Jackson Holdings SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&nbsp;02/01/2029</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">36,404</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">33,401</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>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">7.416% (LIBOR01M &#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">1,179</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>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">7.649% 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">8,259</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">8,093</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>Lealand Finance Co. 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">4.666% (LIBOR01M &#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">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Co. BV (2.666% 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">5.666% (LIBOR01M &#043; 1.000%) due&nbsp;06/30/2025 ~(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">5,652</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">2,897</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.825% (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">16,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,524</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>McAfee 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">5.145% due&nbsp;03/01/2029</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">14,600</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">13,282</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.825% (LIBOR03M &#043; 4.250%) due&nbsp;09/01/2028 ~</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">9,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Naked Juice 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">8.154% due&nbsp;01/24/2030</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">1,300</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">1,202</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>Oi SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;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">3,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>Otterham Property Finance 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (EUR003M &#043; 3.000%) due&nbsp;09/03/2026 &laquo;~(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">4,534</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">4,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Mezz 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">6.824% (LIBOR03M &#043; 5.500%) due&nbsp;11/09/2022 &laquo;~(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">37,100</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">36,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Profrac 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">10.007% due&nbsp;03/04/2025 &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">18,269</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">17,995</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>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">2.750% (EUR003M &#043; 2.750%) due&nbsp;10/01/2026 &laquo;~(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">36,091</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">36,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.250% (EUR003M &#043; 3.250%) due&nbsp;03/15/2026 &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">21,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;06/30/2026 &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">15,200</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">15,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;12/31/2026 ~</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">78,496</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">73,829</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">9.000% (EUR003M &#043; 8.000%) due&nbsp;06/30/2027 ~</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">24,009</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">22,802</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>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">5.166% (LIBOR01M &#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">2,441</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">2,237</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.916% (LIBOR01M &#043; 4.250%) due&nbsp;02/12/2027 &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">1,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.582% - 7.632% due&nbsp;01/29/2028</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">16,500</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">16,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Holdco 2 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">8.975% (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">1,733</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.416% (LIBOR01M &#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">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>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">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.416% (LIBOR01M &#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">17,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.500% - 2.809% (LIBOR01M &#043; 1.300%) due&nbsp;10/12/2022 ~</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">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">&nbsp;&nbsp;30,625</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="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>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">0.560% - 3.663% (LIBOR03M &#043; 1.600%) due&nbsp;11/23/2022
&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,728</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>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">8.303% (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">7,933</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">7,900</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">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">6.320% (WIBOR03M &#043; 3.500%) due&nbsp;07/02/2025 ~</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">13,837</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.813% (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">1,390</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">36,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,903</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>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">5.416% (LIBOR01M &#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">2,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 1 SARL (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% (LIBOR03M) due&nbsp;12/31/2022 ~(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">44,086</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">27,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;&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">115,351</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">74,342</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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&nbsp;~(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">14,346</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">14,977</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% - 6.739% (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">24,815</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (LIBOR01M &#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">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">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.286% due&nbsp;05/13/2027</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">79,500</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">70,159</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>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">4.416% (LIBOR01M &#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">88,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78,984</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>Telemar Norte Leste SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;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">37,301</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">13,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (LIBOR12M) due&nbsp;02/26/2035&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">8,577</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">3,002</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">4.000% (LIBOR03M &#043; 1.750%) due&nbsp;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">31,246</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">10,936</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.688% (LIBOR01M &#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">2,481</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">1,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.188% (LIBOR01M &#043; 5.500%) due&nbsp;06/26/2026 &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">10,024</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">6,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.150% - 5.392% (LIBOR01M &#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">6,617</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">6,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">2,754</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">2,709</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.250% (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">4,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,858</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>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">6.666% (LIBOR01M &#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">3,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;03/15/2029 (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">21,030</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">12,618</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>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">7.916% (LIBOR01M &#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">14,312</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">13,453</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;$1,574,594)</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;1,367,940</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></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="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>76</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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 47.0%</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 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>ADLER Group SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.500% due&nbsp;07/26/2024</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" ALIGN="right"><FONT COLOR="#333333">$</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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;01/14/2026</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">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">1,635</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">2.250% due&nbsp;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">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">2,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;11/13/2026</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">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">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">3.250% due&nbsp;08/05/2025</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">1,300</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">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>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"></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">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;11/01/2031</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">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">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>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&nbsp;12/31/2099 (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">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">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,508</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>Armor Holdco, 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&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">4,224</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>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&nbsp;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">28,732</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">&nbsp;&nbsp;25,218</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">25,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">34,274</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,389</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">18,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">9,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">12,988</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>Banco de Credito del Peru SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,573</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;12/15/2025 &#149;(i)(j)</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">1,404</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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;06/15/2025 &#149;(i)(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">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">7,260</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">7.250% due&nbsp;03/15/2023 &#149;(i)(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">2,055</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">2,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;09/15/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;09/15/2022 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;06/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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">2,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BOI 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">7.500% due&nbsp;02/16/2027</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">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">8,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">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">4.450% 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">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">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">5.250% 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">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>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">18.945% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.250%)
due&nbsp;07/08/2028 ~</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">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">8,277</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>Corsair 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">4.850% due&nbsp;01/28/2027 &#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">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">4,847</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">5.200% due&nbsp;01/28/2029 &#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">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">2,055</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>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">10.948% <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">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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">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">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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>Credit Agricole SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(i)(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.250% due&nbsp;09/12/2025 &#149;(i)(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">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">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">7.500% due&nbsp;07/17/2023 &#149;(i)(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">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">2,960</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;02/26/2028</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">12,350</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">12,022</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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.273% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 13.580%)
due&nbsp;03/01/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,614</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">19.023% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.330%)
due&nbsp;03/01/2024 ~</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">1,737</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">1,534</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,183</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">1,118</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,357</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">3.625% due&nbsp;09/30/2030</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">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">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">3.875% due&nbsp;11/13/2029</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">1,200</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">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">4.500% due&nbsp;05/29/2029</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">1,300</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">1,084</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">4.750% due&nbsp;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">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">1,084</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,750</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">10,302</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(i)(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">10,802</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">10,715</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>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;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">40,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.209% (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">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>Sanders 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">11.750% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 11.750%)
due&nbsp;04/09/2029 ~</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">11,610</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">11,620</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ^(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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,416</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">7,477</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">1,037</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">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">4,240</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">5,312</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>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&nbsp;01/15/2030</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">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">35,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">6,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">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">74,037</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">6,120</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">4.500% due&nbsp;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">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">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">4.500% due&nbsp;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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,046</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">109,593</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;545,809</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 27.3%</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>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">5.250% due&nbsp;10/01/2030</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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,830</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">12,748</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;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">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">577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">3.700% due&nbsp;04/01/2028</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">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">677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">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">4,243</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,085</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>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&nbsp;11/30/2028</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">1,300</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">1,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;05/01/2040</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">6,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,582</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">7,660</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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,361</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,871</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">18,919</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 ^(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">5,598</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">3,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">10.500% due&nbsp;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">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">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">10.250% due&nbsp;05/01/2030</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">18,300</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">15,067</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>CGG SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</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">34,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</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">48,112</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>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">3.950% due&nbsp;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">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>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">5.250% due&nbsp;05/15/2030</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">3,400</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">2,590</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Condor 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">7.375% due&nbsp;02/15/2030</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">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">3,344</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>Constellation Oil Services Holding SA (3.000% Cash or 4.000%
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">3.000% due&nbsp;12/31/2026 &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">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">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>Corp. GEO SAB de CV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;03/27/2049 &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">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>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,926</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">1,807</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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"></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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">7,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,340</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">11,267</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">23,800</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">17,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">1,837</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">1,450</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Endurance International Group 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">6.000% due&nbsp;02/15/2029</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">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">4,339</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>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&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">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;12/31/2025 (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">1,750</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">1,767</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fertitta Entertainment 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">6.750% due&nbsp;01/15/2030</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">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">1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">6,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">3,018</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>FMG Resources Pty. 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">5.875% 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">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">3,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;04/15/2032</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">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">3,337</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Foodco Bondco SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">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>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</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">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">33,556</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">&nbsp;&nbsp;10,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,427</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">1,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">6,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">9,762</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">7,937</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,078</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>IHO Verwaltungs GmbH (3.750% Cash or 4.500%
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">3.750% due&nbsp;09/15/2026 (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">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">436</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="91%"></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>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;2022</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>

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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 WIDTH="91%"></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>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="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>IHO Verwaltungs GmbH (3.875% Cash or 4.625%
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">3.875% due&nbsp;05/15/2027 (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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;03/15/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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;106,863</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>Inter Media&nbsp;&amp; Communication 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">6.750% due&nbsp;02/09/2027</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">10,250</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">9,613</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>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 (c)</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">1,900</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">1,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Market Bidco Finco 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&nbsp;11/04/2027</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">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">5,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">2,600</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">1,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">23,948</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,136</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>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">5.875% due&nbsp;02/15/2027 (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">14,122</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">12,101</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>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&nbsp;09/17/2030</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">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">2,134</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>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 (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">5,327</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">5,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;08/01/2022 (g)(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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">1,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">14,145</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">10,389</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">6.625% due&nbsp;06/15/2035</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">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">9,077</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69,042</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">52,789</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">6.750% due&nbsp;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">25,819</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">16,032</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">12,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Trading 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,480</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">5,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.085% due&nbsp;01/19/2030</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">1,100</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.778% due&nbsp;01/19/2034</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">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">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">3.832% due&nbsp;02/08/2051</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">15,464</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.193% due&nbsp;01/19/2032</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">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">1,199</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">4.987% due&nbsp;01/19/2052</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">1,300</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">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,151</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">2,807</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.625% due&nbsp;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">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">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">5.750% due&nbsp;10/15/2027</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">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">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,408</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">11.500% 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">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">1,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ^(d)</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">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.800% due&nbsp;01/08/2026</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">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">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;06/18/2030</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">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">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">5.125% due&nbsp;08/08/2025</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,158</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">1,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;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">6,970</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">7,166</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">2,327</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">4.125% due&nbsp;01/15/2031</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">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">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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">12,925</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></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"></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>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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,107</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">7.000% due&nbsp;02/15/2027</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">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">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,450</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,687</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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">2,436</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">2,508</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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,565</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">5.750% due&nbsp;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">91,205</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">82,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">7.500% due&nbsp;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">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">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">8.000% 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">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">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>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">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">7,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.500% due&nbsp;05/15/2025</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">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">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.625% due&nbsp;04/15/2029</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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (c)</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">7,932</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">7,706</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>Vale SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;12/29/2049 &laquo;~(i)</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">830,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">66,765</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;09/01/2025</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">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">16,542</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;05/15/2029</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">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">1,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,290</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">9,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,300</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">5,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wesco Aircraft 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">8.500% due&nbsp;11/15/2024</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">2,265</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">1,201</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>Wesco Aircraft Holdings, Inc. (7.500% 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">10.500% due&nbsp;11/15/2026 &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">199,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189,564</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>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 (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">64,273</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">51,918</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;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">9,610</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">8,244</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">5.500% due&nbsp;03/01/2025</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">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">5,594</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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">5.125% 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">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">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">5.500% due&nbsp;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">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">1,388</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">5.500% due&nbsp;10/01/2027</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">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">1,621</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">5.625% due&nbsp;08/26/2028</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">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">5,012</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,325</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">2,397</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;1,219,366</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 7.5%</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>DTEK Finance PLC (3.500% 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">7.000% due&nbsp;12/31/2027 (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">46,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,203</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>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&nbsp;08/06/2023</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">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">49,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;12/01/2040</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">16,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,130</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>Gazprom PJSC via Gaz 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">3.000% due&nbsp;06/29/2027</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">60</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>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">6.500% due&nbsp;10/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">4,915</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">3,033</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,939</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">4,766</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">24,320</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">6,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA (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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;07/27/2025 (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">48,943</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">24,028</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,842</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">1,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;03/01/2029</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">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">3,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;03/01/2032</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">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">2,868</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">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">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">4,119</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">4.500% due&nbsp;07/01/2040</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">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">17,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">15,354</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">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">43,961</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">4.950% due&nbsp;06/08/2025</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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">19,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">2,890</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.450% due&nbsp;06/15/2027</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">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">678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.900% due&nbsp;06/15/2032</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">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">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;03/22/2030</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">42,051</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">34,064</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>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">6.250% due&nbsp;12/14/2026</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">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">1,103</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">6.625% due&nbsp;01/16/2034</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">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">13,354</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">18,890</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">16,405</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">6.850% due&nbsp;06/05/2115</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,413</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">7,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PG&amp;E Wildfire Recovery 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.451% due&nbsp;12/01/2049</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">6,950</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">7,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.674% due&nbsp;12/01/2053</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,945</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">11,352</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">9.750% due&nbsp;01/06/2027</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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 (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">4,277</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">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>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&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">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>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&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">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">859</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">336,848</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&nbsp;$2,563,661)</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;2,102,023</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 1.2%</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>BANKING&nbsp;&amp; FINANCE 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>Corestate Capital Holding SA</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</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">9,900</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">2,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;03/15/2026</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">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">6,786</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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">9,485</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 1.0%</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>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 (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">33,700</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">27,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;02/01/2026 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,000</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">17,300</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">45,153</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;$69,818)</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>54,638</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="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="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>78</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.4%</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>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&nbsp;01/01/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">685</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 0.8%</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 Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;11/01/2043 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,350</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">20,124</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">0.000% due&nbsp;11/01/2051 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,800</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">4,658</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>Commonwealth of Puerto Rico General Obligation 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;07/01/2033 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,397</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">1,350</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">4.000% due&nbsp;07/01/2033</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">1,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,711</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% due&nbsp;07/01/2035</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">1,674</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">1,504</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">4.000% due&nbsp;07/01/2037</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">1,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,275</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">4.000% due&nbsp;07/01/2041</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">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">1,129</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>Commonwealth of Puerto Rico General Obligation Notes, 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;07/01/2024 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;07/01/2023</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">2,080</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">2,118</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">34,746</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 0.6%</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>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&nbsp;06/01/2047 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">355,485</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">28,796</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;$71,393)</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;64,227</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 2.4%</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>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">1.032% 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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,254</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">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">1.734% due&nbsp;10/25/2060 ~(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">26,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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">19,411</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">3,768</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,578</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">2,267</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">4.296% due&nbsp;07/25/2041 &#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">2,172</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">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">4.376% (US0001M &#043; 6.000%) due&nbsp;08/25/2038 ~(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">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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.426% 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 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">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.426% (US0001M &#043; 6.050%) 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">7,606</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">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.446% due&nbsp;10/25/2040 &#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">2,639</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">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">4.500% due&nbsp;04/25/2042 (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">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">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">4.526% due&nbsp;02/25/2043 &#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">1,714</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.726% (US0001M &#043; 6.350%) due&nbsp;12/25/2037 ~(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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.896% due&nbsp;09/25/2037 &#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">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">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.976% (US0001M &#043; 6.600%) due&nbsp;03/25/2040 ~(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">2,290</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">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">5.000% due&nbsp;01/25/2048 - 06/25/2050&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">5,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">5.016% (US0001M &#043; 6.640%) due&nbsp;12/25/2036 ~(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">1,539</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">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">5.026% 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">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">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">5.096% (US0001M &#043; 6.720%) due&nbsp;06/25/2037 ~(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">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">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.312% due&nbsp;10/25/2042 &#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">1,202</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">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.356% due&nbsp;03/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">5.376% due&nbsp;02/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">5.476% (US0001M &#043; 7.100%) due&nbsp;06/25/2023 ~(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">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">7.374% 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">9,180</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">9,816</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">8.722% (US0001M &#043; 12.375%) due&nbsp;01/25/2041 ~</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">4,290</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">4,506</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>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">0.700% due&nbsp;11/25/2055 ~(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">266,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,612</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">2.079% due&nbsp;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">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">6,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,447</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">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.471% due&nbsp;11/15/2048 &#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">42,695</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">2,111</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,180</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">5,737</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"></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">4.000% due&nbsp;03/15/2027 - 07/25/2050&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,644</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">4.476% due&nbsp;06/25/2050 &#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">1,224</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">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">4.500% due&nbsp;06/25/2050 (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">2,538</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">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.526% due&nbsp;05/25/2050 &#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">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">1,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.626% (US0001M &#043; 5.950%) due&nbsp;04/15/2039 ~(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">1,344</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">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">4.826% (US0001M &#043; 6.150%) due&nbsp;01/15/2047 ~(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">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">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">4.876% due&nbsp;09/15/2042 &#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">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">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.976% 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">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">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">5.000% due&nbsp;05/25/2048 (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">7,856</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">1,313</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.086% 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">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">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">5.146% due&nbsp;07/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,223</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">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.256% due&nbsp;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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5.276% due&nbsp;05/15/2041 &#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">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">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">5.374% due&nbsp;01/25/2051 &#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">9,757</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">2,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.376% due&nbsp;04/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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"></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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.456% (US0001M &#043; 7.780%) due&nbsp;09/15/2036 ~(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">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">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.774% 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">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">8,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.624% (US0001M &#043; 9.000%) due&nbsp;03/25/2029 ~</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">6,856</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">6,923</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.365% (US0001M &#043; 14.550%) due&nbsp;09/15/2041 ~</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">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">610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.124% 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">1,483</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">1,560</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.374% 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">5,402</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">5,446</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.505% due&nbsp;12/20/2048 &#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">3,556</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">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">4.525% (US0001M &#043; 6.120%) due&nbsp;08/20/2042 ~(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">1,605</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">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">4.655% due&nbsp;12/20/2040 &#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">1,261</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">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">5.191% due&nbsp;08/16/2039 &#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">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">3</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;$108,816)</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;107,984</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 37.3%</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>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">3.779% due&nbsp;06/05/2037 ~</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">3,826</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">3,211</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.018% 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">2,323</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.884% 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">3,632</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">2,416</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">1.924% (US0001M &#043; 0.300%) 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">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">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.449% 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">1,454</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">1,312</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">5.463% 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">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">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.164% 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">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">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.204% due&nbsp;08/25/2037 ^&#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">8,858</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">8,221</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.164% 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">2,674</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">1,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.224% 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">3,116</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">2,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.524% due&nbsp;02/25/2044 &#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">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">9,086</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">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">4,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2,103</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">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>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">2.550% due&nbsp;01/28/2037 ~</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">9,853</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">8,075</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">6.000% due&nbsp;06/28/2037 ~</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">26,908</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">15,510</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.424% due&nbsp;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">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">6,216</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>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">4.124% due&nbsp;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">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">4,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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)(g)</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">30,268</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">32,127</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">3.790% 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">24,176</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">4.040% 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">9,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.474% due&nbsp;03/15/2037 &#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">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">7,419</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.574% due&nbsp;03/15/2037 &#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">6,728</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">6,427</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.984% 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">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">242</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="65%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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">5.016% due&nbsp;06/25/2037 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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">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">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">817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.924% 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">5,941</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">5,145</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>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 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,097</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">1,920</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">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">27,297</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">7,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.426% 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">2,685</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">2,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.028% 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">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">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.032% due&nbsp;04/20/2047 ^&#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">5,226</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">4,891</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">2.044% (US0001M &#043; 0.420%) 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">1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2.287% 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">3,970</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">3,920</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">2.378% 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.681% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.745% 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">1,350</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">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">2.872% 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">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">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.883% 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">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">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">3.034% 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">1,049</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">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.266% 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">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">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">3.317% 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">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">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">9,134</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">3,478</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">12.358% 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">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">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.122% 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">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">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">3.220% 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">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">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">5.074% due&nbsp;08/15/2032 &#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">6,720</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">6,673</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% 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">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">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.024% due&nbsp;02/26/2047 &#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">12,662</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">10,381</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">1.366% 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">4,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.377% 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">9,368</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">8,256</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.506% 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">5,818</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">5,166</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">2.680% due&nbsp;11/26/2035 ~</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">2,622</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">2,418</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">2.899% due&nbsp;07/26/2045 ~</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">4,215</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">4,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;04/26/2037 ~</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">7,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.066% 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">3,621</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">2,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.148% 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">1,749</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">1,656</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.207% 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">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">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">3.260% 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">2,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,019</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.277% 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">5,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.357% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">10,515</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">7,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,929</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">1,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,335</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">1,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,767</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">1,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.620% 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">18,776</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">5,424</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.131% 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">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">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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">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">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.088% 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">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">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">3.090% 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">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">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">3.333% 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">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.615% due&nbsp;06/25/2047 ^~</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">1,474</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">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>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">1.944% (US0001M &#043; 0.320%) 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">1,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.964% (US0001M &#043; 0.340%) 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">16,135</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">14,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.024% due&nbsp;02/25/2034 &#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">2,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.124% 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">4,444</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">6,000</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">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">2.749% (US0001M &#043; 1.125%) 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">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">1,022</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">2.749% (US0001M &#043; 1.125%) 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">5,827</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">6,782</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">2.756% 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">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">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">2.811% 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">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">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.887% 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">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">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.899% 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">1,447</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">924</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="91%"></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>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;2022</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><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="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.944% due&nbsp;08/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.946% 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">10,917</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">7,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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">4,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.011% 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">7,970</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">3,683</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">3.114% 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">3,522</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">2,205</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">3.232% 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">1,748</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">1,072</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.361% 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">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">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">3.415% 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">54,709</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">&nbsp;&nbsp;30,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.497% 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">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">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">4.040% 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">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">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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>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">4.774% (US0001M &#043; 3.450%) due&nbsp;03/15/2036 ~</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">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">5,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.962% due&nbsp;06/15/2038 &#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">11,100</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">10,335</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BMO 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">3.378% due&nbsp;02/15/2039 ~</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">7,850</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">6,531</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.561% due&nbsp;10/15/2036 &#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">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">922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.061% due&nbsp;10/15/2036 &#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">7,993</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">7,343</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">4.244% (US0001M &#043; 2.920%) due&nbsp;05/15/2030 ~</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">5,500</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">5,162</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">4.474% (US0001M &#043; 3.150%) due&nbsp;07/15/2034 ~</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">15,090</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">14,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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>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">1,536</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">1,399</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>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">2.839% 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">4,011</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">3,499</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">3.057% 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">1,129</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">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.693% 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">10,762</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">4,798</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">2.125% 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">1,874</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">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">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">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">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">2.524% 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">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">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">2.849% 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">1,915</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">1,188</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">2.906% 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">2,063</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">1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.943% 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">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">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">2.984% 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">5,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.068% 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">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">1,171</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">3.134% 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">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">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.247% 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">6,115</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">5,862</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.396% 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">2,533</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">2,307</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,996</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">1,203</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">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">4,348</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">2,723</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">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">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">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.741% (US0001M &#043; 3.417%) due&nbsp;11/15/2038 ~(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">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">13,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>COLT 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">4.570% due&nbsp;03/25/2067 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,385</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">5,893</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>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">6.673% 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">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">1,183</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>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">5.475% 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">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">9,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.214% due&nbsp;07/10/2038 ~</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">4,688</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">3,753</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">6.325% 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">4,825</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.325% (US0001M &#043; 6.000%) due&nbsp;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">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">3,221</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>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">3.676% 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">2,194</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">6.176% due&nbsp;03/25/2042 &#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">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">1,313</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">6.426% (SOFR30A &#043; 5.500%) due&nbsp;12/25/2041 ~</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">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">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.926% 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">3,028</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="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">7.298% due&nbsp;05/25/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.426% (SOFR30A &#043; 9.500%) due&nbsp;03/25/2042 ~</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">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">3,138</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.548% due&nbsp;05/25/2042 &#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">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">577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,119</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">1,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.802% due&nbsp;12/25/2035 ~(a)(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">8,561</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">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.326% (12MTA &#043; 0.850%) due&nbsp;11/25/2046 ~</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">2,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.721% due&nbsp;12/25/2035 ~(a)(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">3,608</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">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.786% (12MTA &#043; 1.310%) due&nbsp;07/20/2035 ^~</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">5,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.802% 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">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (US0001M &#043; 0.250%) 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">569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">1.974% 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">1,199</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">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">1.974% (US0001M &#043; 0.350%) 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">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.984% 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">8,180</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">7,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.004% 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">6,126</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">5,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.044% (US0001M &#043; 0.420%) 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">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">807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.064% 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">5,506</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">3,114</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.084% 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">8,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,570</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.124% 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">6,155</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">5,103</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">2.144% 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">8,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.226% 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">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">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">2.304% 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">2,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.304% 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">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">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.324% 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">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">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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">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">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.084% (US0001M &#043; 1.460%) 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">8,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.096% 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">2,941</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">2,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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&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">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">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">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">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">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">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">1,502</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">1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,850</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">2,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,592</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">979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.526% 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">7,262</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">1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,241</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">&nbsp;&nbsp;5,293</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">5.750% 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">1,090</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">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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">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">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">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">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">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">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">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">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">1,597</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">1,317</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">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">2,164</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">11,179</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">5,450</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">9,099</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">4,829</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">6.000% 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">7,760</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">3,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0001M &#043; 0.650%) 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">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">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">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">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">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">8,333</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">3,276</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">15.335% 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">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">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">29.259% 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">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">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>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">2.224% (US0001M &#043; 0.600%) 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">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">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">2.304% 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">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">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">2.487% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.772% 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">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">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.784% due&nbsp;11/20/2035 ~</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">5,708</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">5,171</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">2.892% 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">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">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">2.981% 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">2,633</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">2,375</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">3.207% due&nbsp;09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">3.494% due&nbsp;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">28,191</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">&nbsp;&nbsp;19,028</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">3.571% 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">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">3.642% due&nbsp;06/25/2047 ^~</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">1,349</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">1,361</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">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">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">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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">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">6.000% 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">3,202</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">1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.792% due&nbsp;01/15/2049 ~</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">10,300</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">12,329</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>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">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">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">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">7.500% due&nbsp;05/25/2032 (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">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">779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.237% 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">34,800</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">15,133</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">2.476% 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">3,170</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">2,267</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">2.715% 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">3,648</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">3,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">10,613</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">10,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">7,763</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">7,361</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">3.224% due&nbsp;09/26/2047 ~</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">17,522</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">9,578</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">3.281% due&nbsp;04/28/2037 ~</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">2,409</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">2,348</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.316% due&nbsp;05/27/2036 ~</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">2,405</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">1,806</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">3.348% 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">7,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,016</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">3.348% 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">7,418</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">3.361% 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">4,484</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">3,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.367% due&nbsp;07/26/2037 ~</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">5,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">13,113</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">9,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">3,819</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">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">2,940</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">1,436</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.224% 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">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">4,991</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">2,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,734</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">1,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.225% due&nbsp;07/15/2038 &#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">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">14,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.225% due&nbsp;07/15/2038 &#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">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">12,884</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">11,226</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">3,429</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.475% (US0001M &#043; 3.150%) due&nbsp;10/15/2036 ~</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">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">25,232</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">5,954</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.924% 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">4,296</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">3,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.774% (US0001M &#043; 0.150%) due&nbsp;02/25/2047 ~</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">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">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">5.500% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">15,061</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.792% 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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">9,160</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">9,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">5,160</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">0.558% 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">6,367</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">2.840% (BP0003M &#043; 1.250%) 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">16,377</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">18,092</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.190% (BP0003M &#043; 1.600%) due&nbsp;09/13/2045 ~</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">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">17,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.340% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~</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">10,086</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">10,789</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>80</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&nbsp;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">11,113</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.090% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~</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">3,586</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">4,128</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">5.440% due&nbsp;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">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">11,134</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>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">5.025% due&nbsp;07/15/2038 &#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">45,619</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">&nbsp;&nbsp;43,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.265% 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">1,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.617% 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">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">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">2.708% 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">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">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">2.820% 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">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.940% 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">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">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.476% (US0001M &#043; 7.100%) due&nbsp;11/25/2036 ~(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">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">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.850% 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">2,268</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">1,036</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.894% 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">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">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">3.290% 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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">3.564% due&nbsp;11/25/2061 ~(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">4,499</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">1,703</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.276% due&nbsp;09/25/2041 &#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">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">5,062</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;11/25/2061 ~</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">3,900</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">3,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.676% (SOFR30A &#043; 3.750%) due&nbsp;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">16,000</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">14,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&nbsp;02/25/2042 &#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">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">6,902</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">5.676% 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">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.726% due&nbsp;10/25/2050 &#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">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">2,534</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.176% 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">5,134</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">7.926% (SOFR30A &#043; 7.000%) due&nbsp;12/25/2041 ~</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">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">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.426% 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">4,226</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">9.426% due&nbsp;02/25/2042 &#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">2,350</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">2,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.001% (EUR003M &#043; 0.170%) due&nbsp;06/21/2046 ~</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">22,994</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">21,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.711% 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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.804% (US0001M &#043; 0.180%) 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.024% (US0001M &#043; 0.400%) 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">2,801</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">2,602</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>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">4.744% 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">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">37,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% 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">1,037</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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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)(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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">146,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">132,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.813% 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">15,477</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.984% 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">1,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.074% (US0001M &#043; 0.450%) 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">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">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.424% 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">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">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">2.727% 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">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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.867% 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">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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.992% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.032% 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">1,236</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">1,082</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.073% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;03/19/2036 ^&#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">7,668</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">7,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.112% (US0001M &#043; 0.500%) due&nbsp;01/19/2036 ~</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">4,508</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">2,883</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.155% 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">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">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">2.252% 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">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">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">2.587% 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">4,588</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">4,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.962% (US0001M &#043; 1.350%) 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">1,059</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">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">3.369% 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">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">65</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>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">2.124% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.763% 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">2,929</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">2,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2,575</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">2,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;</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">17,691</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">16,235</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.144% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.344% 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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.734% 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">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>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">2.981% 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">2,913</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">2,145</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>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">2.826% 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">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">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">2.938% 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">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">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>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">1.834% 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">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">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% 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">2,302</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">1,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.024% (US0001M &#043; 0.400%) due&nbsp;11/25/2046 ~</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">3,738</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">3,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.084% (US0001M &#043; 0.460%) 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.224% 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">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">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.424% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.810% 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">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">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">2.842% 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">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">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">2.916% 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">2,578</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">2,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.984% 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">1,782</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">1,529</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">3.009% 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">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.236% 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">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">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">2,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,568</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">1,285</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.523% 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">5,353</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">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">2.024% 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">23,261</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">&nbsp;&nbsp;10,688</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">2.574% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,837</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">2,743</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.589% 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">13,281</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">6,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.824% due&nbsp;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">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">2,344</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">4.840% 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">10,551</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">6.077% due&nbsp;06/12/2041 ~</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">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">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">6.585% 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">18,594</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>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">2.908% 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">378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.065% 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">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">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">3.232% 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">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">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">3.397% 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">1,894</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">1,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">2.415% 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">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">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">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">1,191</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">4,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.097% due&nbsp;09/16/2048 &#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">7,231</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">6,857</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.179% due&nbsp;06/15/2045 &#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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</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">7,337</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">6,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,271</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>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">5.919% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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">119</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">6.000% due&nbsp;01/25/2038 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">3,150</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">1,276</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">7.250% 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">31,154</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">10,162</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.906% (US0001M &#043; 0.900%) 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">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">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.184% (US0001M &#043; 0.560%) 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">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">15,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.624% 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">3,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.944% due&nbsp;07/15/2035 &#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">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">2,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.574% (US0001M &#043; 3.250%) due&nbsp;10/15/2038 ~</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">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">4,837</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.216% (12MTA &#043; 0.740%) 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">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">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">2.304% (US0001M &#043; 0.680%) due&nbsp;05/25/2047 ^~</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">6,765</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">5,756</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.982% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.974% 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">20,011</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">1,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.024% 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">26,450</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">2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MBRT</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.123% due&nbsp;11/15/2036 &#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">9,308</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">8,687</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,450</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">2,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.606% 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">7,016</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">4,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">1,932</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">1,849</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">13,981</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>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">3.744% due&nbsp;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">18,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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;17,608</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.519% 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">17,281</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">18,765</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.934% 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">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">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.964% 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">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">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">2.748% 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">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">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">2.780% 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">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">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">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">1,874</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,870</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">651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0001M &#043; 0.230%) 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">2,281</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">2,173</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">1.781% due&nbsp;03/26/2037 &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">1,431</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">1,409</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">2.651% 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">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">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.065% 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">8,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,220</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">6.000% 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">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">7,849</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>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">2.996% 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">10,890</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">8,250</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>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">4,920</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">4,615</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&nbsp;03/13/2046 &#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">1,179</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.325% due&nbsp;11/15/2034 &#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">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">8,123</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">5.325% (US0001M &#043; 4.000%) due&nbsp;11/15/2034 ~</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">3,718</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">3,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.878% 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">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">5,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.969% due&nbsp;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">1,231</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">1,179</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">1.219% due&nbsp;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">2,351</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">2,184</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.654% 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">3,563</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>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">0.371% 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">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">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.524% due&nbsp;02/27/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,918</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">4,806</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="91%"></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>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;2022</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><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 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>Preston Ridge Partners 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">6.291% due&nbsp;02/25/2027 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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">3.967% 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">3,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.974% 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">1,690</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">1,187</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">7.000% 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">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">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>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">2.451% due&nbsp;07/26/2045 ~</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">13,872</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">13,507</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.823% 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">3,116</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">2,175</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">3.173% 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">3,737</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">2,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,542</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">2,209</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">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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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&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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.476% 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">3,138</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">2,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.984% 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">7,156</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">3,402</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">2.004% (US0001M &#043; 0.380%) 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">7,736</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">6,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.044% (US0001M &#043; 0.420%) 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">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">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">5.349% 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">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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,479</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">1,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,222</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">1,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,595</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">1,364</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">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">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">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">6.250% 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">2,422</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">2,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">5,206</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">4,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.000% 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">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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&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">2,805</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">1,133</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">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">6,189</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">2,816</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">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">4,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.900% 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">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">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">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">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">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">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">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">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">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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.280% 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">11,085</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">10,564</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>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&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">4,530</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">4,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,360</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">5.244% 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">6,801</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">3,209</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">6.780% 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">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">11.377% 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">1,199</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">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.209% 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">1,308</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.030% 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">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">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">1.865% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.335% 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">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">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">2.795% (US0001M &#043; 1.200%) 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">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2.980% 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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.660% due&nbsp;02/15/2041 ~</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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.324% due&nbsp;04/15/2034 &#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">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">9,291</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">5.324% due&nbsp;04/15/2034 &#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">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">6,334</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.876% 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">6,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">2,292</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">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.167% 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">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">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.387% 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">1,147</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">630</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="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>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">1.964% (US0001M &#043; 0.340%) due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.004% 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">9,521</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">7,398</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">2.044% 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">1,130</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.044% 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">1,155</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">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.084% (US0001M &#043; 0.460%) due&nbsp;05/25/2045 ~</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">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">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.996% 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">3,140</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">1,814</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>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">2.935% 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">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">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.113% 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">1,299</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.526% 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">4,003</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">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>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">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">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,315</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>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">8,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (EUR003M &#043; 0.190%) due&nbsp;12/28/2050 ~</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">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">2,564</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>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">4.600% (US0001M &#043; 3.480%) due&nbsp;11/11/2034 ~</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">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">2,308</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>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">4.033% 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">4,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.226% 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">1,834</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">1,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.286% 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">12,158</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">&nbsp;&nbsp;10,251</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.356% 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">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">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">1.473% (COF 11 &#043; 1.250%) due&nbsp;07/25/2047 ^~</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">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;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">2,851</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">2,565</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">2.164% (US0001M &#043; 0.540%) due&nbsp;07/25/2045 ~</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">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">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">2.368% 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">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">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">2.464% (US0001M &#043; 0.840%) due&nbsp;06/25/2044 ~(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">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">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">2.491% 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">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">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.781% 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">1,060</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">1,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.913% 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">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">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.088% 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">1,135</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">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">3.125% 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">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">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">3.176% 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">546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.188% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.287% 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">1,777</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">1,690</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (g)</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">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.442% 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">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">3.942% 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">781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.326% due&nbsp;10/25/2046 ^&#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">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">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">1.446% (12MTA &#043; 0.970%) 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">5,814</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">3,439</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">1.864% 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">8,014</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">7,556</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.224% (US0001M &#043; 0.600%) 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">3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,537</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">1,385</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.411% 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">1,472</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">1,319</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">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">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">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>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">2.736% 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">3,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,441</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.870% due&nbsp;04/27/2036 ~</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">4,014</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">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>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">2.609% 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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.664% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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>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">3.715% due&nbsp;11/10/2036 ~</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">5,000</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">4,053</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;$1,733,325)</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;1,665,455</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="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; 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>ASSET-BACKED SECURITIES 36.3%</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">19,298</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.221% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,856</FONT></TD>
<TD NOWRAP VALIGN="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">3,073</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.734% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,023</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,640</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.584% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,024</FONT></TD>
<TD NOWRAP VALIGN="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">3,585</FONT></TD>
<TD NOWRAP VALIGN="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">2.719% (US0001M &#043; 1.095%) 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,938</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,390</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">1,800</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">705</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.724% due&nbsp;09/25/2034 &#149;</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">711</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.213% due&nbsp;02/15/2040 &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">2,164</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,771</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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&nbsp;04/14/2029 &#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">6,100</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">5,595</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.349% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">3.574% due&nbsp;09/25/2032 &#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">1,148</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></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">4.474% (US0001M &#043; 2.850%) due&nbsp;08/25/2032 ~</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">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">355</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.774% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,926</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">1.824% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,115</FONT></TD>
<TD NOWRAP VALIGN="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">1.864% (US0001M &#043; 0.240%) 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,071</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">1.924% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,775</FONT></TD>
<TD NOWRAP VALIGN="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">1,191</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.004% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,573</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,153</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,851</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">25,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">2.384% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,741</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;18,517</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.774% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,015</FONT></TD>
<TD NOWRAP VALIGN="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">1,967</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.184% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">2.674% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="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">496</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.472% due&nbsp;03/22/2046 &#149;</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">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">387</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.011% due&nbsp;09/25/2034 &#149;</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">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">162</FONT></TD>
<TD NOWRAP VALIGN="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">1.011% (US0001M &#043; 0.500%) 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.764% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,505</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,815</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">2.757% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">2.890% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,670</FONT></TD>
<TD NOWRAP VALIGN="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">1,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">3.124% due&nbsp;10/27/2032 &#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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.499% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,123</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">6.000% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,549</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">599</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</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">10,100</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">11,144</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></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>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 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">1.704% (US0001M &#043; 0.080%) 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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">2.044% (US0001M &#043; 0.420%) 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,201</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,770</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>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 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">1.448% due&nbsp;02/11/2055 &#149;</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,266</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>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 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;04/24/2030 ~</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">3,390</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,021</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.774% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,440</FONT></TD>
<TD NOWRAP VALIGN="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">7,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">1.784% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,237</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">7,049</FONT></TD>
<TD NOWRAP VALIGN="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">1.824% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">1.844% (US0001M &#043; 0.220%) 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,510</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,701</FONT></TD>
<TD NOWRAP VALIGN="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">1.944% (US0001M &#043; 0.320%) 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,860</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,082</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>82</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.324% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,719</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">4.714% 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">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">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">2,255</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">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>Cologix Canadian Issuer 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">7.740% due&nbsp;01/25/2052</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">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">1,461</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>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&nbsp;02/01/2031 ~</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">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">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">2,480</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">6,514</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">3,007</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>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">7.770% 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">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">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">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">1,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" 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">4,607</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">1,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">9,710</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">8,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">6,341</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,101</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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.111% 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">24,839</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">12,280</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,936</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">2,317</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.904% (US0001M &#043; 0.280%) 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">12,992</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">12,750</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.014% 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">35,851</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">29,682</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.174% 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">6,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.304% 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">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">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">2.524% (US0001M &#043; 0.900%) due&nbsp;03/25/2047 ^~</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">1,059</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.824% (US0001M &#043; 0.200%) 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">19,834</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">20,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.884% 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">9,139</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">8,307</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.944% (US0001M &#043; 0.320%) 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">1,001</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.104% 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">17,299</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">16,632</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.104% (US0001M &#043; 0.480%) 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">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">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">2.104% 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">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">6,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.209% 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">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">7,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.359% (US0001M &#043; 0.735%) 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">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">&nbsp;&nbsp;13,130</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">3.649% 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">3,132</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">2,109</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">4.119% 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">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">4.550% due&nbsp;10/25/2032 ^~</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">6,374</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">6,185</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">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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.674% 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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.861% 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">98,373</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">2,235</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,176</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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>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">1.486% 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">7,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>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">1,253</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">808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">8,297</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">5,248</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>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">4.999% 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">1,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.314% (US0001M &#043; 0.690%) 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">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">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">9,282</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">9,398</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>Exeter Automobile 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&nbsp;05/15/2031 &laquo;(g)</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">10,712</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">0.000% due&nbsp;08/15/2031 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">15,993</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">0.000% due&nbsp;07/15/2033 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">53,498</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&nbsp;12/15/2033 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">23,812</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">4,791</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.304% due&nbsp;10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.964% 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">4,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.194% 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">5,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.569% (US0001M &#043; 0.945%) 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">5,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,377</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">2.599% 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">13,702</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">12,297</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>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;12/15/2027 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">1,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.774% 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">3,040</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">1,449</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">2.104% 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">1,187</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.605% 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">31,479</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">4,684</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">6,163</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">5,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.684% 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">2,782</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">1,791</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (US0001M &#043; 0.090%) 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">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">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.764% (US0001M &#043; 0.140%) 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">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">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.824% (US0001M &#043; 0.200%) 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">3,581</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">1,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% 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">4,007</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">2,127</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">1.944% (US0001M &#043; 0.320%) 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">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">2.164% (US0001M &#043; 0.540%) 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">16,756</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">11,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0001M &#043; 1.650%) 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.499% due&nbsp;06/25/2034 &#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">1,253</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">1,228</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">33,380</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">8,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.784% 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">3,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,214</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.864% 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">13,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,356</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">1.944% 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">2,962</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">2,587</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.325% 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">109,564</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">20,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.525% (US0001M &#043; 0.450%) due&nbsp;07/05/2041 ~</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">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">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.655% 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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.764% (US0001M &#043; 0.140%) 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">9,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,271</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">1.814% 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">30,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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;22,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% 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">20,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,631</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.944% 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">6,845</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">3,136</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">1.964% 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">12,567</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">4,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.649% 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">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">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>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">2.599% 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">3,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,432</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.784% 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">1.814% (US0001M &#043; 0.190%) due&nbsp;03/25/2047 ~</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">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% (US0001M &#043; 0.300%) 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">1,388</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.944% 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">1,024</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">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,859</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">1,941</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">5.888% due&nbsp;10/25/2036 ^&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">7,834</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">5,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.012% due&nbsp;04/25/2038 &laquo;~(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">1,107</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,612</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">3,238</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>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">1.714% (US0001M &#043; 0.090%) 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">3,681</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">2,637</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="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>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">4.466% due&nbsp;05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,760</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">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">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LendingPoint 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">0.000% due&nbsp;03/15/2028 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;04/15/2028 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,602</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.004% (US0001M &#043; 0.380%) 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">44,023</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">37,385</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.164% 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">6,820</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">2,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.329% (US0001M &#043; 0.705%) 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">56,091</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">53,158</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,257</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.852% 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">17,561</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">5,996</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>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&nbsp;07/16/2029 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">1,230</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">0.000% due&nbsp;09/17/2029 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,475</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% (US0001M &#043; 0.220%) 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">2,881</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">1,233</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">1.924% 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">5,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,130</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">1.964% 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">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">3,941</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">1.984% (US0001M &#043; 0.360%) 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">6,490</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">2,839</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.104% 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">2,792</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.164% 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">15,130</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">12,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.194% 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">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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3,290</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">3,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.694% (US0001M &#043; 0.070%) 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.724% (US0001M &#043; 0.100%) 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">1,282</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">813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.744% 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">3,365</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">1,350</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">1.764% 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">7,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.774% 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">13,974</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">8,882</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">1.844% (US0001M &#043; 0.220%) 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">3,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% (US0001M &#043; 0.300%) 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">5,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,291</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">1.924% 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">6,760</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">2,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.954% 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">4,774</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">2,713</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.659% 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">5,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.574% (US0001M &#043; 1.950%) due&nbsp;05/25/2034 ~</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">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">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>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">1.984% (US0001M &#043; 0.360%) 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">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">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>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">1.854% 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">23,374</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">13,631</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">&nbsp;&nbsp;41,213</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.624% (US0001M &#043; 3.000%) due&nbsp;01/25/2033 ^~</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">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">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>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">1.904% (US0001M &#043; 0.280%) 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">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">2,976</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">1.954% 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">4,330</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">1,034</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.964% 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">1,138</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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.554% 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">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">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">1,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,604</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">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">1,183</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">1,147</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>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">4,877</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.754% (US0001M &#043; 0.130%) 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">12,548</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">9,644</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>83</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="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">1.764% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">1.764% (US0001M &#043; 0.140%) 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">8,436</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">5,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.844% 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">1,721</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">1,074</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">1.874% 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">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">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.954% 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">2,109</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">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">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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.232% (US0003M &#043; 0.270%) due&nbsp;10/03/2045 ~</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">198,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65,206</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">1.232% due&nbsp;10/03/2045 &#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">199,483</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">65,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.120% due&nbsp;10/25/2035 &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">1,688</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">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.086% (US0003M &#043; 0.950%) due&nbsp;07/22/2039 ~</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">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">3,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.499% (US0001M &#043; 1.875%) 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">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">1,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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&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">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">24,624</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>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&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">1,059</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">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">2,669</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">7.870% due&nbsp;06/25/2052 &laquo;&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">3,500</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">3,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pretium Mortgage Credit 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">6.170% 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">2,100</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">1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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% (US0001M &#043; 1.400%) due&nbsp;10/15/2038 ~</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">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">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>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">4.249% 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">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">15,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.374% (US0001M &#043; 0.500%) due&nbsp;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">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.494% 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">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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;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">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">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">2.749% 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">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">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.199% 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">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% 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">1,548</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>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">1.884% (US0001M &#043; 0.130%) 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">5,292</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">4,819</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">1.964% 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">4,405</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">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">2.104% (US0001M &#043; 0.240%) 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">10,681</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">9,606</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">2.119% 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">5,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,179</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">2.284% 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">8,083</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">7,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7,032</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,834</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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">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">&nbsp;&nbsp;14,658</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>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">1.489% (US0001M &#043; 0.975%) 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">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">3,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.679% 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">5,380</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">3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.854% 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">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">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">1.904% 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">14,111</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">12,517</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">1.944% 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">2,275</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">903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.124% 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">16,484</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">9,688</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">2.224% 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">11,424</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">9,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.284% (US0001M &#043; 0.660%) 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">1,751</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">1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.299% due&nbsp;01/25/2035 &#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">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">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>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">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>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;(g)</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">30,399</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>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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">11,138</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>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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,696</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">95,914</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">0.000% due&nbsp;11/16/2054 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,353</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;02/16/2055 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">16,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;02/16/2055</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">11,206</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">11,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,091</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>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;05/25/2040 (g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,218</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,292</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>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">1.287% 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">14,805</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>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">1.774% (US0001M &#043; 0.150%) 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">2,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.804% 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">7,331</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">2,249</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">1.884% 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">8,508</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">2,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.904% 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">6,022</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">4,353</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.574% 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">4,614</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">3,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.724% (US0001M &#043; 1.100%) 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">1,868</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">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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% (US0003M &#043; 0.260%) due&nbsp;01/06/2041 ~</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">10,074</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">2,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">159,227</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">33,540</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% 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">3,138</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">1,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.974% 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">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">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">3.455% 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">2,658</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">1,142</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.624% (US0001M &#043; 6.000%) 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">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">4,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.074% (US0001M &#043; 0.450%) 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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.638% 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">14,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.703% 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">2,777</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">2,638</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">1.703% (US0003M &#043; 0.340%) due&nbsp;05/05/2038 ~</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">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">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">1.713% due&nbsp;02/05/2037 &#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">16,091</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">14,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.743% 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">3,108</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">2,766</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">1.743% 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">12,501</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">11,126</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.101% 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">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">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.364% due&nbsp;07/15/2036 &#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">3,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.192% 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">242,568</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">61,914</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&nbsp;$1,950,106)</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;1,621,115</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&nbsp;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">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">7,801</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">1,250</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">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">36,256</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">7,518</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">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">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</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">556,320</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">2,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">816,947</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">2,793</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;</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">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">27,284</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">2.500% due&nbsp;07/09/2041 &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">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">5,284</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</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">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">47.331% (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">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>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">52.234% (BADLARPP &#043; 3.750%) due&nbsp;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">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">559</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>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">5.000% due&nbsp;07/31/2030 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;02/11/2027</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">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">2,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,552</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">11,125</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">6.625% due&nbsp;03/22/2048</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">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">5,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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&nbsp;09/28/2051</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">4,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">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">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">5.940% 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">1,656</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">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">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">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">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">49.102% due&nbsp;04/12/2025</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">2,284,867</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">7,671</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;03/07/2028</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">20,200</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">17,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,253</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">2.750% due&nbsp;04/14/2041</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">2,500</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">1,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,291</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">3.750% due&nbsp;02/07/2034</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">2,330</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">1,835</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>Russia 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">5.100% due&nbsp;03/28/2035 ^(d)</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">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;04/04/2042 ^(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">10,200</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">3,009</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">5.875% due 09/16/2043 ^(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">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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 AS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 01/24/2024</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">1,400</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">1,378</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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">2,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">3,218</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.000% due 12/09/2049</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">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">8.250% due 10/13/2024 ^(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">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">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 ^(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">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">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 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 $268,341)</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;136,232</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 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>COMMUNICATION SERVICES 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>Clear Channel Outdoor Holdings, Inc. (e)</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">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">5,193</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; (e)</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">2,021,190</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">15,947</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">21,140</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.&nbsp;(e)</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"></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>Desarrolladora Homex SAB de CV (e)</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">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 SAB de CV (e)</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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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;(e)(k)</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>Constellation Oil &#145;B&#146;
&laquo;(e)(k)</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">252,651</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">28</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. (e)(k)</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">193,054</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">4,894</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>Valaris Ltd. (e)</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">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">463</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="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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">5,637</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 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>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">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">1,575</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>Intelsat SA &laquo;(e)(k)</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">1,751,422</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">49,040</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="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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">50,615</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="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="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>84</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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></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="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.4%</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="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. &laquo;(e)</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">584,497</FONT></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="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>Syniverse Holdings, Inc. &laquo;(e)(k)</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">15,325,103</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">15,019</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>Voyager Aviation Holdings&nbsp;LLC &laquo;(e)</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">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"></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>Westmoreland Mining Holdings &laquo;(e)(k)</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">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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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">15,352</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 0.1%</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>Associated Materials Group,&nbsp;Inc. &laquo;(e)</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">11,411,610</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">2,646</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"></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>Stearns Holding LLC &#145;B&#146; &laquo;(e)</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">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">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: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 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>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 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">11,252</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="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>Total Common Stocks (Cost&nbsp;$241,217)</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></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>&nbsp;&nbsp;106,646</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>RIGHTS 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="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"></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>Intelsat Jackson<BR>Holdings SA &laquo;(e)</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">188,308</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">895</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"> <P STYLE=" margin-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 Rights (Cost $0)</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>895</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 1.6%</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>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"></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>Guranteed Rate, Inc. - Exp.&nbsp;12/31/2060 &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">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: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>Intelsat Emergence SA - Exp.&nbsp;02/17/2027 &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">13,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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"></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>Intelsat Jackson Holdings SA <FONT STYLE="white-space:nowrap">-</FONT>
Exp. 12/05/2025 &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">182,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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">951</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"></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. -<BR>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">2,809,304</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">1,682</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: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="57%"></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; 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>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"></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;9/21/2055 &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">3,155,914</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" 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">67,297</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="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>Total Warrants (Cost&nbsp;$68,646)</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></TD>
<TD 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>69,930</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>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; 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 3.6%</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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.794% (US0003M &#043; 1.750%) due 01/15/2067 ~</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">35,500,000</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">19,398</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 06/15/2026 &#149;(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">10,000,000</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">9,188</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">4,300,000</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">3,859</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 08/15/2026 &#149;(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">1,900,000</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">1,684</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113,976</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,324</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (g)</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">2,600</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">1,748</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(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">103,752,850</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">105,877</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">162,078</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: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 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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.159% (US0003M &#043; 3.330%) due 09/15/2022 ~(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">2,372,000</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">2,087</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;(c)</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">90,397</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">102,561</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">97,668</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">29,530</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">134,178</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 0.8%</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 10/20/2022 &laquo;(i)(k)</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">1,336,067</FONT></TD>
<TD NOWRAP VALIGN="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">33,921</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="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>Total Preferred Securities
(Cost&nbsp;$329,182)</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></TD>
<TD 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>&nbsp;&nbsp;330,177</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>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; 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"></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>CBL&nbsp;&amp; Associates Properties,&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">17,153</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">403</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>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">2,146,174</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,217</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="45%"></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>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>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">934,693</FONT></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">27,844</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="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>Total Real Estate Investment Trusts
(Cost&nbsp;$26,261)</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></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>48,464</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 9.5%</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>REPURCHASE AGREEMENTS (l) 5.7%</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">255,540</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 0.1%</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 Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">51.049% due 09/30/2022&nbsp;(g)(h)</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">770,400</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">2,581</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 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"> <P STYLE=" margin-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 07/19/2022 - 07/28/2022 (f)(g)(m)(p)</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">164,267</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">164,140</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="6"><FONT COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$423,263)</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"></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>422,261</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="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="6"><FONT COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$9,428,623)</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"></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>8,097,987</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>INVESTMENTS IN AFFLIATES 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="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>COMMON STOCKS 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="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>AFFILIATED INVESTMENTS 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"></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&nbsp;&laquo;(e)(k)</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">602,840</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">104,200</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>Sierra Hamilton Holder
LLC&nbsp;&laquo;(e)(k)</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">30,337,712</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">3</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="6"><FONT COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$27,066)</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"></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>104,203</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="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="6"><FONT COLOR="#333333"><B>Total Investments in Affiliates (Cost&nbsp;$27,066)</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"></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>104,203</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="13"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT COLOR="#333333"><B>Total Investments 183.6% (Cost&nbsp;$9,455,689)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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>8,202,190</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="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 (n)(o) 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 $(31,534))</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 COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>9,169</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="6"><FONT COLOR="#333333"><B>Other Assets and Liabilities, net (83.8)%</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"></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;(3,744,473</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:7pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>Net Assets 100.0%</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" 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>4,466,886</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>
</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&nbsp;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&nbsp;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&nbsp;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&nbsp;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. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; 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&nbsp;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&nbsp;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&nbsp;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&nbsp;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&nbsp;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&nbsp;security.</FONT>
</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="91%"></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>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;2022</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>
<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&nbsp;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>Security did not produce income within the last twelve&nbsp;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>(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>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;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>(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>Zero coupon&nbsp;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>(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>Coupon represents a yield to&nbsp;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>(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&nbsp;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>(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>Contingent convertible&nbsp;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>(k)&nbsp;&nbsp;RESTRICTED&nbsp;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="53%"></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="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&nbsp;Description</B></FONT></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 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&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">AT&amp;T Mobility LLC 7.000% due&nbsp;10/20/2022</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 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">33,921</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">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">Axis Energy&nbsp;Services &#145;A&#146;</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 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">0.01</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">Buffalo Thunder Development Authority 0.000% due&nbsp;11/15/2029</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 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">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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Constellation&nbsp;Oil &#145;B&#146;</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 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">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">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">0.00</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&nbsp;12/31/2025</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 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">12/04/2019&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">1,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,767</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">&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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Intelsat&nbsp;SA</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 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">06/19/2017&nbsp;-&nbsp;02/23/2022</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">114,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49,040</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">1.10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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.&nbsp;LLC</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 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">104,200</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">2.33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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&nbsp;Corp.</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 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">4,894</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">0.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Otterham Property Finance Designated Activity Co. 3.000%
due&nbsp;09/03/2026</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 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">4,948</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,752</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">0.11</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">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</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 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">40,468</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">0.90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Preylock Reitman Santa Cruz Mezz LLC 6.824% due&nbsp;11/09/2022</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 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">37,127</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">36,774</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">0.82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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 Anfora Senior 2.750% due&nbsp;10/01/2026</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 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">39,270</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">36,831</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">0.82</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">Sierra Hamilton Holder&nbsp;LLC</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 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">Syniverse Holdings,&nbsp;Inc.</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 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,019</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">15,019</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">0.33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Westmoreland Mining&nbsp;Holdings</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 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;321,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;327,951</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">7.33%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD 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&nbsp;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>(l)&nbsp;&nbsp;REPURCHASE&nbsp;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&nbsp;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&nbsp;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:75%; 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">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">0.400</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,940</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 3.000% due&nbsp;06/30/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,940</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="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">1.450</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">06/30/2022</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">07/01/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;252,600</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 2.375% - 2.750% due <FONT STYLE="white-space:nowrap">05/15/2029&nbsp;-&nbsp;05/31/2029</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">(257,652</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">252,600</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">252,610</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&nbsp;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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(260,651</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;255,540</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;255,550</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&nbsp;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="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; 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:75%; 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:75%; 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&nbsp;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">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">1.630</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/08/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(46,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(47,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.100</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">05/16/2022</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">08/16/2022</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">(81,519</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">(81,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.100</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">05/18/2022</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">08/16/2022</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">(22,890</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">(22,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.380</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">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">09/06/2022</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">(54,606</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">(54,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.400</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/09/2022</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">(39,353</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">(39,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.980</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">07/08/2022</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">10/06/2022</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">(42,157</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">(42,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.530</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">05/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/01/2022</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">(9,310</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">(9,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.980</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">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">09/08/2022</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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.830</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">05/03/2022</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">08/03/2022</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">(18,562</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">(18,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.880</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">&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">09/12/2022</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">(30,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(30,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.120</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">05/24/2022</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">08/24/2022</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,083</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">(6,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.360</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">06/14/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2022</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">(6,615</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">(6,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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">(8,734</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">(8,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(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">05/20/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">03/23/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; 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">(3,753</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">(3,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">04/21/2022</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">07/21/2022</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">(1,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">04/19/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/19/2022</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">(1,156</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">(1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">04/21/2022</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">07/21/2022</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">(2,624</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">(2,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/30/2022</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"><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:75%; 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">(4,266</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,469</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 CLOSED-END 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">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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:75%; 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:75%; 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&nbsp;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">BPS</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">05/12/2022</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">08/12/2022</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">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">(2,856</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">(2,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">04/19/2022</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">07/19/2022</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">(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">(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">(0.300</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">04/28/2022</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">07/28/2022</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">(11,931</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">&nbsp;&nbsp;&nbsp;&nbsp;(12,496</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"></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">05/05/2022</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">08/04/2022</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">(3,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,646</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">(0.300</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">05/30/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,116</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">(2,217</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">(0.240</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">05/12/2022</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">08/10/2022</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">(3,239</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">(3,394</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">(0.120</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">05/10/2022</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">08/09/2022</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">(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">(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">0.900</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">04/19/2022</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">07/19/2022</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">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">(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">(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:8pt">
<TD VALIGN="top"></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">04/19/2022</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">07/19/2022</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">(198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">05/19/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(1,148</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/01/2022</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">08/01/2022</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">(3,161</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">(3,176</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">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">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/16/2022</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">(1,754</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">(1,760</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</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">03/16/2022</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">09/16/2022</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">(1,202</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">(1,206</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/18/2022</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">09/16/2022</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">(25,315</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">(25,408</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.330</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">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">07/08/2022</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">(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">(223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.420</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">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">09/23/2022</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">(19,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,197</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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.420</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">04/11/2022</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">09/23/2022</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">(1,471</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">(1,476</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">1.420</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">05/06/2022</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">09/23/2022</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">(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">(879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.420</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">06/03/2022</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">09/23/2022</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">(3,093</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">(3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.430</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">03/21/2022</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">09/22/2022</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">(4,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,798</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.430</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">03/22/2022</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">09/23/2022</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">(4,938</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">(4,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.430</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">04/12/2022</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">09/22/2022</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">(1,003</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">(1,006</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">1.600</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">04/07/2022</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">07/07/2022</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">(12,649</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">(12,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">04/12/2022</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">10/14/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">04/29/2022</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">10/14/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">05/02/2022</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">08/02/2022</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">(2,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,318</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">06/01/2022</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">08/02/2022</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">(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">(951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">06/29/2022</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">08/02/2022</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">(10,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,452</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">04/18/2022</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">10/17/2022</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">(20,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.710</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">05/03/2022</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">08/03/2022</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">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">(9,810</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">(11,975</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"></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/03/2022</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">08/03/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(23,058</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">(23,126</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">1.820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/11/2022</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">08/09/2022</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">(843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">05/12/2022</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">08/12/2022</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">(21,178</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">(21,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">05/13/2022</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">08/12/2022</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">(3,082</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">(3,090</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">05/11/2022</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">08/09/2022</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">(1,778</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">(1,782</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">1.900</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">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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.930</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">05/13/2022</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">08/12/2022</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">(38,520</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">(38,621</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">1.950</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">05/31/2022</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">08/31/2022</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">(3,996</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">(4,002</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.970</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">06/02/2022</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">09/01/2022</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">(21,484</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">(21,518</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">1.990</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">04/27/2022</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">10/27/2022</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">(33,594</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">(33,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/29/2022</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">10/31/2022</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">(14,047</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">(14,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.270</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">05/16/2022</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">08/17/2022</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">(21,649</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">(21,712</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.300</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">05/24/2022</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">08/24/2022</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">(24,872</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">(24,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.380</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">06/23/2022</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">09/26/2022</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">(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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.450</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">06/09/2022</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">12/09/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.480</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">06/17/2022</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">09/19/2022</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">(2,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.510</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">06/23/2022</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">12/19/2022</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">(4,877</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">(4,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.530</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">06/16/2022</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">09/16/2022</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">(7,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.530</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">06/23/2022</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">09/26/2022</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">(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">(913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.610</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">06/23/2022</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">09/26/2022</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">(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">(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">2.760</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">06/02/2022</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">12/02/2022</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">(18,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.810</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">06/03/2022</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">12/02/2022</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">(38,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(38,259</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">2.910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2022</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">(39,306</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">(39,373</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(5.500</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">05/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(3,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,765</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:8pt">
<TD VALIGN="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">05/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(13,391</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:8pt">
<TD VALIGN="top"></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:75%; 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">(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">(8,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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" ALIGN="right"><FONT COLOR="#333333">$</FONT></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">(1,084</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">0.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/04/2022</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">(2,461</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">(2,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.100</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">04/06/2022</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">07/06/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</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">04/25/2022</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">07/25/2022</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">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">(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">(288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.300</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.450</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.650</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">04/07/2022</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">07/07/2022</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">(20,650</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">(20,730</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">1.650</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">05/09/2022</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">07/13/2022</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">(1,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.700</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">05/09/2022</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">07/13/2022</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">(10,975</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">(11,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">05/09/2022</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">07/13/2022</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">(3,777</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">(3,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">03/17/2022</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">09/19/2022</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">(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">(2,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">05/31/2022</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">07/01/2022</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">(15,206</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">(15,230</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>87</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></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="1%"></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:75%; 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:75%; 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&nbsp;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">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">1.850</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">03/17/2022</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">09/19/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,827</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/31/2022</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">07/01/2022</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">(85,396</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">(85,534</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">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(6,844</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">(6,849</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.920</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">05/02/2022</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">08/02/2022</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">(33,915</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">(34,024</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.938</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">05/10/2022</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">08/08/2022</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">(1,600</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">(1,604</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">1.950</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">05/13/2022</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">08/16/2022</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">(6,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.970</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">05/02/2022</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">08/02/2022</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">(3,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,007</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2022</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">(13,343</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">(13,381</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">2.038</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">05/11/2022</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">08/15/2022</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">(35,582</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">(35,685</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">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">06/13/2022</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">09/14/2022</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">(1,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,521</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">2.210</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">05/26/2022</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">08/26/2022</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">(31,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(31,204</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:8pt">
<TD VALIGN="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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(57,678</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">(57,729</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">2.260</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">06/06/2022</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">09/07/2022</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">(45,713</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">(45,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.270</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">06/10/2022</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">09/14/2022</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">(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">(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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.280</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">06/03/2022</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">09/06/2022</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">(8,678</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">(8,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.300</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">06/14/2022</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">09/14/2022</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">(2,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.310</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">06/06/2022</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">09/07/2022</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">(63,890</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">(63,993</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">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">07/01/2022</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">08/01/2022</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">(14,999</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">(14,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.420</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">06/10/2022</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">09/14/2022</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">(10,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,406</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.440</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">06/16/2022</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">09/16/2022</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">(8,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,855</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">2.450</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">07/01/2022</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">08/01/2022</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">(82,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(82,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/31/2022</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">08/31/2022</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">(15,093</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">(15,125</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:8pt">
<TD VALIGN="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">06/15/2022</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">09/15/2022</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">(2,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.550</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">05/31/2022</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">08/31/2022</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">(17,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,754</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">2.550</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">06/17/2022</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">09/19/2022</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">(35,691</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">(35,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.600</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">05/31/2022</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">08/31/2022</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">(7,041</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">(7,057</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.610</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">06/17/2022</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">09/19/2022</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">(19,209</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">(19,229</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.630</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">06/15/2022</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">09/15/2022</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">(2,628</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">(2,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.713</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">06/24/2022</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">09/27/2022</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">(6,498</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">(6,501</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">2.800</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">06/21/2022</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">09/21/2022</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">(18,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,924</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">2.800</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">06/24/2022</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">09/27/2022</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">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">09/27/2022</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">(26,852</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">(26,866</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">2.890</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">06/17/2022</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">09/19/2022</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">(31,744</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">(31,779</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"> <P STYLE=" 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">2.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/01/2022</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">07/06/2022</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">(3,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,257</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">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">06/30/2022</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">07/06/2022</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">(4,290</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">(4,303</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">2.110</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">04/13/2022</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">09/26/2022</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">(2,139</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">(2,143</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">2.110</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">04/29/2022</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">10/26/2022</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">(1,064</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">(1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.110</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">05/10/2022</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">08/10/2022</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">(437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.110</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">05/12/2022</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">09/26/2022</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">(31,760</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">(31,821</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.110</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">07/01/2022</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">09/26/2022</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">(6,856</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">(6,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.120</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">05/12/2022</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">09/26/2022</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">(11,381</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">(11,406</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">0.650</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">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">07/14/2022</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">(1,454</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">(1,458</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"></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">02/03/2022</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">08/05/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(25,388</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">&nbsp;&nbsp;&nbsp;&nbsp;(25,472</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">0.800</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">03/30/2022</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">08/05/2022</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">(6,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,299</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">0.800</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">04/29/2022</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">08/05/2022</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">(2,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,345</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.080</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">04/06/2022</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">07/06/2022</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">(1,435</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">(1,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.080</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">04/07/2022</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">07/06/2022</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">(9,319</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">(9,343</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/30/2022</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">09/06/2022</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">(4,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">04/11/2022</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">07/15/2022</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">(6,690</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">(6,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">04/13/2022</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">07/13/2022</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">(12,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">04/22/2022</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">09/07/2022</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">(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">(761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.160</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">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">07/22/2022</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">(2,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,089</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">1.350</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">05/02/2022</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">08/02/2022</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">(12,424</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">(12,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.400</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">03/21/2022</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">09/16/2022</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">(363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.480</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">05/09/2022</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">08/09/2022</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">(2,424</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">(2,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.590</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">04/01/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>
<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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.590</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">04/22/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,791</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">1.600</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">05/06/2022</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">08/05/2022</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">(6,223</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">(6,238</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.710</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">04/11/2022</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">10/11/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.710</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">04/12/2022</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">10/11/2022</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">(1,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/07/2022</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">09/07/2022</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">(3,072</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">(3,076</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">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">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/12/2022</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">(14,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,772</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.780</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">04/18/2022</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">10/14/2022</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">(8,992</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">(9,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.780</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">07/01/2022</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">10/14/2022</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">(1,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/02/2022</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">09/06/2022</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">(1,971</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">(1,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/06/2022</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">09/06/2022</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">(16,282</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">(16,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.920</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">06/07/2022</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">09/07/2022</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">(7,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,844</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/08/2022</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">09/07/2022</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">(719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></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 CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>

<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:75%; 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:75%; 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&nbsp;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">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">1.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/12/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.970</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">06/14/2022</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">09/14/2022</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">(2,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,042</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDI</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">06/24/2022</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">07/25/2022</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">(5,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,611</FONT></TD>
<TD NOWRAP VALIGN="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">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/18/2022</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">(11,700</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">(11,747</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2022</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">(2,982</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">(2,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.400</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">05/25/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(10,901</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">(13,286</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.790</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">04/25/2022</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">07/29/2022</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">(2,203</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">(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">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">04/26/2022</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">08/01/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.890</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">04/25/2022</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">07/29/2022</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">(12,965</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">(13,010</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.890</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">04/26/2022</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">08/01/2022</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">(1,229</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">(1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/26/2022</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">08/01/2022</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">(5,288</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">(5,307</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"> <P STYLE=" 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">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">06/16/2022</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">09/16/2022</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">(14,197</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">(14,212</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"> <P STYLE=" 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">(0.420</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">05/03/2022</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">08/03/2022</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">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">(3,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/11/2022</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">08/17/2022</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">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/03/2022</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">08/03/2022</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">(902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/09/2022</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">08/08/2022</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">(13,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/25/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/25/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">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">08/08/2022</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">(4,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,207</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">(0.320</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">05/25/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(7,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,447</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:8pt">
<TD VALIGN="top"></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">03/18/2022</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">09/19/2022</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">(8,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/05/2022</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">08/04/2022</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">(5,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.230</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">04/27/2022</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">07/27/2022</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">(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">(973</FONT></TD>
<TD NOWRAP VALIGN="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">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">2.950</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">05/27/2022</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">08/29/2022</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">(95,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(95,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">06/02/2022</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">09/02/2022</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">(82,681</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">(82,881</FONT></TD>
<TD NOWRAP VALIGN="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">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">(0.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/25/2022</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">07/25/2022</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">(3,173</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">(3,324</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">0.990</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">04/01/2022</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">07/01/2022</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">(6,608</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">(6,624</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"></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"><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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/15/2022</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">(12,801</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">(12,839</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">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">04/06/2022</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">07/06/2022</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">(13,127</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">&nbsp;&nbsp;&nbsp;&nbsp;(13,160</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">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">03/17/2022</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">09/15/2022</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">(5,973</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">(5,993</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">03/17/2022</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">09/15/2022</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">(1,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.550</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">05/17/2022</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">08/11/2022</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">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">(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">(1,045</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.610</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">05/06/2022</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">08/08/2022</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">$</FONT></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">(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">1.620</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">05/05/2022</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">08/05/2022</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">(7,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,052</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.620</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">05/06/2022</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">08/08/2022</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">(2,251</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">(2,257</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">1.630</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">05/06/2022</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">08/08/2022</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">(1,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.670</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">05/06/2022</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">08/08/2022</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">(5,736</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">(5,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.710</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">06/02/2022</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">09/02/2022</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">(20,445</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">(20,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.770</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">06/09/2022</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">09/12/2022</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">(1,236</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">(1,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.790</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">06/10/2022</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">09/13/2022</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">(4,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.810</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">06/02/2022</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">09/02/2022</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">(2,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/09/2022</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">11/07/2022</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">(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">(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">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">05/09/2022</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">11/07/2022</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">(6,416</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">(6,436</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.100</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">06/23/2022</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">11/07/2022</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">(9,167</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">(9,171</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">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">06/24/2022</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">11/07/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.100</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">06/28/2022</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">11/07/2022</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">(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"></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"><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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/07/2022</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">(2,961</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">(2,971</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">2.110</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">06/23/2022</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">11/07/2022</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">(1,510</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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.260</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">06/24/2022</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">09/26/2022</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">(6,082</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">(6,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.340</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">06/30/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.340</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">07/01/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,647</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">(5,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.380</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">06/24/2022</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">09/26/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(18,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">(5.500</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">05/11/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5.500</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">05/19/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,963</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">(3,084</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">(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">05/19/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/19/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,756</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">(2,878</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:8pt">
<TD VALIGN="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">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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,126</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">(2,220</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">(0.950</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">05/10/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,533</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">(1,604</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">(0.450</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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(15,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,263</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:8pt">
<TD VALIGN="top"></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:75%; 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">(16,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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:75%; 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">(12,409</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:8pt">
<TD VALIGN="top"></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">05/10/2022</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">08/09/2022</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">(1,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,539</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"></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">04/27/2022</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">07/27/2022</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">(5,079</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">(5,319</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:8pt">
<TD VALIGN="top"></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">05/05/2022</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">08/04/2022</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">(31,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/10/2022</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">08/09/2022</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">(3,648</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">(3,821</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:8pt">
<TD VALIGN="top"></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">05/17/2022</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">08/17/2022</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">(8,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/02/2022</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">07/29/2022</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">(60,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(63,357</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:8pt">
<TD VALIGN="top"></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">05/05/2022</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">08/04/2022</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">(1,625</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">(1,702</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">(0.350</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">05/10/2022</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">08/09/2022</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">(1,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/11/2022</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">08/17/2022</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">(2,038</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">(2,136</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>89</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:75%; 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:75%; 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&nbsp;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">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">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">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2022</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">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">(5,432</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">(6,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.400</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">05/06/2022</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">08/04/2022</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">(1,832</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">(2,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.520</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">04/14/2022</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">07/14/2022</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">(14,503</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">(14,551</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.600</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">06/09/2022</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">09/08/2022</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">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">(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">(1,203</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">1.620</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">04/14/2022</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">07/14/2022</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;(18,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,890</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">1.700</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">04/28/2022</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">07/28/2022</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">(5,459</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">(6,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">04/28/2022</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">07/28/2022</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">(6,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,217</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">1.760</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">05/02/2022</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">08/02/2022</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">(25,851</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">(25,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">04/28/2022</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">07/28/2022</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">(1,991</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">(2,432</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">06/27/2022</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">07/29/2022</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">(15,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,562</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">1.820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2022</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">(4,038</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">(4,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">07/29/2022</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">(2,914</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">(2,916</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">1.950</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">06/17/2022</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">07/29/2022</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">(20,706</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">(20,721</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">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">06/17/2022</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">07/29/2022</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">(40,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(40,345</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.050</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">05/17/2022</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">08/17/2022</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">(2,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.050</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">06/17/2022</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">07/29/2022</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">(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">(441</FONT></TD>
<TD NOWRAP VALIGN="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">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">04/28/2022</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">07/28/2022</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">(11,285</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">(13,776</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">1.640</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">04/28/2022</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">07/28/2022</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">(7,625</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">(9,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/24/2022</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">08/24/2022</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">(8,158</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">(8,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">1.370</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">04/19/2022</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">07/20/2022</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">(3,888</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">(3,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.390</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">04/19/2022</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">07/20/2022</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">(22,594</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">(22,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.450</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">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">07/22/2022</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">(1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.450</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">04/25/2022</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">07/26/2022</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">(1,608</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">(1,613</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">03/31/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,692</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">(2,696</FONT></TD>
<TD NOWRAP VALIGN="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">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">06/02/2022</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">09/01/2022</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">(3,542</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">(3,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">09/23/2022</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">(23,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,778</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">03/28/2022</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">07/01/2022</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">(3,675</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">(3,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">03/29/2022</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">07/01/2022</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">(11,453</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">(11,483</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">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">04/14/2022</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">07/01/2022</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">(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">(551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.050</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">06/13/2022</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">09/13/2022</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">(4,601</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">(4,605</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.200</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">07/01/2022</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">08/01/2022</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">(8,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,417</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.450</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(21,105</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">(21,125</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:8pt">
<TD VALIGN="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">06/09/2022</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">07/05/2022</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">(14,236</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">(14,258</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;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">09/23/2022</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">(24,032</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">(24,045</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.750</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">06/24/2022</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">09/23/2022</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">(5,249</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">(5,251</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"> <P STYLE=" 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">0.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/11/2022</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">(3,350</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">(3,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.680</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">06/01/2022</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">07/01/2022</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">(23,520</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">(23,558</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.710</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">07/01/2022</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">07/29/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(22,866</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">&nbsp;&nbsp;&nbsp;&nbsp;(22,866</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"> <P STYLE=" 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">(8.000</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">06/30/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/27/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">06/30/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(2,182</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">(2,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/27/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(6,096</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">(6,382</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">(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">06/30/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(9,549</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">(10,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">06/30/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(19,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,344</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:8pt">
<TD VALIGN="top"></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">05/27/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">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">08/08/2022</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">(2,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/09/2022</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">08/08/2022</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">(6,482</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">(6,790</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">0.050</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">06/23/2022</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">09/22/2022</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">(8,275</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">(8,672</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"> <P STYLE=" 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">1.450</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">05/04/2022</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">08/04/2022</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">(9,472</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">(9,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">06/17/2022</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">07/12/2022</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">(2,770</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">(2,772</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"></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">09/26/2022</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">(25,055</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">(25,067</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.420</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">06/27/2022</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">09/26/2022</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">(8,007</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">(8,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.620</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">06/24/2022</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">09/26/2022</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">(983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">2.320</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">04/01/2022</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">07/01/2022</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">(6,147</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">(6,164</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.330</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">06/17/2022</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">09/01/2022</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">(4,340</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">(4,343</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">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">07/01/2022</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">10/03/2022</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">(5,581</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">(5,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">05/09/2022</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">08/08/2022</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">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">(19,132</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">(20,036</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:8pt">
<TD VALIGN="top"></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">05/11/2022</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">08/17/2022</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">(1,449</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">(1,518</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">(0.420</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">04/19/2022</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">07/19/2022</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">(7,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,933</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">(0.370</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">05/11/2022</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">08/17/2022</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">(7,174</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">(7,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">04/19/2022</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">07/19/2022</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">(2,219</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">(2,324</FONT></TD>
<TD NOWRAP VALIGN="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">0.570</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">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">07/06/2022</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">(1,681</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">(1,686</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">0.570</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">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">07/08/2022</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">(1,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">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">07/06/2022</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">(19,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">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">07/08/2022</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">(37,758</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">(37,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">01/31/2022</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">07/08/2022</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">(1,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">03/30/2022</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">07/06/2022</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">(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">(416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">04/07/2022</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">07/06/2022</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">(10,240</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">(10,257</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>90</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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:75%; 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:75%; 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&nbsp;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">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">0.670</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">04/11/2022</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">07/06/2022</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">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">(4,972</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">(4,980</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">0.670</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">04/14/2022</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">07/06/2022</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">(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">(245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">04/29/2022</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">07/06/2022</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">(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">(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">0.670</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">05/26/2022</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">07/06/2022</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">(1,080</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.670</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">06/17/2022</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">07/08/2022</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">(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">(717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2022</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">(66,681</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">&nbsp;&nbsp;&nbsp;&nbsp;(66,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.290</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">06/03/2022</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">07/05/2022</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">(3,581</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">(3,585</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.420</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">04/13/2022</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">07/13/2022</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">(20,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.430</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">04/19/2022</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">07/25/2022</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">(2,321</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">(2,328</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"></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"><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">07/25/2022</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">(1,196</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">(1,199</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.480</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">04/25/2022</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">07/29/2022</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">(2,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">04/27/2022</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">08/01/2022</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">(3,950</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">(3,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.580</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">05/03/2022</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">08/03/2022</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">(10,794</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">(10,822</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.580</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">06/10/2022</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">08/03/2022</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">(677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.620</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">05/04/2022</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">08/04/2022</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">(41,549</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">(41,657</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">1.620</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">06/03/2022</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">08/04/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/05/2022</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">08/05/2022</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">(7,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,861</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.640</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">05/06/2022</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">08/08/2022</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">(7,965</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">(7,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.660</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">05/09/2022</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">08/12/2022</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">(8,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,244</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.670</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">05/09/2022</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">08/09/2022</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">(4,418</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">(4,429</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.670</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">06/06/2022</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">08/09/2022</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">(2,955</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">(2,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2022</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">(7,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,881</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</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">03/28/2022</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">09/27/2022</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">(2,489</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">(2,501</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">1.900</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">05/31/2022</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">08/31/2022</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">(25,801</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">(25,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/02/2022</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">08/31/2022</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">(18,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/24/2022</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">08/31/2022</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">(1,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,403</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">1.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/05/2022</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">08/04/2022</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">(1,663</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">(1,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">05/02/2022</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">07/29/2022</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">(12,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,965</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:8pt">
<TD VALIGN="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">05/11/2022</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">08/09/2022</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">(13,601</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">(13,640</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.050</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">05/11/2022</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">08/09/2022</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">(20,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,815</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.130</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">06/16/2022</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">09/19/2022</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">(21,603</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">(21,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.181</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">05/24/2022</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">08/24/2022</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">(22,116</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">(22,167</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.192</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">05/25/2022</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">08/25/2022</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">(9,815</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">(9,837</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">2.520</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">06/21/2022</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">09/21/2022</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">(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">(858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.580</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">07/05/2022</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">10/06/2022</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">(3,119</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">(3,119</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.620</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">06/30/2022</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">09/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">(1,881</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.680</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">07/05/2022</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">10/06/2022</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">(144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.706</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">06/16/2022</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">09/16/2022</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">(2,120</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">(2,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.756</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">06/16/2022</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">09/16/2022</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">(12,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,676</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.889</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">06/27/2022</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">09/23/2022</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">(6,507</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">(6,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">(0.075</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">04/26/2022</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">07/26/2022</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">(2,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,069</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">(0.052</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">05/11/2022</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">08/17/2022</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">(9,742</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">(10,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/01/2022</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">08/31/2022</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">(2,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/18/2022</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">08/16/2022</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">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">(5,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">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">07/19/2022</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">&nbsp;&nbsp;&nbsp;&nbsp;(58,611</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">(58,874</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:8pt">
<TD VALIGN="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">01/21/2022</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">07/20/2022</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">(50,167</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">(50,403</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">1.100</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">01/21/2022</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">07/20/2022</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">(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">(5,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.300</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">04/01/2022</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">07/01/2022</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">(22,068</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">(22,141</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.350</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">04/11/2022</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">07/12/2022</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">(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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.350</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">04/12/2022</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">07/13/2022</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">(556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.350</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">04/14/2022</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">07/14/2022</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">(25,660</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">(25,735</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">1.350</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">04/18/2022</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">07/20/2022</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">(35,548</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">(35,646</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">1.350</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">06/29/2022</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">07/13/2022</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">(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">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">06/07/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(1,808</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">(2,202</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">1.600</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">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">07/08/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,326</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">(12,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/02/2022</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">08/02/2022</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">(11,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,201</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">05/05/2022</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">08/05/2022</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">(5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,123</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">05/06/2022</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">08/05/2022</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">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">(2,447</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">(2,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.690</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">06/29/2022</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">08/05/2022</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">(4,829</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">(4,829</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.700</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">05/09/2022</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">08/09/2022</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">(3,562</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">(3,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.700</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">05/12/2022</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">08/12/2022</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">(40,927</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">(41,024</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">03/17/2022</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">09/16/2022</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">(18,886</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">(18,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">(12,080</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">(12,089</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.950</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">05/03/2022</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">08/03/2022</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">(16,896</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">(16,950</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">2.270</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">06/01/2022</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">09/02/2022</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">(12,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,282</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">2.280</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">06/03/2022</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">09/02/2022</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">(42,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(42,593</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">2.300</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">06/02/2022</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">09/02/2022</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">(2,588</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">(2,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.350</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">06/17/2022</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">09/19/2022</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">(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">(296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.360</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">06/06/2022</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">09/07/2022</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">(28,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,854</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">2.370</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">06/02/2022</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">09/02/2022</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">(1,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,822</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="91%"></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>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;2022</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="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="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="4%"></TD>
<TD 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="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:75%; 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:75%; 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&nbsp;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">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">2.450</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">06/17/2022</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">09/19/2022</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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.600</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">06/17/2022</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">09/19/2022</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;(40,701</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">(40,742</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.700</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">07/01/2022</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">10/03/2022</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">(18,458</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">(18,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.750</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">07/01/2022</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">10/03/2022</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">(42,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(42,714</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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="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&nbsp;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;(4,082,822</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>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">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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">Loan Participations and Assignments&nbsp;0.0%</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">GIP Blue Holding LP</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">09/29/2028</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Short Sales&nbsp;0.0%</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,926</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;(1,872</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&nbsp;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 June&nbsp;30,&nbsp;2022: </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="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="1%"></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>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;
be<BR>Received<SUP STYLE="font-size:75%; 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&nbsp;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&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&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:75%; 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&nbsp;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">BNY</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">(287,978</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(287,978</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">307,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(13,758</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,758</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,882</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">3,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(70,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(70,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83,875</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">13,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(494,814</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(494,814</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">581,712</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">86,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(802,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(802,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">893,442</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">91,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">(61,290</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(61,290</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">60,450</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">(840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(157,820</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(157,820</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">171,909</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">14,089</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:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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">5,512</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">(99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(50,419</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,419</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">59,901</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(14,212</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">(14,212</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(48,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(48,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">255,550</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">255,550</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">&nbsp;&nbsp;&nbsp;&nbsp;(260,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(178,174</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(178,174</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">249,467</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">71,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(144,731</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(144,731</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">153,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(354,524</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(354,524</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">401,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31,264</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31,264</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">38,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(32,295</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,295</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">36,794</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">4,499</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">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">(27,326</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(27,326</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">36,104</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">8,778</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">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">(94,223</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(94,223</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">100,299</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">6,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(49,789</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(49,789</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">37,830</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">&nbsp;&nbsp;&nbsp;&nbsp;(11,959</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: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">(61,941</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(61,941</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">63,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(46,326</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(46,326</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">48,527</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(16,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,534</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">(3,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(39,325</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(39,325</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">40,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(453,293</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(453,293</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">531,858</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(546,145</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">(546,145</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">566,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,394</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;255,550</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,082,822</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&nbsp;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&nbsp;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="1%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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" NOWRAP 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&nbsp;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;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(68,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(315,433</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(975,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(352,522</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,711,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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;&nbsp;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">(6,164</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,190</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">(21,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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&nbsp;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">(5,237</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">(42,720</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">(13,104</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">(61,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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&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">(34,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(226,302</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">(696,642</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">(42,564</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">(999,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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&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">(66,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(111,050</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">(522,580</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">(52,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(752,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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&nbsp;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">(90,301</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">(38,269</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">(8,630</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">(137,200</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"> <P STYLE=" 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&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">(74,598</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">(45,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,535</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">(126,675</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&nbsp;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;(174,969</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(822,921</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,327,766</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(496,548</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,822,204</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 VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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:75%; vertical-align:top">(5)</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><SUP STYLE="font-size:75%; vertical-align:top"></SUP>&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>(3,822,204</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="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: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">

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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:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>92</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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">
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</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 $4,492,641 and cash of $71,531 have been
pledged as collateral under the terms of the above master agreements as of June&nbsp;30,&nbsp;2022. </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:75%; 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&nbsp;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:75%; 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 June&nbsp;30, 2022 was
$(4,005,477) at a weighted average interest rate of 1.585%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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">Unsettled reverse repurchase agreements liability of $(260,618) is outstanding at
period&nbsp;end. </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&nbsp;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&nbsp;PROTECTION<SUP STYLE="font-size:75%; 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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<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>June&nbsp;30,&nbsp;2022<SUP
STYLE="font-size:75%; 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:75%; 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:75%; 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&nbsp;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">3.043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">(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">Bombardier,&nbsp;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">7.828</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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">(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">(142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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,&nbsp;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">8.213</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">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">(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">(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;</TD>
<TD VALIGN="bottom"><FONT 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">Bombardier,&nbsp;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">06/20/2025</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">8.463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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&nbsp;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">9.623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;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">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">(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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">Jaguar Land Rover&nbsp;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">9.833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,613</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">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">(2,680</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">(2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">Rolls-Royce&nbsp;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">06/20/2027</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,300</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">(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">(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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">Rolls-Royce&nbsp;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" ALIGN="right"><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">3.940</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">15,000</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">(1,729</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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&nbsp;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" ALIGN="right"><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">4.096</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">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">(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">(2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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&nbsp;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">12/20/2026</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">4.270</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">35,000</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">(2,182</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">(2,473</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">(4,655</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(357</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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,700</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(1,018</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="15%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="22%"></TD>

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

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

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

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

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

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

<TD VALIGN="bottom" 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="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&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" 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" 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;</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">4,241</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">47,600</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">(1,113</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">19,431</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">18,318</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">(1,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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-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">(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">(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">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">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">1-Day&nbsp;
USD-SOFR</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">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">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">12,200</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">10,001</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1-Day&nbsp;
USD-SOFR</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">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">(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">6,860</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,418</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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"><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">599,300</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">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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-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">12.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,500</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">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">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;</TD>
<TD VALIGN="bottom"><FONT 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</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">12.690</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,600</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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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</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">12.740</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,500</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">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">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">(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</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">12.750</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,400</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">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;</TD>
<TD VALIGN="bottom"><FONT 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</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">12.760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,400</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">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">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">(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</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">12.900</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82,600</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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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-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">12.930</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,200</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">12.939</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41,300</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">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">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">(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</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">12.946</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">103,700</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">12.960</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82,600</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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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-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">12.970</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">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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">135,800</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">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">11.140</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">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">01/02/2025</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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">11.160</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"><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">01/02/2025</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">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">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">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">01/02/2025</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">6,400</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">(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">(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">01/02/2025</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">17,400</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">(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">(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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12.080</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"><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">01/02/2025</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">28,900</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">(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">(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">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"> <P STYLE=" 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">12.140</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">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">01/02/2025</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">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">(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">(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">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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12.145</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">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">01/02/2025</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">14,300</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">(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">(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">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"> <P STYLE=" 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">12.160</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"><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">01/02/2025</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">29,100</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">(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">(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">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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">11.220</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">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">01/04/2027</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">9,400</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">(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">(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">11.245</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">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">01/04/2027</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">4,700</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">(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">(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">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">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">11.260</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">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">01/04/2027</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">4,700</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">(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">(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">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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">11.700</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">01/04/2027</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT 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></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="91%"></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>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;2022</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="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="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="20%"></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" 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" COLSPAN="2" 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" 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" NOWRAP 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;</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">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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11.715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/04/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">10,500</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">(43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</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"> <P STYLE=" 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 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/04/2027</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">25,100</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">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">(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>
<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></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">1-Year&nbsp;
BRL-CDI</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">12.015</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"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/04/2027</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">437,000</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">(1,108</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">(1,108</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">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">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">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</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">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">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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 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">2.750</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">(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">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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(6,328</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">(3,460</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">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">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">0.500</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(13,933</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">(17,769</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">860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">0.660</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(48,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(48,808</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">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">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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(24,186</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">(16,753</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">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">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">1.360</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">1.600</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">53,800</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">(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">(2,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,145</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">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">1.500</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"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">&nbsp;&nbsp;&nbsp;&nbsp;(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">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">(15,136</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">1,203</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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(3,640</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">(2,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">(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">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">1,798</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">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">(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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">41,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,670</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">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">(939</FONT></TD>
<TD NOWRAP VALIGN="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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 STYLE="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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">2,777</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">2,744</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">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">(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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">25,760</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">22,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">6,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,063</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">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">(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"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(3,535</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">(3,551</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">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 STYLE="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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">3,350</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">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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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</FONT></TD>
<TD NOWRAP VALIGN="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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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</FONT></TD>
<TD NOWRAP VALIGN="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<SUP STYLE="font-size:75%; 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 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"><FONT COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/21/2052</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">52,900</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">4,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,240</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">18,823</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">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">(1,369</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">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 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">292,200</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(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">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"> <P STYLE=" 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 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">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">173,000</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">(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">(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">(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">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"> <P STYLE=" 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">28-Day&nbsp;
MXN-TIIE</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">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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/03/2024</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">63,800</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">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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</FONT></TD>
<TD NOWRAP VALIGN="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">28-Day&nbsp;
MXN-TIIE</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">8.660</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/04/2024</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">32,100</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">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">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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 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">28-Day&nbsp;
MXN-TIIE</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">8.750</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/05/2024</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">11,300</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">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">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">(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"><FONT STYLE="white-space:nowrap">28-Day&nbsp;
MXN-TIIE</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">8.410</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/31/2027</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">7,600</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">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">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">(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">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">28-Day&nbsp;
MXN-TIIE</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">8.730</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2027</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">4,700</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">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">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;</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"> <P STYLE=" 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">28-Day&nbsp;
MXN-TIIE</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">7.495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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"><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">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">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">(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">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">28-Day&nbsp;
MXN-TIIE</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">7.498</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/15/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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">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">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">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"> <P STYLE=" 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">28-Day&nbsp;
MXN-TIIE</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">8.732</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/30/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">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">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">(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">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">28-Day&nbsp;
MXN-TIIE</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">8.701</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"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/31/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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>
<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>
<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 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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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="18" 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,844</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">(6,822</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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 Narrow; 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&nbsp;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>(9,143</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;23,077</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;13,934</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,849</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,840</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>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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&nbsp;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 June&nbsp;30,&nbsp;2022: </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="52%"></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>
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<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&nbsp;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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,849</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,849</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,840)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,840)</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> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cash of $108,929 have been pledged
as collateral under the terms of the above master agreements as of June&nbsp;30,&nbsp;2022. </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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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&nbsp;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="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 CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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:75%; 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&nbsp;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:75%; 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&nbsp;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: OVER THE&nbsp;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&nbsp;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="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">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">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">5,916</FONT></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">160,610</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">203,074</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">7,563</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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,373</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" 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">2,248</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,843</FONT></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">64,950</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">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">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,158</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" 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">94,488</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">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">530,087</FONT></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,662</FONT></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">NOK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82,471</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">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" 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">308</FONT></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">48,131</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">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">1,755</FONT></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">27,731</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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2023</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">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">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">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">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">3,597</FONT></TD>
<TD NOWRAP VALIGN="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">4,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">425,024</FONT></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">404,093</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,555</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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,540</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" 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">11,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,624</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" 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">173,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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" 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">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></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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">5,865</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">370,123</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">390,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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>
<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">1,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="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">4,952</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" 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">73,023,300</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">(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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" 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">1,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">34,056</FONT></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">748,084</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">2,908</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></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">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">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" 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">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">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">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" 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">173,324</FONT></TD>
<TD NOWRAP VALIGN="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">8,497</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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></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">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">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">4,227</FONT></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">3,454</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">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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">5,428</FONT></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">80,342,094</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">5,970</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">NOK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">58,421</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;</TD>
<TD VALIGN="bottom"><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: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">745</FONT></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">11,119</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">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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" 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">10,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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: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">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">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">430,565</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" 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">82,200</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">(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: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">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">173,324</FONT></TD>
<TD NOWRAP VALIGN="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">8,382</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">29,066</FONT></TD>
<TD NOWRAP VALIGN="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">7,363</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">(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;&nbsp;</TD>
<TD VALIGN="bottom"><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">88,627</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" 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">430,565</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">2,008</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">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">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">746</FONT></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">2,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">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" 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">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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" 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">1,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">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">9,863</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">4,568</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" 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">18,129</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">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">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">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">1,051</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">5,339</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" 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">21,504</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">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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/2023</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">3,864</FONT></TD>
<TD NOWRAP VALIGN="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">15,261</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">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="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">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">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">79,582</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">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" 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">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">0</FONT></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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">101,394</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">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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,304</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" 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">130,464</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(412</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">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">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" 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">11,439</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" 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">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">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 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">1,848</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,191</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" 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">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 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">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">2,643</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" 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">250,252</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">1,399</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 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">JPM</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">07/2022</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">12,961</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">7,244</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" 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">106,553,549</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">(95</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="91%"></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>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;2022</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="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="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">MBC</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">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">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">2,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,152</FONT></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">11,301</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">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">(309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></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">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">260,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</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" 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">61,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">31</FONT></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">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">3,197</FONT></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">46,874,238</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">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</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">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">1,173</FONT></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">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">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></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" 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">18,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,130</FONT></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">90,426,452</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">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">(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: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">30</FONT></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">2,372</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">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">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">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">5,089</FONT></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">6,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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">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">5,134</FONT></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">105,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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 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">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">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,117</FONT></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">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">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">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">62</FONT></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">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">(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">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">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">5,229</FONT></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">5,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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;&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">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">29,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,457</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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" ALIGN="right"><FONT COLOR="#333333">$</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">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">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">6,261</FONT></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">5,992</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">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="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">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">7,696</FONT></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">118,972</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">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">(434</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">SOG</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">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">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">405,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">436,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">191,718</FONT></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">157,533</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">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></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">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">157,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">191,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,174</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">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">89,969</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">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="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">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">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">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">430,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82,200</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">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">430,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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">82,601</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">430,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(1,034</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: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">9,732</FONT></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">8,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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">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">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">161,784</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">$</FONT></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>
<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">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">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">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">166,053</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">7,993</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">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">(250</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&nbsp;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;27,892</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;(13,128</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&nbsp;PROTECTION<SUP
STYLE="font-size:75%; 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="38%"></TD>

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

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

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

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

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

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

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

<TD VALIGN="bottom" 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>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>June&nbsp;30,&nbsp;2022<SUP
STYLE="font-size:75%; 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:75%; 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" 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<SUP STYLE="font-size:75%; 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">BYL</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">Banca Monte Dei Paschi&nbsp;Di</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">12/20/2022</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">8.580%</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">EUR&nbsp;&nbsp;&nbsp;&nbsp;5,700</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(90</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&nbsp;PROTECTION<SUP STYLE="font-size:75%; 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="40%"></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" 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>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:75%; 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" 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<SUP STYLE="font-size:75%; 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&nbsp;Index</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">0.170</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;23,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,438</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&nbsp;Index</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">0.320</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">5,778</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">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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&nbsp;Index</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">0.090</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">1,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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;(22,232</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(6,046</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>TOTAL RETURN SWAPS ON INTEREST
RATE&nbsp;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" WIDTH="1%"></TD>
<TD WIDTH="33%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD 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" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<SUP STYLE="font-size:75%; 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" COLSPAN="2" 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" 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" 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&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"> <P STYLE=" 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="top"> <P STYLE=" 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&nbsp;Index<SUP
STYLE="font-size:75%; 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.044%</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">03/20/2023</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">(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="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="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">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&nbsp;Index<SUP
STYLE="font-size:75%; 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.044%</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">09/20/2022</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">&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">&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">&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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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="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&nbsp;Index<SUP
STYLE="font-size:75%; 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.044%</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">09/20/2022</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">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:1px; ">
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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 VALIGN="top"></TD>
<TD COLSPAN="5" 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(73</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="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&nbsp;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:7pt" ALIGN="center">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="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" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<SUP STYLE="font-size:75%; 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;Shares</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" 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&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"> <P STYLE=" 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<SUP STYLE="font-size:75%; vertical-align:top">&nbsp;(5)</SUP></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">United States Treasury Inflation Indexed&nbsp;Bonds&nbsp;&laquo;</FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.000%</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">01/28/2036</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CNY&nbsp;&nbsp;&nbsp;&nbsp;59,900</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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&nbsp;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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(22,391</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;16,787</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;605</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,209</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: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="93%"></TD>

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<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>
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<TD VALIGN="top"></TD>
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<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">

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<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>96</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</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: OVER THE COUNTER&nbsp;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 June&nbsp;30,&nbsp;2022: </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></TD>

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<TD></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="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&nbsp;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&nbsp;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"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Collateral<BR>Pledged/</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>(Received)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">8,383</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"></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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,300</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">(802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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 VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</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">(1,938</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,380</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">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="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">(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">(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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="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">(6,956</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(6,956</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">&nbsp;&nbsp;(6,560</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">6,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,061</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"></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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="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">(5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,627</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">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">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">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;(1,210</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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">&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">(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"> <P STYLE=" 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">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></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">(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"><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">(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">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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">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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="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">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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"><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;</TD>
<TD VALIGN="bottom"><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"> <P STYLE=" 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">10,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,944</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"></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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><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;10,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,260</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">&nbsp;&nbsp;(1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,090</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"></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">(1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&nbsp;</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">&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="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&nbsp;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;27,892</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;605</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;28,497</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(13,128</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;(6,209</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;(19,337</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>(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 $14,116 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2022. </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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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&nbsp;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:75%; 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 derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial
Statements for more&nbsp;information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top: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="91%"></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>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;2022</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="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 OF FINANCIAL
DERIVATIVE&nbsp;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&nbsp;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 June&nbsp;30,&nbsp;2022: </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 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&nbsp;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
-&nbsp;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&nbsp;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&nbsp;Agreements<SUP STYLE="font-size:75%; 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,849</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&nbsp;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&nbsp;Contracts<SUP
STYLE="font-size:75%; 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">27,892</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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&nbsp;Agreements<SUP STYLE="font-size:75%; 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">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">605</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">27,892</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28,497</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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,892</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,346</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
-&nbsp;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&nbsp;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&nbsp;Agreements<SUP STYLE="font-size:75%; 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">1,018</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,840</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&nbsp;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&nbsp;Contracts<SUP
STYLE="font-size:75%; 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">13,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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&nbsp;Agreements<SUP STYLE="font-size:75%; 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">6,136</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">6,209</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">6,136</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">13,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">19,337</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;7,154</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;27,177</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 Consolidated Statements of Operations for the period ended June&nbsp;30, 2022: </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="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:75%; 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">3,299</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,144</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:75%; 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">79,598</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">(3,352</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,406</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">(946</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">(3,352</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,598</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,652</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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;79,598</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;73,508</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="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:75%; 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">(9,245</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,711</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:75%; 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">7,495</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">(763</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,495</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,732</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;(8,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">7,495</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,443</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 June&nbsp;30, 2022 in valuing the Fund&#146;s assets and<B></B>&nbsp;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="46%"></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; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category 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>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>06/30/2022</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&nbsp;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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;807,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;560,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,367,940</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" 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;&nbsp;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;&nbsp;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">505,341</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">40,468</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">545,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">960,473</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">258,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,219,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">336,848</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">336,848</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="56%"></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 Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category 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>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>06/30/2022</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">Convertible Bonds&nbsp;&amp;&nbsp;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 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">Banking&nbsp;&amp;&nbsp;Finance</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">9,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">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">&nbsp;&nbsp;&nbsp;&nbsp;45,153</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">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">&nbsp;&nbsp;&nbsp;&nbsp;45,153</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: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;&nbsp;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 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">Illinois</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">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">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">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"> <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&nbsp;Rico</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">34,746</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">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">34,746</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: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&nbsp;Virginia</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">28,796</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">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">28,796</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>98</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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">

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


<TR>

<TD WIDTH="35%"></TD>

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

<TD VALIGN="bottom"></TD>
<TD></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&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>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>06/30/2022</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:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;107,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;107,984</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: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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">1,655,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,526</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">1,665,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">Asset-Backed&nbsp;Securities</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">1,317,511</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">303,604</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">1,621,115</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: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&nbsp;Issues</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">136,232</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">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">136,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">Common&nbsp;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&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">&nbsp;&nbsp;&nbsp;&nbsp;21,140</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">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">21,140</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"> <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&nbsp;Discretionary</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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</FONT></TD>
<TD NOWRAP VALIGN="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">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">5,357</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">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">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">5,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">Financials</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">1,575</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">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">49,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,615</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"> <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">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">15,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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</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">2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,646</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: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">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">11,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,252</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: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">Rights</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">Financials</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">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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></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">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: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 COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">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">1,682</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">1,682</FONT></TD>
<TD NOWRAP VALIGN="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&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">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">67,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">Preferred&nbsp;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 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">Banking&nbsp;&amp;&nbsp;Finance</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">162,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">162,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">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">2,087</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">132,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">134,178</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"> <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">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">33,921</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">33,921</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" 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&nbsp;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&nbsp;Estate</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">48,464</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">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">48,464</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" 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&nbsp;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&nbsp;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">255,540</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">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">255,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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&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">2,581</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">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">2,581</FONT></TD>
<TD NOWRAP VALIGN="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&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">164,140</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">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">164,140</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"> <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 Investment in&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;76,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,533,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,488,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,097,987</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="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">


<TR>

<TD WIDTH="35%"></TD>

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

<TD VALIGN="bottom"></TD>
<TD></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>Category 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>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>06/30/2022</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 Affiliates, at&nbsp;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">Common&nbsp;Stocks</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104,203</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></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; 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&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,533,243</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,592,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,202,190</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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></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"><B>Short Sales, at Value -&nbsp;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; 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">(1,872</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,872</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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></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"><B>Financial Derivative Instruments
-&nbsp;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; 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,849</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:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,892</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">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">28,497</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></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">35,741</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,346</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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></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"><B>Financial Derivative Instruments
-&nbsp;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; 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,840</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19,337</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19,337</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></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">(27,177</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(27,177</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></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; 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,564</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,169</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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="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; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;76,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,539,935</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,593,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,209,487</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></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 June&nbsp;30,&nbsp;2022: </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="28%"></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>

<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>Category 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:75%; 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>Net<BR>Sales/<BR>Settlements<SUP STYLE="font-size:75%; 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>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:75%; 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>Transfers&nbsp;into<BR>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>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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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&nbsp;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">546,013</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(74,881</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">560,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(58,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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;&nbsp;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;&nbsp;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">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">40,468</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">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: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">210,873</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">(1,630</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">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,376</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">68,019</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;&nbsp;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;&nbsp;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"><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">(4,037</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">&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">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">(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">9,526</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">(1,143</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: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">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">360,174</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">(11,446</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">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">(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(105,137</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">303,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(119,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Common&nbsp;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&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">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 STYLE="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">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">114,057</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(65,017</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49,040</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">(65,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">22,026</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,352</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">(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">Materials<SUP STYLE="font-size:75%; vertical-align:top">(3)</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">17,111</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,117</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">(78,565</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,102</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="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">2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,645</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"> <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">(4,295</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,252</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">(4,295</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="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">Rights</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">43,685</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">(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">(42,586</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42,548</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:1.25em; 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">1,682</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">18,870</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">18,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,920</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">67,297</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">29,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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&nbsp;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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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&nbsp;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">2,861</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">81,116</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">48,114</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">132,091</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">48,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">12,174</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">23,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,090</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33,921</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">(2,090</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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">213,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,514,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(134,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(239,779</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(22,950</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,488,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(234,141</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">

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<TD WIDTH="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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></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 WIDTH="91%"></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>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>
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<TD WIDTH="26%"></TD>

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<TD></TD>
<TD></TD>
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<TD></TD>
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<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
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<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&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:75%; 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>Net<BR>Sales/<BR>Settlements<SUP STYLE="font-size:75%; 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>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:75%; 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>Transfers&nbsp;into<BR>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>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;06/30/2022</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>06/30/2022<SUP STYLE="font-size:75%; vertical-align:top">(2)</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"><B>Investments in&nbsp;Affiliates</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="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&nbsp;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&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,202</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">62,881</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62,881</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>Financial Derivative Instruments<SUP
STYLE="font-size:75%; vertical-align:top"> </SUP>-&nbsp;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">Over the&nbsp;counter</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">25</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">580</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">580</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 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;233,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,535,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(134,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(176,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;151,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(22,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,593,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(170,680</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&nbsp;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="25%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></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"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Category 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;06/30/2022</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 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&nbsp;Value(s)</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&nbsp;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">172,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted 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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">3.584-11.041</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">6.697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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:75%; vertical-align:top">(4)</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">&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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">176,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42.500-100.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">29,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;&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">6.366</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">180,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">35.000-98.875</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">92.244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">Corporate Bonds&nbsp;&amp;&nbsp;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:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp;&nbsp;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">40,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.704</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">191,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.093-12.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11.976</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">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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:75%; vertical-align:top">(4)</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">&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">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">Proxy&nbsp;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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.066</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">66,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;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" 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">42.864</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"><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">9,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.900</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"> <P STYLE=" 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&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">159,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7.500-22.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12.115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">&nbsp;&nbsp;&nbsp;&nbsp;143,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">1.875-199,213.590</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">124,553.514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">Common&nbsp;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">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">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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:75%; vertical-align:top">(4)</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">&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:2.00em; text-indent:-1.00em; 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">49,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">7.000</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"> <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">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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:75%; vertical-align:top">(4)</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">&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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,019</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">Reference&nbsp;Instrument</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" 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">0.980</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">2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">0.977</FONT></TD>
<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"> <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">11,252</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:75%; vertical-align:top">(4)</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">&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" 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">Rights</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">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">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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:75%; vertical-align:top">(4)</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">&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" 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">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">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">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">7.000</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">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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(4)</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">&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: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">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">10.700/9.100</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 BGCOLOR="#cceeff" 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&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">67,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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/<BR>Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">3.875</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&nbsp;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">102,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&nbsp;Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA&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">10.700/9.100</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">29,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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/<BR>Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Book&nbsp;Value&nbsp;Multiple/<BR>Discount&nbsp;Rate</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">0.260/21.660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD 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">33,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.871</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:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="18"></TD></TR>
<TR 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>Investments in&nbsp;Affiliates</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="15" 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">Common&nbsp;Stock</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="15" 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: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">104,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family: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&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">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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>
<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:75%; vertical-align:top">(4)</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">&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></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 VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<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 CLOSED-END 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 WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
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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; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
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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" 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 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"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2022</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"> <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 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"><B>(%&nbsp;Unless&nbsp;Noted&nbsp;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;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Input&nbsp;Value(s)</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>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" 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>Financial Derivative Instruments<SUP
STYLE="font-size:75%; vertical-align:top"> </SUP>-&nbsp;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:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">605</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&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6.759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&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">&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 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;1,593,012</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">&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">&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:75%; 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 Purchases and Settlements for Financial Derivative Instruments may include payments made
or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market&nbsp;conditions. </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:75%; 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">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at June&nbsp;30, 2022 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; 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:75%; 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">Sector types updated from Affiliated Investments to Materials since prior fiscal
year&nbsp;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:75%; 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">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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>101</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:13pt">

<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></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="tx296860_42"></A>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>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></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="60%"></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="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 185.1%</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>LOAN PARTICIPATIONS AND ASSIGNMENTS 41.3%</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>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 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.250% (LIBOR03M &#043; 6.000%) due&nbsp;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">18,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,104</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>AmSurg 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">13.000% due 04/30/2028 &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">52,957</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">49,250</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>AP Core 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">7.166% (LIBOR01M &#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">13,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">12,312</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">11,887</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>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% - 3.975% (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">29,623</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">28,793</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">6.127% (LIBOR06M &#043; 3.250%) due&nbsp;10/18/2028 &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">3,440</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;07/14/2026 ~</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">9,724</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">8,805</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>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">4.739% (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">11,515</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">9,914</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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, 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">1.000% due 03/28/2026</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">21,515</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">18,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.500% (EUR003M &#043; 2.500%) 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">29,584</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">28,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.410% (LIBOR01M &#043; 2.250%) due&nbsp;04/07/2025 ~</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">1,067</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">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.500% (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">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">6,449</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>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">6.666% (LIBOR01M &#043; 5.000%) due&nbsp;08/02/2027 ~</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">5,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due 04/30/2027 &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">4,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,360</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 04/30/2027</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">24,285</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">23,981</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.150% - 6.063% (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">13,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,072</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Galderma</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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; 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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.590% (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">&nbsp;&nbsp;46,521</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">&nbsp;&nbsp;45,969</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">9.590% due 10/18/2027 &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">10,155</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">7,801</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.411% (LIBOR03M &#043; 5.000%) due&nbsp;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">6,269</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">5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.400% - 7.076% (LIBOR03M &#043; 5.000%) due 04/12/2028 ~</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">19,809</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">15,914</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>Intelsat Jackson Holdings SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/01/2029</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">13,762</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">12,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">7.416% (LIBOR01M &#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">1,700</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">1,636</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>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">6.825% (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">6,792</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">6,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">TBD% due 06/30/2026 &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">21,053</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">17,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">22,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,894</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">1.750% (LIBOR03M) due&nbsp;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">6,372</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">2,230</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="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>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">3.250% (EUR003M &#043; 3.250%) due&nbsp;03/15/2026 &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">12,290</FONT></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">12,676</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>Promotora de Informaciones SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;12/31/2026 ~</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">29,646</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">27,883</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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% (EUR003M &#043; 8.000%) due&nbsp;06/30/2027 ~</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">9,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.166% (LIBOR01M &#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">10,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.582% - 7.632% due&nbsp;01/29/2028</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">20,268</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.500% - 2.809% (LIBOR01M &#043; 1.300%) 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">13,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8.303% (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">11,014</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">10,968</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">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">18,259</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.320% (WIBOR03M &#043; 3.500%) due 07/02/2025 ~</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">5,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">&nbsp;&nbsp;26,332</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">&nbsp;&nbsp;26,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 1 SARL (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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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) 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">9,452</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">5,993</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 &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">53,210</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">34,293</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>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)<BR>due 12/29/2022 ~(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">1,736</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">1,813</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>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% - 6.739% (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">21,849</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>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">8.286% due 05/13/2027</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">39,453</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">34,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.416% (LIBOR01M &#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">35,553</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">31,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">2,281</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">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">1.750% (LIBOR12M &#043; 1.750%) due&nbsp;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">3,732</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">1,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.916% (LIBOR01M &#043; 2.250%) due&nbsp;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">9,848</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.916% (LIBOR01M &#043; 2.250%) due&nbsp;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">9,848</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">9,376</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.688% (LIBOR01M &#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">5,077</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">3,496</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>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">5.150% - 5.392% (LIBOR01M &#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">2,370</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">2,206</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>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">7.250% (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">8,261</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">6,810</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.666% (LIBOR01M &#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">6,154</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">5,784</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
$806,406)</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;695,249</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></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="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; 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>CORPORATE BONDS&nbsp;&amp; NOTES 48.2%</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; 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 11.6%</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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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">20,927</FONT></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">18,367</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,517</FONT></TD>
<TD NOWRAP VALIGN="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">3.625% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">5.375% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,000</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">3,737</FONT></TD>
<TD NOWRAP VALIGN="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">8.000% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,514</FONT></TD>
<TD NOWRAP VALIGN="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">1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,855</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,624</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(g)(h)(k)</FONT></P></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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">18.945% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.250%) due
07/08/2028 ~(k)</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,311</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>Corsair 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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 01/28/2027 &#149;</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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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></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">5.200% due 01/28/2029 &#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">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,077</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;(g)(h)(k)</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">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">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">7.125% due 07/29/2022 &#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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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:7pt">
<TD VALIGN="top"> <P STYLE=" 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;(g)(h)(k)</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">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">174</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,350</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">17,863</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.273% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 13.580%) due
03/01/2024 ~(k)</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">3,920</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">19.023% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.330%) due
03/01/2024 ~(k)</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">1,120</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></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>Hestia 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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 9.500%) due
04/22/2025 ~</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">2,347</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,330</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,030</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,410</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>Sanders 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; font-size:7pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">11.750%&nbsp;(T-BILL&nbsp;3MO&nbsp;&#043;</FONT> 11.750%)
due&nbsp;04/09/2029 ~</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">4,164</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,168</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,202</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,696</FONT></TD>
<TD NOWRAP VALIGN="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">6.500% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,904</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,786</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:7pt">
<TD VALIGN="top"> <P STYLE=" 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,000</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">18,393</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>VICI 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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,103</FONT></TD>
<TD NOWRAP VALIGN="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">4.500% 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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,106</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="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">5.750% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,100</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">4,849</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">8.500% due 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49,287</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,112</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">&nbsp;&nbsp;196,392</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 28.2%</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>Altice Financing SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size: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">5.750% 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,253</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,230</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,101</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,824</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,689</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,600</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">14,568</FONT></TD>
<TD NOWRAP VALIGN="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 03/15/2025 (k)</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">5,138</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">4,658</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>Carvana 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">10.250% due 05/01/2030 (k)</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">7,400</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,092</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>CGG SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size: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 04/01/2027 (k)</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">8,900</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">7,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">8.750% due 04/01/2027 (k)</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">25,253</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,519</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28,000</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">25,580</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 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">7,300</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,787</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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" 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">5,630</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,424</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>102</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>Endurance International Group 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">6.000% due 02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,810</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Foodco Bondco SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">7,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,398</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">4,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">3,125</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>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">5,356</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">4,354</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>Intelsat Jackson Holdings SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 03/15/2030 (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">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">40,483</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 02/15/2026 (b)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">14,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Market Bidco Finco 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 11/04/2027 (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">2,300</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">1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (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"></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>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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/15/2027 (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">4,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">6.625% 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">3,597</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">6.700% due 02/16/2032 (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">2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,818</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></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;42,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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;26,645</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>Petrorio Luxembourg Trading 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">2,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</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">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">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">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">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">4,008</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">3,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">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>Stagwell Global 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 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">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">1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 07/15/2030 (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">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">2,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">3,987</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 08/01/2026</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">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">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>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">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">17,429</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">15,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">7,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/29/2049 &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">27,334</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>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 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">16,627</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>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 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">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">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">11,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">14,000</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">11,268</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>Wesco Aircraft Holdings, Inc. (7.500% 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">10.500% due 11/15/2026 &laquo;(b)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82,647</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">78,434</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>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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51,680</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">41,746</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="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>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">5.500% due 03/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,712</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">1,249</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">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">389</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;474,628</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 8.4%</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>DTEK Finance PLC (3.500% 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">7.000% due 12/31/2027 (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">4,684</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">1,127</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">44,280</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>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">9,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">3.000% due 06/29/2027</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">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>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</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">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>Oi SA (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 (b)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,500</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">13,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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"></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">5,504</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">6,215</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">4.750% 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">16,446</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">19,756</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>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">10,227</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>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">&nbsp;&nbsp;16,099</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">13,982</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">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">3,350</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">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; ">
<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">142,274</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<BR>(Cost
$1,022,636)</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;813,294</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 2.5%</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 1.4%</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>Corestate Capital Holding SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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">1,990</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">21,350</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">23,340</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 1.1%</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>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">2,508</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>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)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">16,476</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">18,984</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<BR>(Cost
$53,906)</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>42,324</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 1.8%</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>PUERTO RICO 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" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Bonds, Series
2022</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2043</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">18,115</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">9,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 11/01/2051</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">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">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>Commonwealth of Puerto Rico General Obligation 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033 (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">3,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2033</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">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">2,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2035</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">2,649</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">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">4.000% due 07/01/2037</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">2,274</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">2,018</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">4.000% due 07/01/2041</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">2,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 Notes, 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/01/2024 (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">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">1,388</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="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">5.250% due 07/01/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,352</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">27,702</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: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">&nbsp;&nbsp;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">2,025</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<BR>(Cost
$33,532)</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;29,727</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 2.4%</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>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">24,249</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">3,154</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">3.000% 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">14,716</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">2,271</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">3.500% 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">16,465</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">2,464</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">27,919</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">6,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">4,269</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">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">3,188</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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">20,554</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">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">17,005</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">2,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">50,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">29,140</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">4,727</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,727</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">3,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">10,765</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">1,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.676% 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">2,140</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">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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.876% (US0001M &#043; 6.200%) due&nbsp;03/15/2043 ~(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">10,316</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">1,140</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.876% due 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">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">44</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&nbsp;$35,196)</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;39,609</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 47.3%</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>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">4.018% 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">4,414</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.424% 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">2,345</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">4.424% 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">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">7,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.374% (US0001M &#043; 3.050%) due&nbsp;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">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">1,005</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.724% 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">10,093</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>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">3.574% due 09/15/2032 &#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">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">5,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.481% 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">4,521</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">3,592</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">1.864% 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">3,691</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">3,074</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">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">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">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>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">3.811% 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">12,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.874% 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">4,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.715% 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">14,760</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.566% 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">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">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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.774% (US0001M &#043; 3.450%) due&nbsp;03/15/2036 ~(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">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">5,507</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.774% 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">7,125</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">6,835</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>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">4.962% 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">4,655</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>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">3.724% 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">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">7,296</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>103</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:13pt">

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

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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>BX Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.474% (US0001M &#043; 3.150%) due&nbsp;07/15/2034 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.574% 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">6,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.635% 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">1,207</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">3.917% due 12/15/2072 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,476</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">4.124% 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">8,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.045% 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">13,857</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>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">2.874% 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">4,674</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.718% due 06/15/2034 &#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">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">6,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.676% due 12/25/2041 &#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">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">3,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.830% 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">6,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.613% (US0001M &#043; 3.018%) due&nbsp;12/19/2030 ~(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">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">27,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.396% 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">6,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,544</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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">13,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">21,572</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.070% due 10/15/2043 &#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">5,133</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>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">5.025% 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">18,685</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">18,016</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.676% (SOFR30A &#043; 3.750%) due&nbsp;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">8,400</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">7,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/25/2042 &#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">3,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.426% due 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">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">18,976</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">9.426% due 02/25/2042 &#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">1,200</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">1,040</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.674% (US0001M &#043; 3.350%) due&nbsp;02/15/2038 ~(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">49,700</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">46,552</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>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">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">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>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">3.874% (US0001M &#043; 2.550%) due&nbsp;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">10,782</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">10,227</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">&nbsp;&nbsp;191,379</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">7,102</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">0.165% 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">168,490</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">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">3.596% due 12/25/2060 ~(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">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">&nbsp;&nbsp;28,815</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.074% 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">39,720</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">36,787</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>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">4.124% 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">10,378</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,782</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>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">4.474% 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">1,698</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">1,569</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>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">5.575% 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">12,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.904% 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">16,272</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">16,940</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>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">3.524% 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">956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.620% 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">4,942</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">3.970% 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">9,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.424% 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">24,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.174% 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">9,016</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>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">0.858% 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">9,047</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">7,549</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>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">3.524% (US0001M &#043; 2.200%) due&nbsp;11/15/2034 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,115</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"></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">3.744% due 12/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,067</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">4.474% 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">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">3,126</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.781% 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">3,578</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">3,522</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">25,166</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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (US0001M &#043; 2.250%) due 11/15/2034 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,683</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">3.917% 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">15,192</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">14,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.013% (US0001M &#043; 2.689%) due 04/15/2032 ~(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">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">6,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.990% due 07/25/2059 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">3,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.524% 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">18,961</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">18,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">16,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">5.374% (US0001M &#043; 3.750%) due 04/25/2038 ~(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">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">6,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.044% (US0001M &#043; 0.420%) 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">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">881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.556% 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">17,929</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">8,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">5,641</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">2,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">2,173</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">11.377% 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">5,547</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">4,548</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.209% 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">3,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.224% 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">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">16,777</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.974% (US0001M &#043; 3.650%) due 05/15/2038 ~(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">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">5,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4.600% (US0001M &#043; 3.480%) due 11/11/2034 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">4,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">37,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 07/15/2059 &#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">10,843</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">12,703</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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% (SONIO/N &#043; 4.500%) due 07/15/2059 ~</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">5,421</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">6,410</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">5.450% (SONIO/N &#043; 5.000%) due 07/15/2059 ~</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">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">12,998</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">6.450% (SONIO/N &#043; 6.000%) due 07/15/2059 ~</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">3,212</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">3,899</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>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">4.474% (US0001M &#043; 3.150%) due 07/15/2039 ~(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">9,492</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">5.224% (US0001M &#043; 3.900%) due 07/15/2039 ~(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">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">6,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,662</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3.354% (US0001M &#043; 2.030%) due 12/15/2033 ~(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">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">2,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.004% 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">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">4,607</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>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">1.286% due 07/25/2047 &#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">2,333</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">1,967</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.674% due 12/25/2045 &#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">11,447</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">10,232</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.494% 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">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">281</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 $858,230)</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;797,357</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 17.2%</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>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">1.874% due 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">23,884</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">18,321</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.209% 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">6,381</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">5,462</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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.854% (US0001M &#043; 0.230%) due&nbsp;05/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,096</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>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">2.035% 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">26,712</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">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>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">2.284% 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">6,305</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">5,631</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>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">3.724% 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">4,850</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>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">3,117</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1,602</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>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">840,370</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">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">0.940% (US0001M &#043; 0.140%) due&nbsp;08/02/2049 ~</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">29,910</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">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exeter Automobile 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 05/15/2031 &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">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">3,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 08/15/2031 &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">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">8,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 12/15/2033 &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">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">11,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.934% (US0001M &#043; 0.310%) due&nbsp;10/25/2036 ~(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">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">3,207</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>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">2.644% 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">3,130</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">2,919</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>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">2,495</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">15,460</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>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">1.794% due 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">7,572</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">5,244</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>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">7,771</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.329% (US0001M &#043; 0.705%) due&nbsp;11/25/2035 ~(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">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">9,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3,257</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">4,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">327,854</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">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">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">275,414</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">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.554% due 11/25/2058 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">10,571</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:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.597% due 04/25/2057 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">15,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">8,175</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">1.284% (US0003M &#043; 0.315%) due&nbsp;10/06/2042 ~</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">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">16,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.734% (US0001M &#043; 1.110%) due&nbsp;07/25/2035 ~(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">6,910</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">5,162</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.984% (US0001M &#043; 0.360%) 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">2,558</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">2,132</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>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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">8,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.864% due 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">3,874</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">2,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 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">2,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">7,939</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">3,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">2.124% due 03/25/2036 &#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">1,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.500% 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">1,232</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">946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 02/16/2055 &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">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">8,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 02/16/2055 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,592</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">4,519</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>104</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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>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">1.924% due 09/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,574</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>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">2.144% 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">6,696</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>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">1.824% due 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">5,954</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">4,212</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">1.864% 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">7,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.924% (US0001M &#043; 0.300%) due&nbsp;04/25/2036&nbsp;~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,334</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">17,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">0.962% 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">42,077</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">8,688</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.876% 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">49,750</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">11,459</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;$368,415)</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;290,312</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 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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">3,766</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">1.125% due 07/09/2035 &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">3,348</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">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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">&nbsp;&nbsp;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">10,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">1.000% due&nbsp;07/31/2035 &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">3,300</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">1,646</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">5.000% due&nbsp;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">13,009</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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">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>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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (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">3,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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">2,461</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Russia 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">5.100% due&nbsp;03/28/2035 ^(c)</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">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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;04/04/2042 ^(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">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">1,239</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>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&nbsp;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">35,201</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>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&nbsp;05/21/2029</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">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">2,648</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 $108,666)</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>78,307</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 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="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 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>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">656</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>Intelsat SA &laquo;(d)(i)</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">650,684</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">18,219</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">18,875</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: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="61%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid ; 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>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="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>NAC Aviation Restricted &laquo;(d)</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">382,916</FONT></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">9,056</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>Syniverse Holdings, Inc. &laquo;(d)(i)</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">&nbsp;&nbsp;5,921,230</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,803</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 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>Voyager Aviation Holdings
LLC&nbsp;&laquo;(d)</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">6,860</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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"></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">14,859</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 Common Stocks (Cost $54,634)</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;33,734</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>RIGHTS 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="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 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; 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>Intelsat Jackson Holdings
SA&nbsp;&laquo;(d)</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">68,143</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">324</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 Rights (Cost $0)</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>324</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 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="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 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"></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>Intelsat Jackson Holdings SA <FONT STYLE="white-space:nowrap">-</FONT>
Exp. 12/05/2025 &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">68,143</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 $0)</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>341</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 3.2%</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; 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 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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" 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 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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">820</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>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; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,671,275</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41,504</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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">&nbsp;&nbsp;42,324</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 0.7%</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; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-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">41,160</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">12,445</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 $79,382)</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>54,769</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></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"></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>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">14,064</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>Annaly Capital Management,&nbsp;Inc.</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">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">14,409</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 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>KKR Real Estate Finance Trust,&nbsp;Inc.</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">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">18,883</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">7,692</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;$65,676)</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;55,048</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 11.3%</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>REPURCHASE AGREEMENTS (j) 6.3%</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 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">105,400</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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 5.0%</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">0.715% due 07/19/2022 - 07/26/2022 (e)(f)(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">84,100</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">84,043</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 $189,460)</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>189,443</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 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&nbsp;$3,676,139)</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>3,119,838</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 185.1%<BR>(Cost&nbsp;$3,676,139)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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>3,119,838</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="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)(m) 0.0%</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, net $(6,113))</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>36</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 (85.1)%</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;(1,435,367</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: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>1,684,507</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 funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments. </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>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>(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>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>(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 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>(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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>105</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:13pt">

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="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 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;&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>Acquisition<BR>Date</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>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">Intelsat SA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">01/29/2021&nbsp;-&nbsp;03/09/2021</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,219</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">1.08</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">Syniverse Holdings, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/12/2022</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">5,803</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,803</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.34</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;&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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="7" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;44,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.42</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">&nbsp;</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>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="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:75%; 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">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">1.490</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">06/30/2022</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">07/01/2022</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">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;105,400</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 0.875% - 1.500% <FONT STYLE="white-space:nowrap">due&nbsp;01/31/2024&nbsp;-&nbsp;02/29/2024</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(108,779</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">105,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">105,404</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(108,779</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;105,400</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;105,404</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"></TD>
<TD VALIGN="bottom"></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="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></TD>
<TD></TD>
<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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:75%; 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="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>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">1.980</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">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">09/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD 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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.880</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">&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">09/12/2022</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">(16,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,964</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.370</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">06/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(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">03/23/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,533</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">(1,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">04/28/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/28/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">05/05/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/04/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(49,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(52,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/09/2022</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">08/08/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,790</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">(2,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">06/24/2022</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">07/25/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,827</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">(1,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">05/11/2022</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">08/17/2022</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">(3,244</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">(3,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.170</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2022</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">08/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD 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">(14,193</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">(14,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.220</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/14/2022</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">(1,271</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">(1,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.250</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">04/14/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/16/2022</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">(17,970</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">(18,019</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/23/2022</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">09/23/2022</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">(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">(841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.420</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">04/22/2022</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">09/23/2022</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">(4,080</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.430</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">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">09/22/2022</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">(4,626</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">(4,645</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">1.430</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">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">09/23/2022</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">(3,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.430</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">04/29/2022</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">09/23/2022</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">(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">(470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.450</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">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">09/08/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(41,658</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(41,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.600</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">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">07/07/2022</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">(7,500</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">(7,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.650</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">05/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/02/2022</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">(5,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.650</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/02/2022</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">(1,697</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/24/2022</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">09/26/2022</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">(2,628</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,640</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.680</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">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">07/22/2022</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">(21,721</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.750</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">04/25/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/27/2022</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">(2,120</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">(2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.830</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2022</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">(17,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.920</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">06/16/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.950</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">05/31/2022</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">08/31/2022</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">(1,532</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">(1,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.970</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">06/02/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/01/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,224</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">(8,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">1.990</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">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">10/27/2022</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">(2,464</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">(2,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.000</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">06/06/2022</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">09/02/2022</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">(12,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.270</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">05/16/2022</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">08/17/2022</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">(2,621</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">(2,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.300</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">05/24/2022</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">08/24/2022</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">(52,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(52,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.450</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">06/09/2022</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">12/09/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(36,837</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">(36,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.480</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(3,165</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">(3,168</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">2.530</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">06/16/2022</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">09/16/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.540</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">06/17/2022</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/19/2022</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">(8,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">2.610</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">06/24/2022</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">09/26/2022</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">(5,106</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">(5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">2.760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/01/2022</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">(5,734</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">(5,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">05/23/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(1.000</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">01/10/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,252</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">(1,309</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">(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">06/17/2022</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"><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:75%; vertical-align:top">(3)</SUP>&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">(5,417</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">(5,415</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/31/2022</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">08/04/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(26,834</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">(26,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">07/06/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,454</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">(8,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">1.027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/31/2022</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">08/04/2022</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,249</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">(3,263</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>106</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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>

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

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

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

<TR STYLE="page-break-inside:avoid ; 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:75%; 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="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>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">1.610</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">04/06/2022</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">07/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,083</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">1.875</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">04/27/2022</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">08/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">05/06/2022</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">08/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/24/2022</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">08/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,221</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">2.050</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">05/06/2022</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">08/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,710</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">(15,760</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.100</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">06/13/2022</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">09/14/2022</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">(17,424</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">(17,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">06/21/2022</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">07/22/2022</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">(14,459</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">(14,468</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">2.440</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">06/16/2022</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">09/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,201</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">(8,209</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">09/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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">2.963</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">06/24/2022</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">09/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,022</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"> <P STYLE=" 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">2.110</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">04/29/2022</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">10/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(74,348</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">(74,462</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.110</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">05/12/2022</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">09/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35,667</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">(35,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.110</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">06/03/2022</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">10/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,348</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">(15,368</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"> <P STYLE=" 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">(0.400</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">06/24/2022</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">07/25/2022</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">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">(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">(935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(11,390</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">(11,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/12/2022</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">(73,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(73,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</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">02/16/2022</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">08/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">06/16/2022</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">09/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,760</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">(6,767</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"> <P STYLE=" 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">(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">05/11/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">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">(2,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">0.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">09/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(6,126</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">(6,144</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">1.610</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">06/28/2022</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">08/05/2022</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">(4,158</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">(4,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/06/2022</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">08/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(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">(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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(5.500</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">07/01/2021</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:75%; vertical-align:top">(3)</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">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">(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">(2,442</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:8pt">
<TD VALIGN="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">05/19/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(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">(142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="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">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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(9,000</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">(9,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(20,360</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">(21,334</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:8pt">
<TD VALIGN="top"></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:75%; vertical-align:top">(3)</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">(7,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,643</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:8pt">
<TD VALIGN="top"></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">04/19/2022</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">07/19/2022</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">(7,173</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">(7,512</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;</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">04/25/2022</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">07/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></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">05/10/2022</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">08/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,007</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">(1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</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">10/25/2021</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:75%; vertical-align:top">(3)</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">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">(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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.620</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">04/14/2022</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">07/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(11,159</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">(11,198</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.830</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">05/06/2022</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">08/05/2022</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">(22,190</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">(22,253</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">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">06/17/2022</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">07/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,877</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">(16,890</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">2.050</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">05/17/2022</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">08/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,112</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">(27,181</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">2.050</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">06/17/2022</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">07/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,934</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.140</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">06/06/2022</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">09/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,053</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.190</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">06/06/2022</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">09/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(55,260</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">(55,344</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"> <P STYLE=" 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">5.300</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">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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">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">&nbsp;&nbsp;&nbsp;&nbsp;(584,110</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">(36,875</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(5.500</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">04/06/2022</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">07/08/2022</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">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">(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">(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">(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">04/06/2022</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">07/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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>
<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>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</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">03/08/2022</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">09/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(28,143</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">(28,246</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.630</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">05/19/2022</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">08/16/2022</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">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,158</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">(11,170</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.800</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP>&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">(3,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,214</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">(1,215</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.340</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(14,268</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">(14,281</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">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">06/09/2022</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">07/05/2022</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">(9,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">0.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,065</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">2.300</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">05/17/2022</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">08/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,312</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1.400</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">06/06/2022</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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,359</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.800</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">06/28/2022</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">07/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,280</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">(5,280</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"> <P STYLE=" 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">2.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">01/05/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,505</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">(10,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.320</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">04/01/2022</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">07/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,391</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.330</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">06/21/2022</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">09/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,655</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">(4,657</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">2.450</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">05/09/2022</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">08/12/2022</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">(18,937</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">(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">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">07/01/2022</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">10/03/2022</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">(17,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,557</FONT></TD>
<TD NOWRAP VALIGN="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">(0.420</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">04/19/2022</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">07/19/2022</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">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">(2,730</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">(2,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.180</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">06/24/2022</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">07/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&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">(20,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,318</FONT></TD>
<TD NOWRAP VALIGN="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">1.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/28/2022</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">(33,372</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">(33,521</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">1.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2022</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">08/12/2022</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">(3,217</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">(3,218</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/02/2022</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">08/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/13/2022</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">08/12/2022</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">(3,710</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">(3,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/13/2022</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">08/12/2022</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">(18,084</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">(18,135</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">2.098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/17/2022</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">08/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,966</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">2.283</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">06/03/2022</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">09/07/2022</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">(7,169</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">(7,182</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">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">06/22/2022</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">09/22/2022</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">(13,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,634</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"> <P STYLE=" 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">1.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,214</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">(1,215</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(1,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,627</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>107</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:13pt">

<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></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></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>

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

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

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

<TR STYLE="page-break-inside:avoid ; 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:75%; 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="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>Amount<BR>Borrowed<SUP
STYLE="font-size:75%; vertical-align:top">(2)</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" 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">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">(0.430</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">04/25/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">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">(1,186</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">(1,242</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:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.350</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">06/29/2022</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">07/14/2022</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">(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">(4,108</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"></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"><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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(55,323</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">(55,462</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">1.700</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">05/12/2022</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">08/12/2022</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">(40,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(40,139</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"></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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(4,589</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">(4,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.850</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">06/24/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.900</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">06/17/2022</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">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(3)</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">(19,888</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">(19,903</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">2.300</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">06/02/2022</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">09/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,878</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">(11,900</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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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"></TD>
<TD VALIGN="bottom"></TD>
<TD 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;(1,519,868</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"></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 June&nbsp;30, 2022: </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="42%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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:75%; 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:75%; 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">(16,499</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,499</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(20,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,757</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,213</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"> <P STYLE=" 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">(368,721</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(368,721</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">433,159</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">&nbsp;&nbsp;&nbsp;&nbsp;64,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(183,252</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(183,252</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">218,434</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">35,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(125,566</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(125,566</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">142,492</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">16,926</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:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(91,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(91,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">111,713</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,621</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">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">(6,767</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,767</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,075</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">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">(10,892</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">(10,892</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">12,101</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">1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(202,561</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(202,561</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">&nbsp;&nbsp;&nbsp;&nbsp;243,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,998</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"> <P STYLE=" 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">105,404</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">(36,875</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">68,529</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">(70,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">(40,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(40,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46,383</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">6,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(28,048</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">(28,048</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">32,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,879</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"> <P STYLE=" 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,377</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,377</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">25,483</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">5,106</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:1.00em; 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">(25,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(25,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,530</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">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(71,112</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(71,112</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">63,246</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">(7,866</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: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">(23,176</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23,176</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,495</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"> <P STYLE=" 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">(103,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(103,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">130,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(2,842</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,842</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,102</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">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(138,961</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(138,961</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">154,288</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,327</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;105,404</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,519,868</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="51%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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">(74,847</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(355,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(229,700</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">(659,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(19,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,281</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">(40,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(40,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(40,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(199,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(348,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(547,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">(15,485</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">(84,850</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">(5,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(106,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">(34,682</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">(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">(38,090</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(76,170</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;(19,391</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(324,589</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(870,513</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(287,818</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(1,502,311</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:75%; vertical-align:top">(5)</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;(1,502,311</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="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></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 $1,740,501 and cash of $22,121 have been
pledged as collateral under the terms of the above master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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 June&nbsp;30, 2022 was
$(1,696,224) at a weighted average interest rate of 0.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. </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></TD></TR>
<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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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>108</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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:75%; 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:75%; 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>
<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:75%; 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">Unsettled reverse repurchase agreements liability of $(17,557) is outstanding at period end.
</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:75%; 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 VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
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<TD VALIGN="bottom"></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" 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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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:75%; 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:75%; 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">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" ALIGN="right"><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">06/20/2024</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">7.828</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">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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" ALIGN="right"><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">06/20/2025</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">8.463</FONT></TD>
<TD NOWRAP VALIGN="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">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">(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;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">Ford Motor Credit Co. 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">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">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">06/20/2027</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">4.319</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"></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">15,400</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">1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,164</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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" ALIGN="right"><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">9.623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">1,000</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">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">(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">(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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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" ALIGN="right"><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">9.833</FONT></TD>
<TD NOWRAP VALIGN="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">13,300</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">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">(2,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,154</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">(251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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" ALIGN="right"><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">06/20/2027</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">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"></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">3,100</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">(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">(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">(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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" ALIGN="right"><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">3.940</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"></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">3,700</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">(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">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">(361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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" ALIGN="right"><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">4.096</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"></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">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;(1,384</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">(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">(2,098</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,101</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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;(550</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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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="29%"></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="2%"></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="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&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="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;&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;</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;</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">Receive<SUP STYLE="font-size:75%; 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" 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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay<SUP STYLE="font-size:75%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">91,700</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">&nbsp;&nbsp;&nbsp;&nbsp;(6,758</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"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,499</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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" 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">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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">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">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">12.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">3,100</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;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.690</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.740</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.750</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.900</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">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">10,700</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;&nbsp;</TD>
<TD VALIGN="bottom"><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">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12.930</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">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">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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.939</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">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">5,300</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;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.946</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">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">13,400</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">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">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;</TD>
<TD VALIGN="bottom"><FONT 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</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">12.960</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">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">10,700</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;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">12.970</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">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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">(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">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">11.140</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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"> <P STYLE=" 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">11.160</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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"> <P STYLE=" 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">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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,200</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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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"> <P STYLE=" 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">12.080</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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">12.140</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT 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"> <P STYLE=" 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">12.145</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">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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT 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"> <P STYLE=" 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">12.160</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"><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">01/02/2025</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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"> <P STYLE=" 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">6.990</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;318,400</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(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">&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">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">11.220</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><FONT 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"> <P STYLE=" 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">11.245</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">11.260</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">11.700</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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">11.715</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">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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT 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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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"> <P STYLE=" 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">11.870</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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">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">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">12.015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">01/04/2027</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">124,200</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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">0.250</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"><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">06/16/2023</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" 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">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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,156</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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">06/16/2026</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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">474,100</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">(8,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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;(37,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(45,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;2,214</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">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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">06/16/2031</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">12/15/2031</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">&nbsp;</TD>
<TD VALIGN="bottom"><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;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,147</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"><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">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">1.700</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">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">02/01/2052</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">&nbsp;</TD>
<TD VALIGN="bottom"><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">(2,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,966</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(1,766</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">

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<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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>109</B></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:13pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></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></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="28%"></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="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></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></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&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;&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;&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 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;</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<SUP STYLE="font-size:75%; 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 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">09/21/2032</FONT></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">56,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">(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"> <P STYLE=" 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">109,600</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</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">(182</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">(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">&nbsp;&nbsp;&nbsp;&nbsp;238,900</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">(10</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">(369</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">(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">(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">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">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">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">04/03/2024</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">41,000</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;&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;&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;</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"> <P STYLE=" 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">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">8.660</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">04/04/2024</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">17,100</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">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</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">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">8.750</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">04/05/2024</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">10,200</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">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>
<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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">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">8.410</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">03/31/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD 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>
<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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">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">8.730</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">04/06/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD 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>
<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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">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">7.495</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">01/14/2032</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">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">9</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>
<TD VALIGN="bottom">&nbsp;&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">(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">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">7.498</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">01/15/2032</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">8,700</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">36</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</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">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">(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"> <P STYLE=" 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">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">8.732</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">03/30/2032</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">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">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>
<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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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"> <P STYLE=" 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">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">8.701</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">03/31/2032</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">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">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</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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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="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;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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="18" 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">(6,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,995</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;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; 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="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"> <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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,053</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(9,540</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(15,593</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,410</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;(4,545</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">&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;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<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 June&nbsp;30, 2022: </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="52%"></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"> <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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,410</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,410</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"><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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,545)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,545)</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 $42,012 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2022.</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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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>(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>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="35%"></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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be Delivered</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="4" 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>Currency to<BR>be Received</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>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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">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">1,808</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" 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">27,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">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">1,615</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" 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">1,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">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">40,796</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,239</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">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">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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,411</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" 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">22,173</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">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">(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;&nbsp;</TD>
<TD VALIGN="bottom"><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">4,553</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" 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">3,739</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">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">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">10,149</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" 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">149,460,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">20,351</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" 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">413,124</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">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">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">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" 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">24,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;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></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">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">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">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">60,753</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" 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">2,936</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;</TD>
<TD VALIGN="bottom"><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></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">60,503</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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" 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">1,722</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">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">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" 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">6,106</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">(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"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">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">5,292,924</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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">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">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></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">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">14,113</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">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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></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>110</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="32%"></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"> <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;&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>Settlement<BR>Month</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="4" 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>Currency to<BR>be Delivered</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="4" 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>Currency to<BR>be Received</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"><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"></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">1,398</FONT></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">22,377</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">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">(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: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">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">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">60,503</FONT></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">2,966</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">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">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">4,054</FONT></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">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">(83</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">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">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">5,823,420</FONT></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">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">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="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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,551</FONT></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">7,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(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: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">2,125</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">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">31,258,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">02/2023</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">483</FONT></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">8,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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="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">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">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">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">22,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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">80,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,921</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">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">(1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></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">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,684</FONT></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">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">(1,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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">1,479</FONT></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">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">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">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">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">93,490</FONT></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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,617</FONT></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">17,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">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">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">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">2,095</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">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 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">956</FONT></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">3,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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 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">2,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&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"></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"></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">1,476</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">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">04/2023</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">2,223</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">8,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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">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">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">1,502</FONT></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">1,172</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">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">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">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">72,025</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">76,191</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">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">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" 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">11,347,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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>
<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"><FONT COLOR="#333333">&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">$1,395</FONT></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">1,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 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">1,195</FONT></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">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">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</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">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">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">964</FONT></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">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">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 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">$1,063</FONT></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">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">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></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">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">2,257</FONT></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">34,890</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">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">(127</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">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">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">22,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$22,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126,095</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">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></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">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">51,703</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">64,534</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">1,548</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></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">$22,405</FONT></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">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">(281</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">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">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">61,789</FONT></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">2,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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">(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: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">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">28,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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">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">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">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">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></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">$5,086</FONT></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">4,821</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">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">(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: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">1,133</FONT></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">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</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">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">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">747</FONT></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">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">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">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">1,256</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">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">$932</FONT></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">15,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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 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;5,651</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;(4,239</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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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>
</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:75%; 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="37%"></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" 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>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>June&nbsp;30,
2022<SUP STYLE="font-size:75%; 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:75%; 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:75%; 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;&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">BYL</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">Banca Monte Dei Paschi Di</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">06/20/2024</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">7.198%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(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"></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></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 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="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="18%"></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" 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>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:75%; 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" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financing<BR>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="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"><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">BOA</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:75%; 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" ALIGN="center"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow" ALIGN="center"><FONT COLOR="#333333">1.044%</FONT></P></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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/20/2023</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">(2</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>
<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">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:75%; 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" ALIGN="center"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow" ALIGN="center"><FONT COLOR="#333333">1.044%</FONT></P></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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/20/2022</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">2,000</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">(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">(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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(84</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>
<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:75%; 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" ALIGN="center"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow" ALIGN="center"><FONT COLOR="#333333">1.044%</FONT></P></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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/20/2022</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">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">(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">(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</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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"></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 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">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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="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 COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD 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="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"><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;(60</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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(181</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</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;(241</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="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"></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>
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</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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>111</B></FONT></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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<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></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 June&nbsp;30, 2022: </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&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" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">1,028</FONT></TD>
<TD NOWRAP VALIGN="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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</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">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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">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">(75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-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">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>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(217</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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;</TD>
<TD VALIGN="bottom"><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">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-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>
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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>
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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>
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<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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">1,609</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>
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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">1,609</FONT></TD>
<TD NOWRAP VALIGN="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">(2,641</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>
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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">(2,641</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"><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;(1,032</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">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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>
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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;</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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">(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">(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">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">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">513</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>
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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">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"></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">(22</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>
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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">(22</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">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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(470</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">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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>
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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>
<TD NOWRAP VALIGN="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">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;(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"> <P STYLE=" 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">2,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,486</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"></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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">2,205</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"><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;(2,430</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">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">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>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">(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="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;5,651</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;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>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;5,651</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,239</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;(241</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;(4,480</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>(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 $1,854 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30, 2022. </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:75%; 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:75%; 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:75%; 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:75%; 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:75%; 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>
<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:75%; 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 derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial
Statements for more 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 June&nbsp;30, 2022: </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="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:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,410</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 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:75%; 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">5,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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">5,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,651</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;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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;5,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,061</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>112</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO CLOSED-END 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:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="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 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>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" 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">Swap Agreements<SUP STYLE="font-size:75%; 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">&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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,545</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:75%; 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">&nbsp;&nbsp;&nbsp;&nbsp;4,239</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">4,239</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"> <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:75%; 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">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">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">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</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></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">78</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">4,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,480</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">628</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">4,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,025</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; 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 June&nbsp;30, 2022: </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:75%; 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:75%; 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">5,116</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">(18,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,453</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">5,116</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,403</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:75%; 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">56,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56,286</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: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:75%; 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">(1,800</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,031</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">(769</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;(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">55,517</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">3,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="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;56,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42,114</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">Futures<SUP STYLE="font-size:75%; 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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:75%; 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">(8,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,127</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">(8,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,120</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="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:75%; 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">(9,533</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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:75%; 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">(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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,377</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">(1,399</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,533</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,932</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">(8,076</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,533</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,812</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 June<B></B>&nbsp;30, 2022 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="48%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>06/30/2022</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">476,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">219,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">695,249</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" 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">196,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">196,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">368,860</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;105,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">474,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">142,274</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">142,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">23,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">18,984</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">27,702</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">27,702</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">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">2,025</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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></TR>
<TR BGCOLOR="#cceeff" 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">39,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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;796,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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;797,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">238,828</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">51,484</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">290,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">&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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,307</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,307</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>06/30/2022</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">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">Financials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,875</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: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">&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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">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">14,859</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">14,859</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" 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">Rights</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">Financials</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">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">324</FONT></TD>
<TD NOWRAP VALIGN="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="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 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">Financials</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">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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="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">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">Banking&nbsp;&amp; Finance</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">42,324</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">42,324</FONT></TD>
<TD NOWRAP VALIGN="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">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">12,445</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">12,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">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">Financials</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">55,048</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">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">55,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">105,400</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">105,400</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: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">84,043</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;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84,043</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;55,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,640,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;423,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,119,838</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="91%"></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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>113</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:13pt">

<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></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></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">

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


<TR>

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

<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>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>06/30/2022</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"><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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">5,651</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">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">5,651</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">&nbsp;&nbsp;&nbsp;&nbsp;9,061</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">9,061</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">(4,545</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">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">(4,545</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: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>06/30/2022</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: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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,480</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">(4,480</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">(9,025</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">(9,025</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">36</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">36</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;55,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,640,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;423,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,119,874</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 June&nbsp;30, 2022: </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"></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<SUP STYLE="font-size:75%; 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" 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:75%; 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;06/30/2022</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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>06/30/2022<SUP
STYLE="font-size:75%; 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">209,023</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(63,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,098</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(34,729</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,352</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">219,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">5,171</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">(4,134</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">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">(1,229</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="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">85,998</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,564</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">27,847</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">105,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,564</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" 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"><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">(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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" 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">41,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,729</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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,279</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">51,484</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">(20,729</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" 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 BGCOLOR="#cceeff" STYLE="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">38,680</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,461</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,219</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">(20,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">14,859</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,859</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">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" 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">Rights</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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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 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">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">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">(344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,445</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">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(344</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 BGCOLOR="#cceeff" 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;395,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(69,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,290</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(83,577</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;71,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(21,352</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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;423,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(77,047</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="32%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></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></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;06/30/2022</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;</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" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="10" 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="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px 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 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">79,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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"><FONT STYLE="white-space:nowrap">3.584-8.230</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">5.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">18,977</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">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"></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">34.500-84.025</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">80.665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-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">6,449</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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(2)</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;</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">&nbsp;&nbsp;&nbsp;&nbsp;42,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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">42.500-65.125</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">60.891</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">71,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><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">35.000-98.875</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">91.109</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" 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 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">78,434</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">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">12.080</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>
<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">27,334</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">Reference Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Weighted 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">42.864</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>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" 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">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(2)</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;</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">5,613</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">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"><FONT STYLE="white-space:nowrap">12.000-14.000</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">13.111</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;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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">63.672-178,622.000</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">73,652.299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial 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">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">18,219</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">Indicative&nbsp;Market&nbsp;Quotation</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">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 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">9,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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 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">23.650</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>
<TR 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">5,803</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"><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">Purchase Price</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">0.980</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>
<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">Rights</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">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">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(2)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " 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 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;</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">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">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">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:75%; vertical-align:top">(2)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " 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 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;</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="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>114</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END 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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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="31%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></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></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>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;06/30/2022</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" 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" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="10" 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="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Input Value(s)</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" 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 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: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">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Comparable Companies/<BR>Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Book&nbsp;Value&nbsp;Multiple/<BR>Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><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">0.260/21.660</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;</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;423,265</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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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"></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:75%; 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 June&nbsp;30, 2022 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:75%; 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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>115</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="tx296860_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"></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Strategic Income Fund, Inc., PIMCO Access Income Fund, 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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Access 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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="71%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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, 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:75%; 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, 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, 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 Access 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; ">October&nbsp;8, 2021</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 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,&nbsp;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 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">PIMCO Access Income Fund (the
&#147;Fund&#148;) is a newly organized, non-diversified, limited term, closed-end management investment company with limited operating history registered under the Act. The Fund sold 43,300,000 common shares in its initial public offering at $20.00
per share. An additional 6,491,061 shares were issued in connection with the underwriter&#146;s over-allotment option. PIMCO, and not the Fund, agreed to pay, from its own assets, compensation to the underwriters and certain dealers in connection
with the initial public offering, as well as all of the Fund&#146;s organizational expenses and offering costs associated with the initial public offering. The Fund is not obligated to repay any such compensation, organizational expenses or offering
costs paid by PIMCO. The Fund has a limited term and intends to terminate as of the first business day following the twelfth anniversary of the effective date of the Fund&#146;s initial registration statement, which the Fund currently expects to
occur on or about January 27, 2034 (the &#147;Dissolution Date&#148;); provided that the Fund&#146;s board of trustees (the &#147;Board&#148;) may, by a vote of a majority of the Board and seventy-five percent (75%) of the Continuing Trustees, as
defined below (a &#147;Board Action Vote&#148;), without shareholder approval, extend the Dissolution Date (i) once for up to one year, and (ii) once for up to an additional six months, to a date up to and including eighteen months after the initial
Dissolution Date, which date shall then become the Dissolution Date. Each holder of common shares (&#147;Common Shareholder&#148;) would be paid a pro rata portion of the Fund&#146;s net assets upon termination of the Fund.
</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 Board may, by a Board Action Vote, cause the Fund to conduct a tender offer, as of a date
within twelve months preceding the Dissolution Date (as may be extended as described above), to all Common Shareholders to purchase 100% of the then outstanding common shares of the Fund at a price equal to the net asset value per common share on
the expiration date of the tender offer (an &#147;Eligible Tender Offer&#148;). The Board has established that the Fund must have at least $200 million of net assets immediately following the completion of an Eligible Tender Offer to ensure the
continued viability of 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 COLOR="#333333">The Fund seeks to
achieve its investment objectives by utilizing a dynamic asset allocation strategy among multiple sectors in the global public and private credit markets, including corporate debt, mortgage-related and other asset-backed instruments, government and
sovereign debt, taxable municipal bonds and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers and real estate-related investments (such real estate-related
investments, collectively, &#147;real estate investments&#148;). The Fund may invest without limitation in investment grade debt securities and below investment grade debt securities (commonly referred to as &#147;high yield&#148; securities or
&#147;junk bonds&#148;), including securities of stressed, distressed or defaulted 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">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
</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>

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

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<TD></TD>

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

<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="bottom"><B>116</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">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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">
recorded as soon as a Fund is informed of the <FONT STYLE="white-space:nowrap">ex-dividend</FONT> date. Interest income, adjusted for the accretion of discounts and amortization of premiums, is
recorded on the accrual basis from settlement date, with the exception of securities with a forward starting effective date, where interest income is recorded on the accrual basis from effective date. For convertible securities, premiums
attributable to the conversion feature are not amortized. Estimated tax liabilities on certain foreign securities are recorded on an accrual basis and are reflected as components of interest income or net change in unrealized appreciation
(depreciation) on investments on the Statements of Operations, as appropriate. Tax liabilities realized as a result of such security sales are reflected as a component of net realized gain (loss) on investments on the Statements of Operations.
Paydown gains (losses) on mortgage-related and other asset-backed securities, if any, are recorded as components of interest income on the Statements of Operations. Income or short-term capital gain distributions received from registered investment
companies, if any, are recorded as dividend income. Long-term capital gain distributions received from registered investment companies, if any, are recorded as realized gains. </FONT></P>
<P STYLE="margin-top: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
</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 Statements of Operations. Net unrealized foreign exchange gains (losses) arising from changes in foreign exchange rates on foreign denominated assets and liabilities other than investments in
securities held at the end of the reporting period are included in net change in unrealized appreciation (depreciation) on foreign currency assets and liabilities on the Statements of Operations. </FONT></P>
<P STYLE="margin-top: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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="69%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="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">&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>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>
<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"><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:75%; 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">
<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 Access 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 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 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:75%; 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:75%; 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">As of the end of the fiscal year, none of the Funds were in default on long-term debt or had any accumulated dividend in arrears.
</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 current, distributable income, even if such strategies could potentially result in declines in the Fund&#146;s NAV. A Fund&#146;s income and gain generating strategies, including
certain derivatives strategies, may generate current income and gains taxable as ordinary income
</FONT></P></div><div style="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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>117</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">

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

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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></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">
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
</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">
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. For comparability purposes, certain prior year figures reported
in the Financial Highlights have been retrospectively adjusted to conform to current year presentation in the following table.
</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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="49%"></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="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"><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<BR>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 Investment</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 #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">6/30/2018</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 #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" 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 #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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" 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 #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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" 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 #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; ">6.39</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; ">755</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><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
</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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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="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 CLOSED-END FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE>
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 <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&nbsp;&nbsp;</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">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. ASU <FONT STYLE="white-space:nowrap">2020-04</FONT> is effective for certain reference rate-related contract modifications that occur during the period March&nbsp;12, 2020 through December&nbsp;31, 2022. In March 2021, the
administrator for LIBOR announced the extension of the publication of a majority of the USD LIBOR settings to June&nbsp;30, 2023. Management is continuously evaluating the potential effect a discontinuation of LIBOR could have on the Funds&#146;
investments and has determined that it is unlikely the ASU&#146;s adoption will have a material impact on the Funds&#146; 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 that was applicable to the
Funds as of the date of this report. Subject to certain exceptions, the rule requires funds that trade derivatives and other transactions that create future payment or delivery obligations to comply with a <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">value-at-risk</FONT></FONT> leverage limit and certain derivatives risk management program and reporting requirements. The rule went into effect on February&nbsp;19, 2021. The compliance date for the new rule and the
associated recordkeeping requirements is August&nbsp;19, 2022. 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&nbsp;19, 2021, and the compliance date for the rule was January&nbsp;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 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
</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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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 compliance date for the new rule and the associated recordkeeping requirements is September&nbsp;8, 2022. 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></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</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">
<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, 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
</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">
value, which is intended to approximate market value. In valuing a senior secured floating rate loan at fair value, the factors considered may include, but are not limited to, the following:
(a)&nbsp;the creditworthiness of the borrower and any intermediate participants, (b)&nbsp;the terms of the loan, (c)&nbsp;recent prices in the market for similar loans, if any, and (d)&nbsp;recent prices in the market for instruments of similar
quality, rate, period until next interest rate reset and maturity. </FONT></P> <P STYLE="margin-top: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
</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>
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<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; ">June&nbsp;30,&nbsp;2022</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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market in which they are traded, but rather may be priced by another method that the Board or persons acting at their direction believe reflects fair value. Fair valuation may require subjective
determinations about the value of a security. While the Funds&#146; policy is intended to result in a calculation of a Fund&#146;s NAV that fairly reflects security values as of the time of pricing, a Fund cannot ensure that fair values determined
by the Board or persons acting at their direction would accurately reflect the price that a Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices
used by a Fund may differ from the value that would be realized if the securities were sold. </FONT></P> <P STYLE="margin-top: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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<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:75%; 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:75%; 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:75%; 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">Transfers from Level 1 to Level 3 are a result of a change from the use of an exchange traded price or a trade price on the initial purchase
date (Level 1) to the use of a valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market based data (Level 3). Assets or liabilities categorized as Level&nbsp;2 or 3 as of period end have been
transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing 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
</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">
valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level&nbsp;3 to Level&nbsp;2 are a result
of the availability of current and reliable market-based data provided by Pricing Services or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and
out of Level&nbsp;3, if material, are disclosed in the Notes to Schedule of Investments for each respective Fund. </FONT></P> <P STYLE="margin-top: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 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 1,
Level 2 and Level 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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<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>ANNUAL&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; ">JUNE&nbsp;30,&nbsp;2022</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>121</B></FONT></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">Mortgage-related and asset-backed securities are usually issued as separate tranches, or
classes, of securities within each deal. These securities are also normally valued by Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these
securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities
that use similar valuation techniques and inputs as described above are categorized as Level&nbsp;2 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top: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">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 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,
</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">
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 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, LIBOR forward rate, interest rates, yield curves and credit spreads. These securities 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">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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>122</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</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">
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> <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></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 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 market-derived 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">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>
 <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">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></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 June&nbsp;30, 2022 (amounts in thousands<SUP STYLE="font-size:75%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>, except number of 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>
<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:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Security 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>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 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 06/30/2022</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;06/30/2022</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>
<TD HEIGHT="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">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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;17,111</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;57,117</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;(78,566</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;6,102</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,764</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "> 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; ">&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>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="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">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; ">20,120</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; ">13,512</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;70,568</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;104,200</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>
<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">Not affiliated at June&nbsp;30, 2022. </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">Not affiliated at June&nbsp;30, 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">
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<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.
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 <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
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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.
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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</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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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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> <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 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
</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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structured loans. The Funds may acquire direct interests in loans through primary loan distributions and/or in private transactions. In the case of subordinated loans, there may be significant
indebtedness ranking ahead of the borrower&#146;s obligation to the holder of such a loan, including in the event of the borrower&#146;s insolvency. Mezzanine loans are typically secured by a pledge of an equity interest in the mortgage borrower
that owns the real estate rather than an interest in a&nbsp;mortgage. </FONT></P> <P STYLE="margin-top: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 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
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<TD VALIGN="bottom"><B>124</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</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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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 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
</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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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 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&nbsp;REPORT</B></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</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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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
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
</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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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 June&nbsp;30, 2022, 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 (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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>126</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE>
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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 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
</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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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 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>127</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: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 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
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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 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE>
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 <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:75%; 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:75%; 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 specified price and time. The primary risks associated with the use of futures contracts are the
imperfect correlation between the change in
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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 Liabilities and subsequently marked to market to reflect the current
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</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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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 Funds</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;use a specified exchange-traded fund as the underlying
instrument for the option contract. A Fund may write or purchase options to enhance returns or to hedge an existing position or future investment. </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&nbsp;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></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">Centrally Cleared Swaps are marked to market daily based upon valuations as determined from
the underlying contract or in accordance with the requirements of the central counterparty or derivatives clearing organization. Changes in market value, if any, are reflected as a component of net change in unrealized appreciation (depreciation) on
the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as variation margin on the Statements of Assets and Liabilities. Centrally Cleared and OTC swap payments received or paid at the beginning of
the measurement period are included on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap agreement to compensate for differences between the stated terms of the swap agreement and prevailing
market conditions (credit spreads, currency exchange rates, interest rates, and other relevant factors). Upfront premiums received (paid) are initially recorded as liabilities (assets) and subsequently marked to market to reflect the current value
of the swap. These upfront premiums are recorded as realized gain (loss) on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination of the swap is recorded as realized gain
(loss) on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gain (loss) on the Statements of 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>130</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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; ">June&nbsp;30,&nbsp;2022</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">
protection through the credit default swap. The manner in which certain securities or other instruments are valued by a Fund for purposes of applying investment policies and restrictions may
differ from the manner in which those investments are valued by other types of&nbsp;investors. </FONT></P> <P STYLE="margin-top: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">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
</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">
amount of the swap and take delivery of the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. If a Fund is a buyer of protection and a credit event occurs,
as defined under the terms of that particular swap agreement, a Fund will either (i)&nbsp;receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations
or underlying securities comprising the referenced index or (ii)&nbsp;receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying
securities comprising the referenced index. Recovery values are estimated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred,
the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value. The ability to deliver other obligations may result
in a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">cheapest-to-deliver</FONT></FONT> option (the buyer of protection&#146;s right to choose the deliverable obligation with the lowest value following a credit 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 </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>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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>131</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">
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> <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 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
</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">
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 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>132</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&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; ">June&nbsp;30,&nbsp;2022</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">
return. One counterparty pays out the total return of a specific underlying reference asset, which may include a single security, a basket of securities, or an index, and in return receives a
fixed or variable rate. At the maturity date, a net cash flow is exchanged where the total return is equivalent to the return of the underlying reference asset less a financing rate, if any. As a receiver, a Fund would receive payments based on any
net positive total return and would owe payments in the event of a net negative total return. As the payer, a Fund would owe payments on any net positive total return, and would receive payments in the event of a net negative total return. A
Fund&#146;s use of a total return swap exposes the Fund to credit loss in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the
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">(e) 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
</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">
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&nbsp;derivative. Except as otherwise
described in the principal investment strategies for the Fund, the Fund will no longer be required to engage in asset segregation or cover techniques as of August 19, 2022.
</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: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 COLOR="#333333">(a) Principal Risks </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 complete
list of the principal risks the Funds may be subject to, please see the Principal Risks of the Funds section of this report. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&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>
<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>PCM<BR>Fund,<BR>Inc.&nbsp;(PCM)</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>PIMCO<BR>Access<BR>Income<BR>Fund&nbsp;(PAXS)</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>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" 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>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund&nbsp;(PDO)</B></FONT></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"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="font-size:75%; 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" 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>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc. (RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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">Asset Allocation Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</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">Call Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</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; ">X</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; ">X</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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</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">Collateralized Bond Obligations, Collateralized Loan
Obligations and Collateralized Debt Obligations Risk</P></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</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>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</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">Confidential Information Access Risk</P></TD>
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<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; ">X</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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
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<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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
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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">Contingent Convertible Securities Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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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<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">Convertible Securities 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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>
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<TD HEIGHT="1" COLSPAN="4"></TD>
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<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">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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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>
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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">&#147;Covenant-lite&#148; Obligations 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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>
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<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">Credit Default Swaps 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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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>
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<TD HEIGHT="1" COLSPAN="4"></TD>
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<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">Credit 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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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></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">Currency 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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></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">Cyber 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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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></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">Derivatives 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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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></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">Distressed and Defaulted 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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></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" 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; ">X</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&#151;</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; ">X</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; ">X</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; ">X</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; ">X</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></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" 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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</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; ">X</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><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">
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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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>133</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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<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></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
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<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"><B>PCM<BR>Fund,<BR>Inc.&nbsp;(PCM)</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>PIMCO<BR>Access<BR>Income<BR>Fund&nbsp;(PAXS)</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>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</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>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund&nbsp;(PDO)</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>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;
&amp;<BR>Income<BR>Fund&nbsp;(PGP)</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>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc. (RCS)</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>
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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" STYLE="BORDER-BOTTOM:1px solid #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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Focused 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Foreign Loan Originations 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Issuer
<FONT STYLE="white-space:nowrap">Non-Diversification</FONT> 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Limited Term 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Loan Origination 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Market Discount 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">Market Disruptions 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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
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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" STYLE="BORDER-BOTTOM:1px solid #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 Derivative Instruments Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">Operational 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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Platform 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">Potential Conflicts of Interest Risk&#151;Allocation of
Investment Opportunities</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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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 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">Privacy and Data Security Risk</P></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<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">Private Placements Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
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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: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>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<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">Real Estate Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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 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">Regulatory Changes Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<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">Regulatory Risk&#151;Commodity Pool Operator</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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
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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:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Regulatory Risk&#151;LIBOR</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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Regulation S Securities Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Reinvestment Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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">REIT Risk</P></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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">Repurchase Agreements Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
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<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">Restricted Securities Risk</P></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
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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:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Risk Retention Investment Risk</P></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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 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">Securities Lending Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
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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" STYLE="BORDER-BOTTOM:1px solid #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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Senior Debt Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Short Exposure 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">Smaller Company 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Special Purpose Acquisition Companies (&#147;SPACs&#148;)
Risk</P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">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" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</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>
<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">Subprime 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 NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</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>
<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">Subsidiary Risk</P></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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">Synthetic Convertible Securities Risk</P></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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">Tax Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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">U.S. Government Securities Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&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">Valuation Risk</P></TD>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">X</TD>
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<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">Zero-Coupon Bond,
<FONT STYLE="white-space:nowrap">Step-Ups</FONT> and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-in-Kind</FONT></FONT> Securities Risk</P></TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">X</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">X</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&#151;</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&#151;</TD>
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<TD VALIGN="bottom"><B>134</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</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">Asset Allocation Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that a Fund could lose money as a result of less than optimal or poor asset allocation decisions. A Fund could miss attractive investment opportunities by
underweighting markets that subsequently experience significant returns and could lose value by overweighting markets that subsequently experience significant declines. </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">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 (<I>e.g.,</I> declining interest rates, changes in credit spreads and improvements in the issuer&#146;s credit quality). If an issuer calls a security 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">Collateralized Bond
Obligations, Collateralized Loan Obligations and Collateralized Debt Obligations Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that an investment in a CLO, CBO or other CDO depends largely
on the type of the collateral securities and the class/tranche of the instrument in which the Fund invests. In addition to the normal risks associated with debt instruments (e.g., interest rate risk and credit risk), CLOs, CBOs and CDOs carry
additional risks including, but not limited to: (i) the possibility that distributions from the collateral will not be adequate to make interest or other payments; (ii) the risk that the quality of the collateral may decline in value or default;
(iii) the risk that the Fund may invest in CBOs, CLOs or other CDOs that are subordinate to other classes; and (iv) the risk that the complex structure of the security may not be fully understood at the time of investment and may produce disputes
with the issuer or others and may produce unexpected investment&nbsp;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 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: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">(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></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">Confidential Information Access Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that, in managing the Fund (and other PIMCO clients), PIMCO may from time to time have the opportunity to receive material,
<FONT STYLE="white-space:nowrap">non-public</FONT> information (&#147;Confidential Information&#148;) about the issuers of certain investments, including, without limitation, senior floating rate loans, other loans and related investments being
considered for acquisition by the Fund or held in the Fund&#146;s portfolio. If PIMCO intentionally or unintentionally comes into possession of Confidential Information, it may be unable, potentially for a substantial period of time, to purchase or
sell investments to which such Confidential Information relates. </FONT></P> <P STYLE="margin-top: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, including 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">Convertible Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the market values of convertible securities may decline as interest rates increase and, conversely, may increase as interest rates decline. A convertible
security&#146;s market value, however, tends to reflect the market price of the common stock of the issuing company when that stock price approaches or is greater than the convertible security&#146;s &#147;conversion price.&#148; The conversion
price is defined as the predetermined price at which the convertible security could be exchanged for the associated stock. As the market price of the underlying common stock declines, the price of the convertible security tends to be influenced more
by the yield of the convertible security. Thus, it may not decline in price to the same extent as the underlying common stock. In the event of a liquidation of the issuing company, holders of convertible securities may be paid before the
company&#146;s common stockholders but after holders of any senior debt obligations of the company. Consequently, the issuer&#146;s convertible securities generally entail less risk than its common stock but more risk than its debt obligations.
Convertible securities are often rated below investment grade or not rated. </FONT></P> <P STYLE="margin-top: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
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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>135</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">
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> <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">&#147;Covenant-Lite&#148; Obligations Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that covenant-lite obligations contain
fewer maintenance covenants than other obligations, or no maintenance covenants, and may not include terms that allow the lender to monitor the performance of the borrower and declare a default if certain criteria are breached. Covenant-lite loans
may carry more risk than traditional loans as they allow individuals and corporations to engage in activities that would otherwise be difficult or impossible under a covenant-heavy loan agreement. In the event of default, covenant-lite loans may
exhibit diminished recovery values as the lender may not have the opportunity to negotiate with the borrower prior to default. </FONT></P> <P STYLE="margin-top: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 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">Currency
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that investments denominated in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies or that trade in and receive revenues in,
foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, or derivatives or other instruments that provide exposure to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies may decline in value, due to the risk that
those currencies will decline in value relative to the U.S. dollar, or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency being hedged. </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
</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">
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: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, management, counterparty, operational and legal 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">Distressed and Defaulted Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in the securities of
financially distressed issuers, including the risk of default. These securities may fluctuate more in price and are typically less liquid. The Fund also will be subject to significant uncertainty as to when, and in what manner, and for what value
obligations evidenced by securities of financially distressed issuers will eventually be satisfied. </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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>136</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
no assurance that a change in market conditions or other factors will not result in a change in the Fund&#146;s distribution rate or that the rate will be sustainable in the future. </FONT></P>
<P STYLE="margin-top: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">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">Focused Investment
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that, to the extent that the Fund focuses its investments in a particular industry, country or geographic region, the NAV of the Common Shares
will be more susceptible to events or factors affecting companies in that industry, country or geographic region. </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, political changes, diplomatic developments or the imposition of sanctions and other
similar measures. 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">Foreign Loan Originations Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that Fund may originate loans to foreign entities and individuals, including foreign (non-U.S.) and emerging market entities and individuals, which may involve
risks not ordinarily associated with exposure to loans to U.S. entities and individuals due to more or less governmental supervision and regulation than exists in the U.S. Due to difference in legal systems, there may be difficulty in obtaining or
enforcing a court judgment outside the U.S. In addition, to the extent that investments are made in a limited number of countries, events in those countries will have a more significant impact on the Fund. The Fund&#146;s loans to foreign entities
and individuals may be subject to risks of increased transaction costs, potential delays in settlement or unfavorable differences between the U.S. economy and foreign economies. </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.
</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">
High yield securities are considered primarily speculative with respect to 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>
<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
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
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Issuer <FONT STYLE="white-space:nowrap">Non-Diversification</FONT> Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;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;nondiversified&#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
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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>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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>137</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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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">Limited Term Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Unless the limited term provision of the Fund&#146;s Declaration of Trust is amended by shareholders in accordance with the Declaration of Trust, or unless the Fund
completes an Eligible Tender Offer and converts to perpetual existence, the Fund will terminate on or about a date specified in the Fund&#146;s Prospectus. </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">Loan Origination
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk associated with the fact that the may also seek to originate loans, including, without limitation, residential and/or commercial real estate or
mortgage-related loans, consumer loans or other types of loans, which may be in the form of whole loans, secured and unsecured notes, senior and second lien loans, mezzanine loans or similar investments. The Fund may originate loans to corporations
and/or other legal entities and individuals, including foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> entities and individuals. Such borrowers may have credit ratings that are determined by one or more NRSROs or PIMCO to be below
investment grade. The Fund may subsequently offer such investments for sale to third parties; provided, that there is no assurance that the Fund will complete the sale of such an investment. If the Fund is unable to sell, assign or successfully
close transactions for the loans that it originates, the Fund will be forced to hold its interest in such loans for an indeterminate period of time. This could result in the Fund&#146;s investments being over-concentrated in certain borrowers. The
Fund will be responsible for the expenses associated with originating a loan (whether or not consummated). This may include significant legal and due diligence expenses, which will be indirectly borne by the Fund and Common Shareholders. </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
</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">
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>
<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 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 Discount
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the price of the Fund&#146;s common shares of beneficial interest will fluctuate with market conditions and other factors. Shares of
closed-end management investment companies frequently trade at a discount from their net asset 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">Market Disruption Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk of 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 the Fund holds, and may adversely affect the 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>138</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</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">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">Mortgage-Related Derivative Instruments Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk associated with mortgage-related and other asset-backed instruments, privately-issued mortgage-related securities, the mortgage market, the real estate
industry, derivatives and credit default swaps. See &#147;Mortgage-Related and Other Asset-Backed Instruments Risk,&#148; &#147;Privately-Issued Mortgage-Related Securities Risk,&#148; &#147;Derivatives Risk,&#148; and &#147;Credit Default Swaps
Risk.&#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">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">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">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">Platform
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk resulting from the fact that the Alt Lending ABS in which the Fund invests are typically not listed on any securities exchange and not
registered under the Securities Act. In addition, the Fund anticipates that these instruments may only be sold to a limited number of investors and may have a limited or <FONT STYLE="white-space:nowrap">non-existent</FONT> secondary market.
Accordingly, the Fund currently expects that certain of the investments in Alt Lending ABS will face heightened levels of liquidity risk. Although currently, there is generally no active reliable, secondary market for certain Alt Lending ABS, a
secondary market for these Alt
</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">
Lending ABS may develop. If the Fund purchases Alt Lending ABS on an alternative lending platform, the Fund will have the right to receive principal and interest payments due on loans underlying
the Alt Lending ABS only if the platform servicing the loans receives the borrower&#146;s payments on such loans and passes such payments through to the Fund. If a borrower is unable or fails to make payments on a loan for any reason, the Fund may
be greatly limited in its ability to recover any outstanding principal or interest due, as (among other reasons) the Fund may not have direct recourse against the borrower or may otherwise be limited in its ability to directly enforce its rights
under the loan, whether through the borrower or the platform through which such loan was originated, the loan may be unsecured or under-collateralized and/or it may be impracticable to commence a legal proceeding against the defaulting borrower.
</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">Potential Conflicts of Interest Risk &#151; Allocation of Investment Opportunities</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that PIMCO&#146;s interests or the interests of its clients may conflict with those of the Funds and the results of the Fund&#146;s investment activities may
differ from those of the Fund&#146;s affiliates, or another account managed by the Fund&#146;s affiliates, and it is possible that the Fund could sustain losses during periods in which one or more of the Fund&#146;s affiliates and/or other accounts
managed by PIMCO or its affiliates, including proprietary accounts, achieve profits on their trading. </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 <FONT STYLE="white-space:nowrap">long-term</FONT> 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 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></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>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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>139</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">Privacy and Data Security Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk resulting from the fact that the Gramm-Leach-Bliley Act (&#147;GLBA&#148;) and other laws limit the disclosure of certain
<FONT STYLE="white-space:nowrap">non-public</FONT> personal information about a consumer to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties and require financial institutions to disclose certain privacy policies and practices
with respect to information sharing with both affiliates and <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties. Many states and a number of <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions have enacted privacy and
data security laws requiring safeguards on the privacy and&nbsp;security of consumers&#146; personally identifiable information. Other laws deal with obligations to safeguard and dispose of private information in a manner designed to avoid its
dissemination. Privacy rules adopted by the U.S. Federal Trade Commission and SEC implement GLBA and other requirements and govern the disclosure of consumer financial information by certain financial institutions, ranging from banks to private
investment funds. U.S. platforms following certain models generally are required to have privacy policies that conform to these GLBA and other requirements. In addition, such platforms typically have policies and procedures intended to maintain
platform participants&#146; personal information securely and dispose of it&nbsp;properly. </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">Real Estate Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk associated with investing in real estate investments, including
investments in equity or debt securities issued by private and public REITs, real estate operating companies (&#145;REOCs&#148;), private or public real estate-related loans and real estate-linked derivative instruments. The Fund will be subject to
the risks associated with owning real estate and with the real estate industry generally. </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&nbsp;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></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">REIT Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk associated with investing in REITs, which are pooled investment vehicles that own, and usually operate, income-producing real estate. Some REITs also finance
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 typically taxed on the income distributed to shareholders. Therefore,
REITs may pay higher dividends than other 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">Regulatory Changes Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that is associated with the fact that financial entities,
such as investment companies and investment advisers, are generally subject to extensive government regulation and intervention. Government regulation and/or intervention may change the way the Fund is regulated, affect the expenses incurred
directly by the Fund and the value of its investments, and limit and /or preclude the Fund&#146;s ability to achieve its investment objectives. Government regulation may change frequently and may have significant adverse consequences. The Fund and
the Investment Manager have historically been eligible for exemptions from certain regulations. However, there is no assurance that the Fund and the Investment Manager will continue to be eligible for such exemptions. </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
&#151; Commodity Pool Operato</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">r&nbsp;&nbsp;The CFTC has adopted regulations that subject registered investment companies and their investment advisers to regulation by the
CFTC if the registered investment company invests more than a prescribed level of its liquidation value in futures, options on futures or commodities, swaps, or other financial instruments regulated under the Commodity Exchange Act (&#147;CEA&#148;)
and the rules thereunder (&#147;commodity interests&#148;), or if the Fund markets itself as providing investment exposure to such instruments. The Investment Manager is registered with the CFTC as a CPO. </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
&#151; LIBOR</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk related to the anticipated discontinuation of the London Interbank Offered Rate (&#147;LIBOR&#148;). Certain instruments held by the
Fund rely in some fashion upon LIBOR. Although the transition process away from LIBOR has become increasingly well-defined in advance of the anticipated discontinuation date, there remains uncertainty regarding the nature of any replacement rate,
and any potential effects of the transition away from LIBOR on the Fund or on certain instruments in which the Fund invests can be difficult to ascertain. The transition process may involve, among other things, increased volatility or illiquidity in
markets for instruments that currently rely on LIBOR and may result in a reduction in the value of certain instruments held by 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">Regulation S Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Regulation S securities are offered through <FONT STYLE="white-space:nowrap">off-shore</FONT> <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> offerings without
registration with the SEC pursuant to Regulation S of the Securities Act. Regulation S securities may be relatively less liquid as a result of legal or contractual
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>140</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
restrictions on resale. Although Regulation S securities may be resold in privately negotiated transactions, the price realized from these sales could be less than
<FONT STYLE="white-space:nowrap">off-shore</FONT> transactions or in those originally paid by the Fund. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that
would be applicable if their securities were publicly traded. Accordingly, Regulation S securities may involve a high degree of business and financial risk and may result in substantial 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 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">Risk Retention Investment Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk associated with the Fund&#146;s investments in risk retention tranches of commercial mortgage-backed securities (&#147;CMBS&#148;) or other eligible
securitizations, if any (&#147;risk retention tranches&#148;), which are eligible residual interests typically held by the sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements of Section
941 of the Dodd-Frank Act (the &#147;U.S. Risk Retention Rules&#148;). There can be no assurance that the applicable federal agencies charged with the implementation of the final U.S. Risk Retention Rules (the Federal Deposit Insurance Corporation,
the Comptroller of the Currency, the Federal Reserve Board, the SEC, the Department of Housing and Urban Development, and the Federal Housing Finance Agency) could not take positions in the future that differ from the interpretation of such rules
taken or embodied in such securitizations, or that the final U.S. Risk Retention Rules will not change. Furthermore, if the Fund breaches any undertakings in any Risk Retention Agreement, it will be exposed to claims by the other parties thereto,
including for any losses incurred as a result of such breach, which could be significant and exceed the value of the Fund&#146;s 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 Lending Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp; </FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">is the risk that, when a Fund lends portfolio securities, its investment performance will
continue to reflect changes in the value of the securities loaned and lose rights in the collateral or delay in recovery of the collateral if the borrower fails to return the security loaned or becomes insolvent. The Fund may pay lending fees to a
party, which may be an affiliate of the Fund, arranging the loan.
</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">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 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. Except as otherwise described in the principal investment strategies for the Fund, the Fund will no longer be required to engage in asset segregation or cover techniques as of August
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 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">Short Exposure Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk of entering into short sales, including the potential loss of more money than the actual cost of the investment, and the risk that the third party to the short
sale will not fulfill its contractual obligations, causing a loss 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">Smaller Company Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the value of securities issued by a smaller company may
go up or down, sometimes rapidly and unpredictably as compared to more widely held securities, due to narrow markets and limited resources of smaller companies. A Fund&#146;s investments in smaller companies subject it to greater levels of credit,
market and issuer 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">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">Special Purpose
Acquisition Companies (&#147;SPACs&#148;) Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that, because SPACs and similar entities are in essence blank check companies without operating
history or ongoing business other than seeking acquisitions, the value of their securities is particularly
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>141</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">
dependent on the ability of the entity&#146;s management to identify and complete a profitable acquisition. A SPAC&#146;s structure may result in significant dilution of a stockholder&#146;s
share value immediately upon the completion of a business combination due to, among other reasons, interests held by the SPAC sponsor, conversion of warrants into additional shares, shares issued in connection with a business combination and/or
certain embedded costs. There is no guarantee that the SPACs in which the Fund invests will complete an acquisition or that any acquisitions that are completed will be profitable. Some SPACs may pursue acquisitions only within certain industries or
regions, which may increase the volatility of their prices. In addition, these securities, which are typically traded in the over-the-counter market, may be considered illiquid and/or be subject to restrictions on resale. </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">Subprime Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that loans, and debt instruments collateralized by loans (including Alt Lending ABS), acquired by the Fund may be subprime in quality, or may become subprime in
quality. Although there is no specific legal or market definition of &#147;subprime,&#148; subprime loans are generally understood to refer to loans made to borrowers that display poor credit histories and other characteristics that correlate with a
higher default risk. Accordingly, subprime loans, and debt instruments secured by such loans, have speculative characteristics and are subject to heightened risks, including the risk of nonpayment of interest or repayment of principal, and the risks
associated with investments in high yield securities. In addition, these instruments could be subject to increased regulatory scrutiny. The Fund is not restricted by any particular borrower credit criteria when acquiring loans or debt instruments
collateralized by loans. </FONT></P> <P STYLE="margin-top: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&nbsp;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">Synthetic Convertible Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the values of synthetic convertible
securities will respond differently to market fluctuations than a traditional convertible security because a synthetic
</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">
convertible is composed of two or more separate securities or instruments, (such as a debt security and a warrant or option to purchase another security), each with its own market value.
Synthetic convertible securities are also subject to the risks associated with derivatives. In addition, if the value of the underlying common stock or the level of the index involved in the convertible element falls below the strike price of the
warrant or option, the warrant or option may lose all value. </FONT></P> <P STYLE="margin-top: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> <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">U.S. Government Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the obligations supported by (i)&nbsp;the full faith and credit of the United States, (ii)&nbsp;the right of the issuer to borrow from the U.S. Treasury,
(iii)&nbsp;the discretionary authority of the U.S. Government to purchase the agency&#146;s obligations (iv)&nbsp;or only by the credit of the agency, instrumentality or corporation will be satisfied in full, or that such obligations will not
decrease in value or default. </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">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">Zero-Coupon Bond, <FONT
STYLE="white-space:nowrap">Step-Ups</FONT> and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-in-Kind</FONT></FONT> Securities
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk presented by the market prices of <FONT STYLE="white-space:nowrap">zero-coupon,</FONT> step ups and <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities generally being more volatile than the prices of securities that pay interest periodically and in cash and being likely to respond to changes in interest rates to a greater degree
than other types of debt securities with similar maturities and credit quality. In addition, as these securities may not pay cash interest, the Fund&#146;s investment exposure to these securities and their risks, including credit risk, will increase
during the time these securities are held in the Fund&#146;s&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
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,
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>142</B></TD>
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<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; ">June&nbsp;30,&nbsp;2022</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">
economic and global market disruptions, and cybersecurity risks. Please see the Important Information section of this report for additional discussion of certain regulatory and market
developments that may impact a Fund&#146;s&nbsp;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: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 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
</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">
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 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;)
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>143</B></TD></TR></TABLE></DIV>
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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"></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">
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> <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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="77%"></TD>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></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>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:75%; 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:75%; 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:75%; 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:75%; 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 Access 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; ">1.250%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:75%; vertical-align:top">(4)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR 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 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:75%; vertical-align:top">(5)(6)</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 #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:75%; vertical-align:top">(5)</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:75%; 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
</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">


<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="15">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
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></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:75%; 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:75%; 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:75%; 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 refer to the total assets of the Fund (including any assets attributable to any reverse repurchase agreements, dollar rolls/buy backs, borrowings and preferred shares that may be outstanding) minus accrued
liabilities (other than liabilities representing reverse repurchase agreements, dollar rolls/buy backs, 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:75%; 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">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>
<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:75%; vertical-align:top">(6)</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) 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) taxes and governmental fees, if any, levied against the Fund; (iii) brokerage fees and commissions and
other portfolio transaction expenses incurred by or for the Fund (including, without limitation, fees and expenses of outside legal counsel or third-party consultants retained in connection with reviewing, negotiating and structuring specialized
loans and other investments made by the Fund, subject to specific or general authorization by the Fund&#146;s Board (for example, so-called &#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) 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
</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>144</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="91%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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">
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 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,
</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">
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 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 California Flexible Municipal Income Fund, 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,
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>145</B></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>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></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">
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;AGI
U.S.&#148;), an affiliate of PIMCO, served as investment manager. </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 May 17, 2022, AGI U.S. pleaded guilty in connection with the proceeding United States of America v. Allianz Global Investors U.S. LLC. AGI U.S. is an indirect subsidiary of Allianz SE. The conduct resulting in the matter
described above occurred entirely within AGI U.S. and did not involve PIMCO or any personnel of PIMCO. Nevertheless, because of the disqualifying conduct of AGI U.S., their affiliate, PIMCO would have been disqualified from serving as the investment
adviser to the Funds in the absence of SEC exemptive relief. PIMCO has received exemptive relief from the SEC to permit PIMCO to continue serving as investment adviser for U.S.- registered investment companies, including 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">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 investment adviser (or affiliated investment advisers),
common Trustees and/or common officers complies with Rule <FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act. Further, as defined under the procedures, each transaction is effected at the current market price. Purchases and sales of
securities pursuant to Rule <FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act for the period ended June&nbsp;30, 2022, were as follows (amounts in thousands<SUP STYLE="font-size:75%; 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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<TD></TD>
<TD></TD>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></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; "><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; ">16,631</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:75%; 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; ">2,103</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; ">18,333</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; ">49,391</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 Access 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; ">33,931</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; ">1,062</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 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;56,728</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;238,649</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 #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; ">10,146</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; ">483,546</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:75%; 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><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">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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Access 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>146</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="91%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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&nbsp;the period ended June&nbsp;30, 2022, were as follows (amounts
in&nbsp;thousands<SUP STYLE="font-size:75%; 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="47%"></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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">106,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">94,022</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:75%; 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; ">583,033</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; ">579,621</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; ">101,771</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; ">106,835</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;4,349,899</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;</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;4,502,344</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; ">176,405</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; ">200,766</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 Access 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; ">25,014</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;1,392,474</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; ">120,008</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 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 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; ">55,788</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; ">3,014,130</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;1,623,120</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">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; ">379,716</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; ">321,967</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; ">1,324,280</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; ">1,664,242</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:75%; 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. PIMCO Access Income Fund (&#147;PAXS&#148;) has the authority to issue 43.3&nbsp;million shares of $0.00001 par value common stock. Each of PIMCO Global StocksPLUS<SUP
STYLE="font-size:75%; 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">In January 2022, PAXS conducted an initial public offering of
43,300,000 Common Shares representing proceeds to PAXS of $866,000,000. Total proceeds were $995,821,220 after the underwriters of such offering exercised their over-allotment option for a total of 6,491,061 shares. PIMCO, and not the Fund, paid all
offering and underwriting expenses in connection with the offering. </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 Statement, PDI may offer and sell Common Shares having an aggregate offering value of up to $1,000,000,000. 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
</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">
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 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="50%"></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: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">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Year&nbsp;Ended</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>06/30/2022</B></P></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:7pt; font-family:Arial Narrow" ALIGN="center"><B>Year Ended</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; 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; ">1,000,000,000</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; ">7,210,365</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; ">147,078,552</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;</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; ">181,490,778</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&nbsp;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></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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>147</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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<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></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">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, RLM 4365 LLC, PAXSLS I LLC,
and RLM 4355 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 Access Income Fund, 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 Access Income Fund&#146;s, 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 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 June 30, 2022 of the Subsidiaries. </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="55%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Subsidiary</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>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>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></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 Access 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; ">PAXSLS&nbsp;I&nbsp;LLC</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; ">01/31/2022</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; ">1.1%</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="2"></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 Access 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; ">RLM&nbsp;4355&nbsp;LLC</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; ">01/31/2022</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="2"></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 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; ">PCILS I LLC<B>&nbsp;</B></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; ">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; ">0.7%</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="2"></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; ">PDILS I LLC<B>&nbsp;</B></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; ">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; ">0.5%</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="2"></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 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 #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">PDOLS I LLC</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; ">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="2"></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">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; ">RLM 4365 LLC</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; ">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; 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; 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>Shares<BR>Outstanding</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<BR>Assets</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&nbsp;Assets<BR>Value Per<BR>Share</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&nbsp;Unrealized<BR>Appreciation<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="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; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #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 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"><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; ">21,513</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; ">494,490</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; ">22.99</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; ">2,056</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 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"><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; ">154,747</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; ">3,067,680</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; ">19.82</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; ">(31,809</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"> <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; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #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; ">73,058</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; ">1,769,430</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; ">24.22</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; ">1,387</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"> <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; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #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; 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 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; ">220,137</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; ">5,331,584</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; ">24.22</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; ">(28,366</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>148</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="90%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;30,&nbsp;2022</FONT></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">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 annual reporting period, the pro forma results of operations for the period ended June&nbsp;30, 2022, are as follows (amounts in 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; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="72%"></TD>

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

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></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; ">603,000</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></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; ">&nbsp;&nbsp;(1,013,276</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; ">(410,276</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> <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">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
</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">
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 June&nbsp;30, 2022, 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> <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></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 June&nbsp;30,
2022, the components of distributable taxable earnings are as follows (amounts in thousands<SUP STYLE="font-size:75%; 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">


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<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

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

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

<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>
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<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>
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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; 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>Undistributed<BR>Ordinary<BR>Income<SUP STYLE="font-size:75%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Undistributed<BR>Long-Term<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;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Tax
Basis<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:75%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Other<BR><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Book-to-Tax</FONT></FONT><BR>Accounting<BR>Differences
<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Accumulated<BR>Capital<BR>Losses<SUP STYLE="font-size:75%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Qualified<BR><FONT STYLE="white-space:nowrap">Late-Year</FONT><BR>Loss<BR>Deferral -<BR>Capital<SUP
STYLE="font-size:75%; vertical-align:top">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Qualified<BR>Late-Year<BR>Loss<BR>Deferral
-<BR>Ordinary<SUP STYLE="font-size:75%; vertical-align:top">(6)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Components&nbsp;of<BR>Distributable<BR>Earnings</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>
<TD HEIGHT="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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,189</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(943</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(11,752</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(21,884</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 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:75%; 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; ">1,402</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; ">(31,480</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; ">(773</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; ">(22,550</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; ">(53,401</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 #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</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; ">(58,493</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; ">(2,289</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; ">(70,547</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; ">(131,329</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 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 Access 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; ">14,937</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; ">(124,301</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; ">(5,133</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; ">(8,512</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; ">(123,009</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 #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;186,091</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;(1,251,335</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;(49,913</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;(517,228</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;(1,632,385</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 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; ">88,095</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; ">(562,298</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; ">(13,030</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; ">&nbsp;&nbsp;(29,250</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; ">(516,483</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:75%; 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:75%; 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">Includes undistributed short-term capital gains, 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="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">Adjusted for open wash sale loss deferrals and the accelerated recognition of unrealized gain
or loss on certain futures, options and forward contracts for federal income tax purposes. Also adjusted for differences between book and tax realized and unrealized gain (loss) on: hyperinflationary investments, swap contracts, straddle loss
deferrals, passive foreign investment companies (PFICs), interest accrued on defaulted securities, return of capital distributions from REITs, grantor trusts and partnerships. </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:75%; 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 differences in income tax regulations and financial accounting principles
generally accepted in the United States of America, mainly for distributions payable at fiscal <FONT STYLE="white-space:nowrap">year-end.</FONT> </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; 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:75%; 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">Capital losses available to offset future net capital gains as shown below.
</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:75%; 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">Capital losses realized during the period November&nbsp;1, 2021 through June&nbsp;30, 2022
which the Funds elected to defer to the following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; 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:75%; vertical-align:top">(6)</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">Specified losses realized during the period November&nbsp;1, 2021 through June&nbsp;30, 2022
and Ordinary losses realized during the period January&nbsp;1, 2022 through June&nbsp;30, 2022 which the Funds elected to defer to the following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top: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>
 <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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>149</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="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>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">As of June&nbsp;30, 2022, the
Funds had the following post-effective capital losses with no expiration (amounts in thousands<SUP STYLE="font-size:75%; 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="67%"></TD>

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">658</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,094</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:75%; 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; ">22,550</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; ">22,558</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; ">47,989</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 Access 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; ">8,512</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 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;270,855</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;246,373</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 #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:75%; 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">*</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">Portion of amount represents realized loss and recognized
<FONT STYLE="white-space:nowrap">built-in</FONT> loss under IRC sections <FONT STYLE="white-space:nowrap">382-83,</FONT> which is carried forward to future years to offset future realized gain subject to certain limitations.
</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 June&nbsp;30, 2022, 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:75%; 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="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">&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 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:75%; vertical-align:top">(7)</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">180,794</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,664</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(25,854</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,190</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:75%; 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; ">193,723</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; ">11,034</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; ">(42,611</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; ">(31,577</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; ">518,026</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; ">47,479</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; ">(106,657</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; ">(59,178</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 Access 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;1,372,378</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; ">8,823</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; ">(134,837</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; ">(126,014</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 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; ">9,487,944</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;658,653</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;&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;(1,923,186</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;(1,264,533</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">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; ">3,672,156</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; ">67,216</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; ">(633,955</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; ">(566,739</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:75%; 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:75%; vertical-align:top">(7)</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">Adjusted for open wash sale loss deferrals and the accelerated recognition of unrealized gain
or loss on certain futures, options and forward contracts for federal income tax purposes. Also adjusted for differences between book and tax realized and unrealized gain (loss) on: hyperinflationary investments, swap contracts, straddle loss
deferrals, passive foreign investment companies (PFICs), interest accrued on defaulted securities, return of capital distributions from REITs, grantor trusts and partnerships. </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">For the fiscal years ended June&nbsp;30, 2022 and June&nbsp;30, 2021,
respectively, the Funds made the following tax basis distributions (amounts in thousands<SUP STYLE="font-size:75%; 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="45%"></TD>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Year Ended June&nbsp;30, 2022</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="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Year Ended June&nbsp;30, 2021</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>
<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 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>Ordinary<BR>Income<BR>Distributions<SUP STYLE="font-size:75%; vertical-align:top">(8)</SUP></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>Long-Term<BR>Capital Gain<BR>Distributions</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>Return&nbsp;of<BR>Capital<SUP STYLE="font-size:75%; vertical-align:top">(9)</SUP></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>Ordinary<BR>Income<BR>Distributions<SUP STYLE="font-size:75%; vertical-align:top">(8)</SUP></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>Long-Term<BR>Capital Gain<BR>Distributions</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>Return&nbsp;of<BR>Capital<SUP STYLE="font-size:75%; vertical-align:top">(9)</SUP></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>
<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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10,961</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;303</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,184</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">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>
<TD HEIGHT="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:75%; 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; ">9,228</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; ">9,146</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></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; 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; ">26,999</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; ">320</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; ">18,313</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; ">8,736</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></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 Access 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; ">20,531</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; ">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; ">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>
<TD HEIGHT="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 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;391,635</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;167,415</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;8,919</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></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">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; ">208,371</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;904</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; ">51,375</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></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:75%; 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:75%; vertical-align:top">(8)</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 short-term capital gains distributed, 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="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; vertical-align:top">(9)</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 portion of the distributions made represents a tax return of capital. Return of capital
distributions have been reclassified from undistributed net investment income to <FONT STYLE="white-space:nowrap">paid-in</FONT> capital to more appropriately conform financial accounting to tax accounting. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top: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>150</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="91%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="7%"></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; ">June&nbsp;30,&nbsp;2022</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">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 July&nbsp;1, 2022, the following distributions were declared to common shareholders payable August&nbsp;1, 2022 to shareholders of record on July&nbsp;8, 2022: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Access Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.116700 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 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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.127900 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&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">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">On August&nbsp;1, 2022, the following distributions were declared to common shareholders
payable September&nbsp;1, 2022 to shareholders of record on August&nbsp;10, 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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Access Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.116700 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 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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.127900 per common 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>

 <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>
<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>151</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_14"></A>Report&nbsp;of&nbsp;Independent&nbsp;Registered&nbsp;Public&nbsp;Accounting&nbsp;Firm</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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">To the Board of Directors and Shareholders of PCM Fund, Inc. and PIMCO Strategic Income Fund, Inc. and the Board of Trustees and
Shareholders of PIMCO Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund, PIMCO Access Income Fund, PIMCO Dynamic Income Fund and PIMCO Dynamic Income Opportunities
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:10pt; font-family:Arial Narrow"><B>Opinions on the Financial Statements </B></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">We have audited the accompanying statements of assets and
liabilities, including the schedules of investments, of each of the funds<B> </B>indicated in the table below (hereafter collectively referred to as the &#147;Funds&#148;) as of June 30, 2022, the related statements of operations, of cash flows, and
of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the &#147;financial
statements&#148;). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of June 30, 2022, the results of each of their operations and each of their cash flows, the changes
in each of their net assets and each of the financial highlights for each of the periods indicated in the table below in conformity with accounting principles generally accepted in the United States of America. </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"><FONT COLOR="#333333">PCM Fund, Inc. (1) </FONT></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund
(1) </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Strategic Income Fund, Inc. (1) </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Access Income Fund (2) </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">PIMCO Dynamic Income Fund (3) </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Dynamic Income Opportunities Fund (4) </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"><FONT COLOR="#333333">(1) Statement of assets and liabilities, including the schedule of
investments as of June 30, 2022 and the related statements of operations and cash flows for the year ended June 30, 2022, statement of changes in net assets for the years ended June 30, 2022 and 2021 and the financial highlights for the years ended
June 30, 2022, 2021, 2020, 2019 and 2018 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">(2) Consolidated statement of assets and liabilities, including the consolidated
schedule of investments as of June 30, 2022 and the related consolidated statements of operations, of cash flows, and of changes in net assets and the financial highlights (consolidated) for the period January&nbsp;31, 2022 (inception date) through
June 30, 2022 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">(3) Consolidated statement of assets and liabilities, including the consolidated schedule of investments as of
June 30, 2022 and the related consolidated statements of operations and cash flows for the year ended June 30, 2022, consolidated statement of changes in net assets for the years ended June 30, 2022 and 2021 and the financial highlights
(consolidated) for the years ended June 30, 2022, 2021, 2020, 2019 and 2018 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">(4) Consolidated statement of assets and
liabilities, including the consolidated schedule of investments as of June 30, 2022 and the related consolidated statements of operations and cash flows for the year ended June 30, 2022 and consolidated statement of changes in net assets and the
financial highlights (consolidated) for the year ended June 30, 2022 and for the period January 29, 2021 (inception date) through June 30, 2021 </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:10pt; font-family:Arial Narrow"><B>Basis for Opinions </B></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">These financial statements are the responsibility of the Funds&#146; management. Our responsibility is to express an opinion on the
Funds&#146; financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance
with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan
and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. </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"><FONT COLOR="#333333">Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or
fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting
principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of June 30, 2022 by correspondence with the
custodian, brokers and agent banks; when replies were not received from brokers or agent banks, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:18pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">/s/ PricewaterhouseCoopers LLP </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Kansas City, Missouri </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"><FONT COLOR="#333333">August 26, 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">We have served as the auditor of one or more investment companies in PIMCO Taxable Closed-End Funds since 1995. </FONT></P>
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<TD VALIGN="bottom"><B>152</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_15"></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>
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<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>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></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>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></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>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>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>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>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">
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>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>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>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>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>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>BYL</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 London Branch</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>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>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>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>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 BGCOLOR="#cceeff" 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>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>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>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>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 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">Natixis</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>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 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 World&nbsp;Markets</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>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 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>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>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 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"></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>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 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>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>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>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>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>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>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>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>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>TWD</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">Taiwanese 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>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 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 BGCOLOR="#cceeff" 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"><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>
<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>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 BGCOLOR="#cceeff" 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 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>12MTA</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">12 Month Treasury Average</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>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>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>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>TSFR1M</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">Term SOFR <FONT STYLE="white-space:nowrap">1-Month</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>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>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>US0001M</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">1-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 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>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>
<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>BRL-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>SOFR30A</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">30-day</FONT> Secured Overnight Financing
Rate&nbsp;Average</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>COF 11</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">Cost of Funds - 11th District of San Francisco</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="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>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 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>Municipal Bond or
Agency 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>ACA</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">American Capital Access Holding Ltd.</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 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 BGCOLOR="#cceeff" 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>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>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 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>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>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 BGCOLOR="#cceeff" 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>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>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 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>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">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 BGCOLOR="#cceeff" 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>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>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 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>WIBOR</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">Warsaw 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 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"><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>
<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="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>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>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>
<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="91%"></TD>

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<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 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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>153</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 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 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="tx296860_16"></A>Federal&nbsp;Income&nbsp;Tax&nbsp;Information</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">As required by the Internal Revenue Code (&#147;Code&#148;) and Treasury Regulations, if applicable, shareholders must be notified within 60
days of the Funds&#146; fiscal year end regarding the status of qualified dividend income and the dividend received deduction. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&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">Dividend Received Deduction.</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Corporate shareholders are generally entitled to take the dividend received deduction on the portion of a fund&#146;s dividend distribution that qualifies under tax law.
The percentage of the following Funds&#146; fiscal 2022 ordinary income dividend that qualifies for the corporate dividend corporate dividend received deduction is set forth below: </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"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Qualified Dividend
Income.</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Under the Jobs and Growth Tax Relief Reconciliation Act of 2003, the following percentage of ordinary dividends paid during the fiscal year ended
June&nbsp;30, 2022 was designated as &#147;qualified dividend income&#148; as defined in the Jobs and Growth Tax Relief Reconciliation Act of 2003 subject to reduced tax rates in 2022: </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"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Qualified Interest
Income and Qualified Short-Term Capital Gain (for <FONT STYLE="white-space:nowrap">non-U.S.</FONT> resident shareholders only).</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Under the American Jobs Creation
Act of 2004, the following amounts of ordinary dividends paid during the fiscal year ended June&nbsp;30, 2022 are considered to be derived from &#147;qualified interest income,&#148; as defined in Section&nbsp;871(k)(1)(E) of the Code, and therefore
are designated as interest-related dividends, as defined in Section&nbsp;871(k)(1)(C) of the Code. Further, the following amounts of ordinary dividends paid during the fiscal year ended June&nbsp;30, 2022 are considered to be derived from
&#147;qualified short-term capital gain,&#148; as defined in Section&nbsp;871(k)(2)(D) of the Code, and therefore are designated as qualified short-term gain dividends, as defined by Section&nbsp;871(k)(2)(C) of the Code. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&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">Section&nbsp;163(j)
Interest Dividends.</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;The Funds intend to pass through the maximum amount allowable as Section&nbsp;163(j) Interest defined in Proposed Treasury <FONT
STYLE="white-space:nowrap">Section&nbsp;1.163(j)-1(b).</FONT> The 163(j) percentage of ordinary income distributions are as follows: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TR>

<TD WIDTH="41%"></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="3%"></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="4%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></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">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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>Dividend<BR>Received<BR>Deduction<BR>%</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>Qualified<BR>Dividend<BR>Income<BR>%</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>Qualified<BR>Interest<BR>Income<BR>(000s<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-size:4.5pt">&#134;
</FONT></SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Qualified<BR><FONT STYLE="white-space:nowrap">Short-Term</FONT><BR>Capital&nbsp;Gains<BR>(000s<SUP
STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-size:4.5pt">&#134;</FONT></SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>163(j)<BR>Interest<BR>Dividends<BR>(000s<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-size:4.5pt">&#134;
</FONT></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>
<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;&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; ">2%</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; ">2%</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,264</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&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;&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; ">9,161</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></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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">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;&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;&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; ">9,228</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; ">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;&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; ">8,441</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></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;&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; ">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;&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;&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; ">27,319</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; ">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;&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; ">12,099</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></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 Access Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">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;&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;&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;&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;&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>
<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 Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">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;&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%</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;244,223</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; ">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;&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;179,265</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></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">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</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; ">196,148</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;10,940</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; ">115,545</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:75%; 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">Shareholders are advised to consult
their own tax advisor with respect to the tax consequences of their investment in the Trust. In January 2023, you will be advised on IRS Form <FONT STYLE="white-space:nowrap">1099-DIV</FONT> as to the federal tax status of the dividends and
distributions received by you in calendar year 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
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Section&nbsp;199A Dividends.</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"><FONT STYLE="white-space:nowrap">&nbsp;&nbsp;Non-corporate</FONT> fund
shareholders of the funds below meeting certain holding period requirements may be able to deduct up to 20&nbsp;percent of qualified REIT dividends passed through and reported to the shareholders by the funds as IRC section 199A dividends. The IRC
section 199A percentage of ordinary dividends are 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="68%"></TD>

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

<TD VALIGN="bottom" WIDTH="6%"></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">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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>199A&nbsp;Dividends</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;&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; ">30%</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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">11%</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;&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; ">12%</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 Access Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">83%</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 Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;&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; ">16%</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 #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;&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; ">43%</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>154</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="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="tx296860_17"></A>Distribution&nbsp;Information</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">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 June 30, 2022 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. 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&nbsp;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">January 2022</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">February 2022</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">March 2022</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">April 2022</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">May 2022</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">June 2022</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:75%; 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">January 2022</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">February 2022</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">March 2022</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">April 2022</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">May 2022</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">June 2022</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 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">January 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0427</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0083</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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">February 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.0510</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">March 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.0510</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">April 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.0510</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">May 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.0510</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">June 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.0510</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 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">January 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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">February 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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">March 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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">April 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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">May 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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">June 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.2205</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 Income Opportunities 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">January 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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">February 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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">March 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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">April 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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">May 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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">June 2022</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; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</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; ">0.1184</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>155</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>Distribution&nbsp;Information</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; ">(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 Access 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&nbsp;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">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B><FONT STYLE="white-space:nowrap">Paid-in&nbsp;Surplus&nbsp;or</FONT></B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Other&nbsp;Capital</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Sources**</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"><B>Total (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">April 2022</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0992</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0175</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1167</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">May 2022</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1167</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</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">0.1167</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 #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">June 2022</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">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.1167</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</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">0.1167</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>
 <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>156</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="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="tx296860_18"></A>Shareholder&nbsp;Meeting&nbsp;Results</B></FONT> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt">&nbsp;</P></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">PCM Fund, Inc. and PIMCO Dynamic Income Opportunities Fund held their annual meetings of shareholders on April&nbsp;26, 2022. Shareholders
voted as indicated 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:12pt; font-family:Arial Narrow">PCM Fund, Inc. </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:8pt">


<TR>

<TD WIDTH="83%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>Withheld<BR>Authority</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">Election of E. Grace Vandecruze &#151; Class&nbsp;I to serve
until the annual meeting held during the 2024-2025 fiscal year</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; ">7,805,071</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; ">597,101</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Sarah
E. Cogan &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">7,805,071</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; ">597,101</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C.
Maney<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:5pt">&#134;</FONT></SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">7,805,221</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; ">596,951</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">The other members of the Board of
Directors at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A. DeCotis and Messrs. Joseph B. Kittredge, Jr., William B. Ogden, IV, Alan Rappaport and David N. Fisher continue to serve as Directors of 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:12pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities 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:8pt">


<TR>

<TD WIDTH="82%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>Withheld<BR>Authority</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">Election of Deborah A. DeCotis &#151; Class&nbsp;I to serve
until the annual meeting held during the 2024-2025 fiscal year</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; ">89,635,684</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; ">2,667,766</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">Election of David N. Fisher<SUP
STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:5pt">&#134;</FONT></SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">89,635,084</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; ">2,668,366</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">Election of Joseph B. Kittredge, Jr. &#151; Class&nbsp;I to
serve until the annual meeting held during the 2024-2025 fiscal year</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; ">89,635,084</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; ">2,668,366</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 #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Election of E. Grace Vandecruze &#151; Class&nbsp;II to serve
until the annual meeting held during the 2022-2023 fiscal year</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; ">89,635,684</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; ">2,667,766</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">The other members of the Board of
Trustees at the time of the meeting, namely, Ms.&nbsp;Sarah&nbsp;E. Cogan and Messrs. William B. Ogden, IV, Alan Rappaport and John C. Maney continue to serve as Trustees of 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 COLOR="#333333">PIMCO Strategic Income Fund, Inc., PIMCO Global StocksPLUS&nbsp;&amp;
Income Fund and PIMCO Dynamic Income Fund held their annual meetings of shareholders on June&nbsp;28, 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:12pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc. </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:8pt">


<TR>

<TD WIDTH="82%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>Withheld<BR>Authority</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">Election of E. Grace Vandecruze &#151; Class&nbsp;II to serve
until the annual meeting held during the 2022-2023 fiscal year</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; ">29,177,809</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; ">1,450,736</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Sarah
E. Cogan &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">29,177,809</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; ">1,450,736</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C.
Maney<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:5pt">&#134;</FONT></SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">29,177,809</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; ">1,450,736</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 #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 STYLE="white-space:nowrap">Re-election</FONT> of William
B. Ogden, IV &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">29,177,809</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; ">1,450,736</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">The other members of the Board of
Directors at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A. DeCotis and Messrs. Joseph B. Kittredge, Jr., Alan Rappaport and David N. Fisher and continue to serve as Directors of 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:12pt; font-family:Arial Narrow">PIMCO Global StocksPLUS&nbsp;&amp; 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:8pt">


<TR>

<TD WIDTH="83%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>Withheld<BR>Authority</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">Election of E. Grace Vandecruze &#151; Class&nbsp;II to serve
until the annual meeting held during the 2024-2025 fiscal year</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; ">7,282,822</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; ">545,750</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Joseph
B. Kittredge, Jr. &#151; Class&nbsp;II to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">7,282,822</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; ">545,750</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"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C.
Maney<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:5pt">&#134;</FONT></SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">7,282,822</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; ">545,750</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">The other members of the Board of
Trustees at the time of the meeting, Mses. Deborah A. DeCotis and Sarah E. Cogan and Messrs. William B. Ogden, IV, Alan Rappaport and David N. Fisher continue to serve as Trustees of the Fund. </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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>157</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>Shareholder&nbsp;Meeting&nbsp;Results</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; ">(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: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:8pt">


<TR>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; 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>Withheld<BR>Authority</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">Election of E. Grace Vandecruze &#151; Class&nbsp;II to serve
until the annual meeting held during the 2022-2023 fiscal year</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; ">160,613,253</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; ">5,446,910</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">Election of John C. Maney<SUP
STYLE="font-size:75%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:5pt">&#134;</FONT></SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2024-2025 fiscal year</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; ">160,612,729</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; ">5,447,434</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">Election of William B. Ogden, IV &#151; Class&nbsp;I to serve
until the annual meeting held during the 2024-2025 fiscal year</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; ">160,608,867</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; ">5,451,296</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 #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Election of Alan Rappaport &#151; Class&nbsp;I to serve until
the annual meeting held during the 2024-2025 fiscal year</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; ">160,610,542</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; ">5,449,621</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> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The other members of the Board of
Trustees at the time of the meeting, Mses. Deborah A. DeCotis and Sarah E. Cogan and Messrs. Joseph B. Kittredge, Jr. and David N. Fisher continue to serve as Trustees of the Fund. </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="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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">Interested Trustee<B> </B> </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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<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 VALIGN="bottom"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>158</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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_19"></A>Changes&nbsp;to&nbsp;Boards&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 July&nbsp;1, 2022, the Board of Trustees appointed Ms.&nbsp;Kathleen McCartney as a Class&nbsp;I Trustee of PIMCO Global
StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, a Class&nbsp;II Trustee of PIMCO Dynamic Income Opportunities Fund and a Class&nbsp;III Trustee of PIMCO Dynamic
Income Fund and PIMCO Access 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 COLOR="#333333">Effective
July&nbsp;1, 2022, the Board of Directors appointed Ms.&nbsp;E. Grace Vandecruze as a Class&nbsp;II Director of PCM Fund, Inc. and PIMCO Strategic Income Fund, Inc. </FONT></P>
 <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>
<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>159</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_20"></A>Dividend&nbsp;Reinvestment&nbsp;Plan</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">Each Fund has adopted a Dividend Reinvestment Plan (the &#147;Plan&#148;) which allows common
shareholders to reinvest Fund distributions in additional common shares of the Fund. American Stock Transfer&nbsp;&amp; Trust Company, LLC (the &#147;Plan Agent&#148;) serves as agent for common shareholders in administering the Plan. It is
important to note that participation in the Plan and automatic reinvestment of Fund distributions does not ensure a profit, nor does it protect against losses in a declining market. </FONT></P>
<P STYLE="margin-top: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">Automatic
enrollment/voluntary participation</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Under the Plan, common shareholders whose shares are registered with the Plan Agent (&#147;registered shareholders&#148;) are
automatically enrolled as participants in the Plan and will have all Fund distributions of income, capital gains and returns of capital (together, &#147;distributions&#148;) reinvested by the Plan Agent in additional common shares of a Fund, unless
the shareholder elects to receive cash. Registered shareholders who elect not to participate in the Plan will receive all distributions in cash paid by check and mailed directly to the shareholder of record (or if the shares are held in street or
other nominee name, to the nominee) by the Plan Agent. Participation in the Plan is voluntary. Participants may terminate or resume their enrollment in the Plan at any time without penalty by notifying the Plan Agent online at www.astfinancial.com,
by calling (844)&nbsp;33-PIMCO, by writing to the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New York, NY&nbsp;10269-0560, or, as applicable, by completing and returning the transaction
form attached to a Plan statement. A proper notification will be effective immediately and apply to each Fund&#146;s next distribution if received by the Plan Agent at least three (3)&nbsp;days prior to the record date for the distribution;
otherwise, a notification will be effective shortly following the Fund&#146;s next distribution and will apply to the Fund&#146;s next succeeding distribution thereafter. If you withdraw from the Plan and so request, the Plan Agent will arrange for
the sale of your shares and send you the proceeds, minus a transaction fee and brokerage&nbsp;commissions. </FONT></P> <P STYLE="margin-top: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">How shares are purchased under the Plan</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;For each Fund distribution, the Plan Agent will acquire common shares for participants either (i)&nbsp;through receipt of newly issued common shares from each Fund
(&#147;newly issued shares&#148;) or (ii)&nbsp;by purchasing common shares of the Fund on the open market (&#147;open market purchases&#148;). If, on a distribution payment date, the net asset value per common share of a Fund (&#147;NAV&#148;) is
equal to or less than the market price per common share plus estimated brokerage commissions (often referred to as a &#147;market premium&#148;), the Plan Agent will invest the distribution amount on behalf of participants in newly issued shares at
a price equal to the greater of (i)&nbsp;NAV or (ii)&nbsp;95% of the market price per common share on the payment date. If the NAV is greater than the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">market price per common shares plus estimated brokerage commissions (often referred to as a
&#147;market discount&#148;) on a distribution payment date, the Plan agent will instead attempt to invest the distribution amount through open market purchases. If the Plan Agent is unable to invest the full distribution amount in open market
purchases, or if the market discount shifts to a market premium during the purchase period, the Plan Agent will invest any un-invested portion of the distribution in newly issued shares at a price equal to the greater of (i)&nbsp;NAV or
(ii)&nbsp;95% of the market price per share as of the last business day immediately prior to the purchase date (which, in either case, may be a price greater or lesser than the NAV per common shares on the distribution payment date). No interest
will be paid on distributions awaiting reinvestment. Under the Plan, the market price of common shares on a particular date is the last sales price on the exchange where the shares are listed on that date or, if there is no sale on the exchange on
that date, the mean between the closing bid and asked quotations for the shares on the exchange on that date. </FONT></P> <P STYLE="margin-top: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 NAV per common share on a particular date is the amount calculated on that date (normally at the close of regular trading on the New
York Stock Exchange) in accordance with each Fund&#146;s then current policies. </FONT></P> <P STYLE="margin-top: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">Fees and expenses</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;No brokerage charges are imposed on reinvestments in newly issued shares under the Plan. However, all participants will pay a pro rata share of brokerage commissions
incurred by the Plan Agent when it makes open market purchases. There are currently no direct service charges imposed on participants in the Plan, although each Fund reserves the right to amend the Plan to include such charges. The Plan Agent
imposes a transaction fee (in addition to brokerage commissions that are incurred) if it arranges for the sale of your common shares held under the Plan. </FONT></P> <P STYLE="margin-top: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">Shares held through nominees</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;In the case of a registered shareholder such as a broker, bank or other nominee (together, a &#147;nominee&#148;) that holds common shares for others who are the beneficial
owners, the Plan Agent will administer the Plan on the basis of the number of common shares certified by the nominee/record shareholder as representing the total amount registered in such shareholder&#146;s name and held for the account of
beneficial owners who are to participate in the Plan. If your common shares are held through a nominee and are not registered with the Plan Agent, neither you nor the nominee will be participants in or have distributions reinvested under the Plan.
If you are a beneficial owner of common shares and wish to participate in the Plan, and your nominee is unable or unwilling to become a registered shareholder and a Plan participant on your behalf, you may request that your nominee arrange to have
all or a portion of your shares re-registered with the Plan Agent in your </FONT></P></div><div style="clear:both; height: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>
<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>160</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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
name so that you may be enrolled as a participant in the Plan. Please contact your nominee for details or for other possible alternatives. Participants whose shares are registered with the Plan
Agent in the name of one nominee firm may not be able to transfer the shares to another firm and continue to participate in the Plan. </FONT></P> <P STYLE="margin-top: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
consequences</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Automatically reinvested dividends and distributions are taxed in the same manner&nbsp;as cash dividends and distributions &#151; i.e., automatic
reinvestment in additional shares does not relieve shareholders of, or defer the need to pay, any income tax that may be payable (or that is required to be withheld) on Fund dividends and distributions. The Funds and the Plan Agent reserve the right
to amend or terminate the Plan. Additional information about the Plan, as well as a copy of the full Plan itself, may be obtained from the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New
York, NY 10269-0560; telephone number: <FONT STYLE="white-space:nowrap">(844)&nbsp;33-PIMCO;</FONT> www.astfinancial.com. </FONT></P>
 <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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>161</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="tx296860_21"></A>Additional&nbsp;Information&nbsp;Regarding&nbsp;the&nbsp;Funds</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">CHANGES OCCURRING DURING THE REPORTING PERIOD </FONT></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"><I>The following information in this annual report is a summary of certain changes during the period since the Funds&#146; last annual
reports to shareholders were filed. This information may not reflect all of the changes that have occurred since you purchased shares of a Fund. </I></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">1.</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">The PIMCO Income Opportunity Fund and PIMCO Dynamic Credit and Mortgage Income Fund
reorganized with and into PIMCO Dynamic Income Fund as of the close of business on December 10, 2021. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">2.</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">On March 25, 2022, each of the Funds added the below language to its Principal Investment
Strategies: </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">The Fund may invest in
securities of other open- or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s
investment objectives, strategies and policies and permissible under the 1940 Act. The Fund may invest in other investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large
amounts of uninvested cash or when PIMCO believes share prices of other investment companies offer attractive values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted
by the 1940 Act, the rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management
activities. The Fund treats its investments in other investment companies that invest primarily in types of securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment
policies (e.g., the Fund&#146;s investment in an investment company that invests primarily in debt securities will be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would bear its
ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative
expenses to the extent the Fund invests in other investment companies. The securities of other investment companies may be leveraged, in which case the NAV and/or market value of the investment company&#146;s shares will be more volatile than
unleveraged 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">The Funds do not believe that
there are any material unresolved written comments, received 180 days or more before June 30, 2022 from the Staff of the SEC regarding any of the Funds&#146; periodic or current reports under the Securities Exchange Act or the Investment Company
Act, or their registration 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">Portfolio
Transactions </FONT></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 aggregate amounts of brokerage
commissions paid by the Funds during the fiscal year ended June 30, 2022 were as follows (amounts
in&nbsp;thousands<SUP STYLE="font-size:75%; 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 Narrow; font-size:8pt">


<TR>

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

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

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

<TD VALIGN="bottom" WIDTH="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>Fund Name</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;</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>Total</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Commission</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Paid</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>Total</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Commission</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Paid to</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Affiliated</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Brokers</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></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"> <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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">295</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #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:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">19,145</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></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"> <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" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">731</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #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" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></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"> <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" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">41,400</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #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 Access Income Fund</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">9,786</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</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></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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Income Opportunity Fund*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&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;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">28</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0</TD>
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<TD HEIGHT="1" COLSPAN="4"></TD></TR>
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<TD VALIGN="bottom" 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 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 #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0</TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0</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>
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<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">Fund has merged with PX5J. </FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">&#134;</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">
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<TD VALIGN="bottom"><B>162</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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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><A NAME="tx296860_22"></A>Principal&nbsp;Investment&nbsp;Strategies</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><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"><I>The term &#147;invest&#148; includes both direct investing and indirect investing and the
term &#147;investments&#148; includes both direct investments and indirect investments. For example, a Fund may invest indirectly by investing in derivatives or through its wholly-owned subsidiaries (&#147;Subsidiaries&#148;), if applicable. The
allocation of a Fund&#146;s assets to a Subsidiary, if applicable, will vary over time and will likely not include all of the different types of investments described herein at any given&nbsp;time. </I></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">PCM Fund, Inc. (&#147;PCM&#148;) </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 Fund seeks to achieve its investment objectives by utilizing a
dynamic asset allocation strategy among multiple fixed income sectors in the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, bank loans, convertible securities and stressed
debt securities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed securities, government and sovereign
debt, taxable municipal bonds and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest in investment grade debt securities and below investment
grade debt securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed, distressed and defaulted issuers. The Fund cannot assure you that it will achieve its investment
objectives, and you could lose all of your investment in the Fund. </FONT></P> <P STYLE="margin-top: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">Portfolio Management Strategies </FONT></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"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;On behalf of the Fund, the Fund&#146;s investment manager, Pacific Investment
Management Company LLC (&#147;PIMCO&#148; or the &#147;Investment Manager&#148;), employs an active approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook,
credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the Fund focuses on
seeking income generating investment ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions (e.g., U.S. vs.
foreign), asset classes, industries and sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment within fixed income sectors draws on PIMCO&#146;s regional and
sector specialist insights. As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT>
mortgage-related securities. The Fund will observe other investment guidelines as summarized below.
</FONT></P></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"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the Fund&#146;s <FONT
STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit
approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals. PIMCO utilizes strategies
that focus on credit quality analysis, duration management and other risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and
other income-producing securities that provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consideration of yield is only one component of the
portfolio managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on PIMCO&#146;s&nbsp;assessment of the issuer&#146;s credit characteristics, forecast for&nbsp;interest rates and
outlook for particular countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limitation in debt instruments that are, at the time of purchase, rated
below investment grade (below Baa3 by Moody&#146;s Investors Service, Inc. (&#147;Moody&#146;s&#148;) or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P Global Ratings (&#147;S&amp;P&#148;) or Fitch, Inc. (&#147;Fitch&#148;)),
or unrated but determined by PIMCO to be of comparable quality, and may invest without limit in securities of any rating. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with
respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some
speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from
the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies
primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize
this information in an attempt to manage credit risk and to identify issuers, industries or sectors that are undervalued or that offer
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>163</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>Principal&nbsp;Investment&nbsp;Strategies</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></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">
attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests
in high yield securities and in securities of emerging market issuers. </FONT></P> <P STYLE="margin-top: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">Portfolio Contents </FONT></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 Fund normally
invests in a portfolio of debt obligations and other income-producing securities of any type and credit quality with varying maturities, including, among other investments, mortgage-related and other asset-backed securities, as well as related
derivative instruments. The Fund expects to invest in mortgage-related and other asset-backed securities issued or sponsored by various public and private entities, which may include securities issued or guaranteed by the U.S. Government, its
agencies or instrumentalities (&#147;U.S. Government securities&#148;), residential and commercial mortgage-backed securities (some of which may be U.S. Government securities), privately-issued mortgage-related securities and any other type of
mortgage-related or asset-backed securities issued on a public or private basis, including collateralized mortgage obligations (&#147;CMOs&#148;), adjustable rate mortgage-backed securities, stripped mortgage-backed securities, CMO residuals and
mortgage pass-through securities. The Fund may invest in various levels of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148; tranche. For the avoidance of doubt, equity
or &#147;first loss&#148; tranches of mortgage-backed or asset-backed securities do not constitute equity interests for purposes of the Fund&#146;s 20% limit on investments in equity interests described below. The Fund may also invest, as a third
party purchaser, in risk retention tranches of CMBS or other eligible securitizations, which are eligible residual interests held by the sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements
of Section 941 of the Dodd-Frank Act. </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"><FONT COLOR="#333333">The Fund&#146;s
portfolio of income-producing securities may also include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including
commercial paper; asset-backed securities issued on a public or private basis; U.S. Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored
enterprises and obligations of international agencies and supranational entities; municipal securities and other debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises,
including taxable municipal securities (such as Build America Bonds); <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds;
covenant-lite obligations; inflation-indexed bonds issued by both governments and corporations; structured notes, including hybrid or indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes; credit-linked trust
instruments; structured credit
</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">
products; bank loans (including, among others, senior loans, delayed funding loans, revolving credit facilities and loan participations and assignments); preferred securities; convertible debt
securities (i.e., debt securities that may be converted at either a stated price or stated rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate
securities that possess the two principal characteristics of a traditional convertible security, such as an income-producing security and the right to acquire an equity security and contingent convertible securities); collateralized bond
obligations, collateralized loan obligations and other collateralized debt obligations; bank capital securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing
security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the interest rate on another security or index (i.e., inverse floaters). At any given time and from time to time substantially all of
the Fund&#146;s portfolio may consist of below investment grade securities. The Fund may invest in debt securities of stressed issuers. </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"><FONT COLOR="#333333">The Fund may invest without limitation in securities of U.S. issuers and without limitation in securities of foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, including in securities of issuers economically tied to &#147;emerging market&#148; countries, securities traded principally outside of the United States, and securities denominated in currencies
other than the U.S. dollar. The Fund may also invest directly in foreign currencies, including local emerging market currencies, including local emerging market currencies. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund normally invests at
least 25% of its total assets (i.e., concentrates) in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may, but is not required to, utilize various derivative
strategies (both long and short positions) involving the purchase or sale of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap
agreements and other derivative instruments for investment purposes, leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a
when-issued, delayed delivery or forward commitment basis and may engage in short sales to the extent that short positions do not represent more than 25% of the Fund&#146;s total assets. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest up to 20% of its total assets in common stocks
and other equity securities from time to time, including those it has received through the conversion of a convertible security held by the Fund or in connection with the restructuring of a debt security. The Fund may invest in securities that have
not been registered for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>164</B></TD>
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<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; ">(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">
limitation securities eligible for purchase and sale pursuant to Rule&nbsp;144A under the Securities Act of 1933, as amended (the &#147;Securities Act&#148;), or relevant provisions of applicable
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open- or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those
advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives, strategies and policies and permissible under the 1940 Act. The Fund may invest in other
investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested cash or when PIMCO believes share prices of other investment companies offer attractive
values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the rules thereunder or exemptive relief therefrom. The Central Funds are registered
investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats its investments in other investment companies that invest primarily in types of
securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s investment in an investment company that invests primarily in debt securities will
be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would bear its ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s
management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund invests in other investment companies. The securities of other investment companies
may be leveraged, in which case the NAV and/or market value of the investment company&#146;s shares will be more volatile than unleveraged investments. The Fund may invest in real estate investment trusts (&#147;REITs&#148;). The Fund may invest in
securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid investments (i.e., investments that the Fund reasonably expects cannot be sold or
disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer and the bank or
broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time.
</FONT></P></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">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers,
dealers or other financial institutions provided a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Temporary Defensive
Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in
investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objectives when it does so. </FONT></P>
<P STYLE="margin-top: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">Use of Leverage </FONT></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 Fund may obtain leverage through reverse repurchase agreements,
dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others
futures and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales, when-issued, delayed delivery and forward commitment transactions, and
selling credit default swaps. </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"><FONT COLOR="#333333">The Fund may also
determine to issue preferred shares or other types of senior securities to add leverage to its portfolio. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and selling credit default swaps, opportunistically and
may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund also may borrow money in order to repurchase
its shares or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the
Fund. </FONT></P> <P STYLE="margin-top: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 Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund (&#147;PGP&#148;) </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 portfolio managers build a global equity and debt portfolio by investing, under normal circumstances, at least 80% of the Fund&#146;s net assets (plus any borrowings for investment purposes) in a combination
</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>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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>165</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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">
of securities and instruments that provide exposure to stocks and/or produce income (the &#147;80% policy&#148;). The 80% policy is not considered to be fundamental by the Fund, and can be
changed without a vote of the Fund&#146;s shareholders. The 80% policy may be changed by the Fund&#146;s Board of Trustees following the provision of 60 days&#146; prior written notice to the Fund&#146;s shareholders. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund&#146;s stock exposure (including for purposes of the 80%
policy) may be obtained through stock holdings and/or through index and other derivative instruments that have economic characteristics similar to U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> stocks. Exposure to income-producing
instruments may be obtained through the use of fixed income and other derivative instruments. The Fund cannot assure you that it will achieve its investment objective, and you could lose all of your investment in the Fund. </FONT></P>
<P STYLE="margin-top: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">Asset Allocation and Periodic Rebalancing </FONT></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 Fund&#146;s equity index exposure generally is expected to equal
100% of its net assets (generally approximately 50% U.S. and 50% <FONT STYLE="white-space:nowrap">non-U.S.).</FONT> The Fund&#146;s equity index exposure will be rebalanced on a periodic basis (so that the U.S. and
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity index exposure each will represent approximately 50% at the time of rebalance). It is anticipated that each periodic rebalancing will coincide with the settlement of relevant derivatives. These
periodic rebalancings may result in additional transaction costs for the Fund and may increase the amount of capital gains (including short-term capital gains) realized by the Fund on which shareholders pay tax. Although the portfolio will be
rebalanced periodically, it is expected that the relative percentage of the Fund&#146;s equity derivatives exposure represented by U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity index exposure will vary during interim periods in
relation to market fluctuations and other factors. Therefore, the Fund&#146;s assets attributable to U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity exposure may be materially higher or lower than the initial 50%/50% allocation
described above, and the risk/return profile of the Fund (taken as a whole) will vary accordingly. </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">Portfolio Management Strategies </FONT></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"><B><I>Equity Derivatives Strategies.</I></B>&nbsp;&nbsp;The Fund generally expects to gain substantially all of its equity index exposure by
investing in equity index derivatives based on the S&amp;P 500 Index (i.e., the U.S. equity exposure) and the MSCI EAFE Index (i.e., the <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity exposure). In the case of equity index swaps and futures
contracts, the Fund seeks to receive a return that approximates total return (price appreciation or depreciation plus any dividends) of the relevant index while bearing implicit or explicit interest and transactional costs, including certain tax
withholdings, if applicable. Any increase in return attributable to dividends will not be eligible for treatment to holders of the Fund&#146;s common shares of beneficial interest as &#147;qualified dividend income&#148; and the Fund will not be
able to recover any withholding
</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">
taxes on foreign dividends. The Fund also may invest directly in common stocks, other equity instruments and other types of derivative instruments, such as options contracts and options on
futures contracts, to gain equity exposure. In implementing the Fund&#146;s derivatives strategies, PIMCO may use a variety of techniques designed to minimize transaction costs and to provide greater investment flexibility, such as utilizing
multiple derivative counterparties, negotiating the terms of derivative instruments in which the Fund invests and analyzing the costs associated with different derivative instruments. The Fund is neither sponsored by nor affiliated with either
index. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may hedge the foreign currency risk
associated with its exposure to <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equities depending upon market conditions and other factors. The Fund reserves the flexibility to change its U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT>
benchmark indexes and related derivatives strategies. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Global Debt Securities Selection / Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;The Fund&#146;s actively managed collateral
portfolio (the &#147;Debt Portfolio&#148;) will back the Fund&#146;s equity index positions and will consist of income-producing debt securities having varying maturities and debt-related derivatives securities, including but not limited to interest
rate swaps (including swaps that are paired) and other interest rate derivatives. In managing the Debt Portfolio, PIMCO employs an active approach to allocation among multiple fixed income sectors based on, among other things, market conditions,
valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and
credit sector emphasis, PIMCO manages the Debt Portfolio with a focus on seeking income generating investment ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets.
PIMCO may choose to focus on particular countries/regions, asset classes, industries and sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment within fixed
income sectors draws on PIMCO&#146;s regional and sector specialist&nbsp;insights. </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"><FONT COLOR="#333333"><B><I>Fund Current Distribution Strategies.</I></B>&nbsp;&nbsp;The Fund&#146;s monthly distributions are expected to include, among other
possible sources, interest income from the Debt Portfolio and payments and premiums (characterized as capital for financial accounting purposes and as ordinary income for tax purposes) generated by certain types of interest rate derivatives.
Strategies involving interest rate derivatives (including swaps that are paired) may attempt to capitalize on differences between short-term and long-term interest rates as part of the Fund&#146;s duration and yield curve active management
strategies. For instance, in the event that long-term interest rates are higher than short-term interest rates, the Fund may elect to pay a floating
short-</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>166</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<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">
term interest rate and to receive a long-term fixed interest rate for a stipulated period of time, thereby generating payments as a function of the difference between current short-term interest
rates and long-term interest rates, so long as the floating short-term interest rate (which may rise) is lower than the fixed long-term interest rate. </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"><FONT COLOR="#333333">The Fund may enter into opposite sides of multiple interest rate swaps or other derivatives with respect to the same underlying reference
instrument (e.g., a <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. treasury) that have different effective dates with respect to interest accrual time periods also for the principal purpose of generating distributable gains (characterized as
ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies. In such a &#147;paired swap transaction&#148;, the Fund would generally enter into one or more interest rate swap agreements
whereby the Fund agrees to make regular payments starting at the time the Fund enters into the agreements equal to a floating interest rate in return for payments equal to a fixed interest rate (the &#147;initial leg&#148;). The Fund would also
enter into one or more interest rate swap agreements on the same underlying instrument, but take the opposite position (i.e., in this example, the Fund would make regular payments equal to a fixed interest rate in return for receiving payments equal
to a floating interest rate) with respect to a contract whereby the payment obligations do not commence until a date following the commencement of the initial leg (the &#147;forward leg&#148;). </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may engage in investment strategies, including those
investment strategies that employ the use of paired swaps transactions, the use of interest rate swaps to seek to capitalize on differences between short-term and long-term interest rates and other derivatives transactions, to, among other things,
seek to generate current, distributable income, even if such strategies could potentially result in declines in the Fund&#146;s net asset value (&#147;NAV&#148;). The Fund&#146;s income and gain-generating strategies, including certain derivatives
strategies, may seek to generate current income and gains taxable as ordinary income sufficient to support monthly distributions even in situations when the Fund has experienced a decline in net assets due to, for example, adverse changes in the
broad U.S. or <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity markets or the Fund&#146;s debt investments, or arising from its use of derivatives. For instance, a significant portion of the Fund&#146;s monthly distributions may be sourced
from paired swap transactions utilized to produce current distributable ordinary income for tax purposes on the initial leg, with a substantial possibility that the Fund will later realize a corresponding capital loss and potential decline in its
NAV with respect to the forward leg (to the extent there are not corresponding offsetting capital gains being generated from other sources). Because some or all of these transactions may generate capital losses without corresponding offsetting
capital gains, portions of the Fund&#146;s distributions recognized as ordinary income for tax purposes (such as from paired swap
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transactions) may be economically similar to a taxable return of capital when considered together with such capital losses. </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"><FONT COLOR="#333333">The Fund&#146;s index option strategy, to the extent utilized, seeks
to generate payments and premiums from writing options that may offset some or all of the capital losses incurred as a result of paired swaps transactions. However, the Fund may use paired swap transactions to support monthly distributions where the
index option strategy does not produce an equivalent amount of offsetting gains, including without limitation when such strategy is not being used to a significant extent. In addition, gains (if any) generated from the index option strategy may be
offset by the Fund&#146;s realized capital losses, including any available capital loss carryforwards. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund generally will not include in its monthly distributions any gain that is derived from gains that are characterized as long-term
capital gain for tax purposes (and is limited in its ability to do so by the Investment Company Act of 1940, as amended (the &#147;Act&#148;)). The notional exposure of the interest rate derivatives in the Debt Portfolio may vary widely as a
function of market conditions, including differences between short-term and longer-term interest rates and the Fund&#146;s current investment strategies. (The notional amount of a derivative is the hypothetical underlying quantity upon which
interest rate or other payment obligations are computed.) While the yield curve (a graph of bond yields available at a given moment in time) generally slopes upward (indicating that long-term interest rates are higher than short-term interest
rates), there can be no assurance that this always will be the case and has not always recently been the case, and it is anticipated that the slope of the yield curve will vary to a significant degree across different market environments. In market
environments in which the differences between short- term, intermediate-term and long-term interest rates are smaller than is typically the case (a flatter yield curve environment), the Fund may increase the notional exposure of its interest rate
derivative positions. In certain market conditions, it is anticipated that the notional exposure of interest rate derivatives in the Debt Portfolio could be a multiple of the Fund&#146;s total net assets. The Fund is required to identify any portion
of its monthly distributions that are characterized as gains (for financial accounting purposes) or that otherwise are derived from any sources other than net income. The Fund cannot assure you as to any level of distributions that will be treated
as ordinary income, cannot assure you as to any level of capital gains distributions and cannot assure you as to any ratio of monthly distributions to capital gain distributions. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Index Option Strategy.</I></B>&nbsp;&nbsp;In implementing the
Fund&#146;s index option strategy, PIMCO may sell (&#147;write&#148;) call options on the S&amp;P 500 Index and on futures on the S&amp;P 500 Index. PIMCO does not intend to write index call options when the underlying notional value of the index
call option positions exceeds the Fund&#146;s net U.S. equity exposure &#151; generally approximately 50% of the Fund&#146;s net assets (i.e., the Fund
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>167</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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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does not intend to write &#147;naked&#148; positions) at each rebalance. The index option writing strategy is designed to produce gains from index option premiums. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund expects that it normally will write call options whose
terms to expiration range from one month to one year, although the Fund may write call options with both longer and shorter terms. PIMCO ordinarily will not write call options on individual equity securities but may write call options on
exchange-traded funds and other similar instruments designed to correlate with the performance of the underlying equity index. PIMCO will actively manage the Fund&#146;s index option positions using quantitative and statistical analysis that focuses
on relative value and a weighing of risk versus return. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund generally will write equity index call options that are <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">&#147;out-of-the-money&#148;</FONT></FONT></FONT> or <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;at-the-money&#148;</FONT></FONT> at the time of sale. The Fund generally will write <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">out-of-the-money</FONT></FONT></FONT> equity index call options with strike prices no more than 10% higher than the cash value of the index at the time of
sale. The Fund reserves the flexibility to write equity index call options that are more or less <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">out-of-the-money</FONT></FONT></FONT> as it deems
appropriate depending upon market conditions and other factors. The Fund also reserves the flexibility to write equity index call options that are
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;in-the-money.&#148;</FONT></FONT> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition to writing call options, the Fund also may purchase put options on the S&amp;P 500 Index and on futures on the S&amp;P 500 Index
in an effort to protect against significant market declines affecting the U.S. equity markets as measured by the S&amp;P 500 Index. However, because the Fund generally will purchase put options that are <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;out-of-the-money,&#148;</FONT></FONT></FONT> the Fund will not be fully covered against any market decline. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition to listed options, the Fund may write and purchase <FONT
STYLE="white-space:nowrap">over-the</FONT> counter options, which are not originated and standardized by the Office of the Comptroller of the Currency or listed and traded on an options exchange (such as the Chicago Board Options Exchange or the
International Securities Exchange). </FONT></P> <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"><FONT COLOR="#333333"><B><I>Credit
Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limitation in debt instruments that are, at the time of purchase, rated below investment grade (below Baa3 by Moody&#146;s or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either
S&amp;P or Fitch) or that are unrated but determined by PIMCO to be of comparable quality. The Fund normally will attempt to maintain in its Debt Portfolio debt securities with what PIMCO believes have an average credit quality that is at least
investment grade. The Fund may invest in securities of stressed, distressed and defaulted issuers, which include securities at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that
are rated in the lower rating categories by one or more nationally recognized statistical rating organizations or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as
having predominantly speculative
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characteristics with respect to capacity to pay interest and to repay principal and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in
the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes
periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of
the debt obligation. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent Credit
Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research.
The Fund&#146;s portfolio managers utilize this information in an attempt to manage credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of their credit
characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;The Debt
Portfolio&#146;s debt securities will generally have a <FONT STYLE="white-space:nowrap">low-</FONT> to intermediate- average portfolio duration, ranging from one year to a duration that is two years above the duration of the Bloomberg Capital U.S.
Aggregate Index, although it may be shorter or longer at any time or from time to time depending on market conditions and other factors. While the Fund seeks to maintain a <FONT STYLE="white-space:nowrap">low-</FONT> to intermediate- average
portfolio duration, there is no limit on the maturity or duration of any individual security in which the Fund may invest. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The
Fund&#146;s duration strategy may entail maintaining a negative average portfolio duration from time to time, which would potentially benefit the portfolio in an environment of rising market interest rates but would generally adversely impact the
portfolio in an environment of falling or neutral market interest rates. PIMCO may also utilize certain strategies, including without limitation investments in structured notes or interest rate futures contracts or swap, cap, floor or collar
transactions, for the purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be successful. </FONT></P>
<P STYLE="margin-top: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">Portfolio Contents </FONT></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">Substantially all of the Fund&#146;s assets ordinarily will be
invested in the Debt Portfolio to back the Fund&#146;s equity index positions. The types of debt securities (and related instruments) in which the Fund may invest include mortgage-related and other types of asset-backed securities (including
collateralized loan obligations, collateralized debt </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>168</B></TD>
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<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; ">(Unaudited)</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
obligations, and collateralized mortgage obligations) issued on a public or private basis; government securities, including U.S. Government securities, sovereign debt and other obligations of <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises, and obligations of international agencies and supranational entities, as well as
municipal securities; bonds, debentures, notes, and other debt securities of U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> corporations and other issuers, issued publicly or through private placements, including convertible securities,
covenant-lite obligations, contingent convertible securities, synthetic convertible securities and commercial paper, event-linked securities, inflation-indexed bonds,
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities, <FONT STYLE="white-space:nowrap">step-ups</FONT> <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds, senior floating-rate loans
(&#147;Senior Loans&#148;) and other bank loans (secured or unsecured) and loan assignments and participations, bank capital securities, bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The Fund also may invest in
preferred stock, structured notes and other hybrid instruments, credit-linked trust certificates, delayed funding loans, revolving credit facilities and REITs, and may use credit default swaps, other debt-related derivatives, interest rate swaps,
forwards, futures and other interest rate derivatives. The rate of interest on the Fund&#146;s debt security investments may be fixed, floating or variable. The Fund may invest in debt securities issued by companies with small and medium market
capitalizations. The Fund may invest in various levels of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148; tranche. The Fund may also invest, as a third party purchaser,
in risk retention tranches of CMBS or other eligible securitizations, which are eligible residual interests held by the sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements of Section 941
of the Dodd-Frank Act. </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"><FONT COLOR="#333333">The Fund will actively manage the
duration and yield curve exposure of the Debt Portfolio, in part through the use of a variety of interest rate derivatives, including but not limited to interest rate swaps, forwards and futures. These interest rate derivatives also may be used for
other investment or risk management purposes, including to provide synthetic exposure to fixed or floating rate debt instruments, and to attempt to generate current income and gains. It currently is anticipated that the duration and yield curve
active management strategies using interest rate derivatives will result in the generation of payments arising primarily from differences between short-term and long-term interest rates. As that difference gets smaller, the Fund would need to
increase its notional exposure to interest rate derivatives in order to generate the same income for the Fund. These payments will be characterized as gain for financial accounting purposes and as ordinary income for tax purposes. In the event that
long-term interest rates are higher than short-term interest rates, for
</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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example, the Fund may elect to pay a floating short-term interest rate and to receive a long-term fixed interest rate for a stipulated period of time, thereby generating return as a function of
the difference between current short-term interest rates and long-term interest rates, so long as the floating short-term interest rate (which may rise) is lower than the fixed long-term interest rate. The notional exposure of the interest rate
derivatives in the Debt Portfolio may vary widely as a function of market conditions, including differences between short-term and longer-term interest rates, and the Fund&#146;s current investment&nbsp;strategies. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest without limitation in securities of U.S. issuers
and without limitation in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities denominated in currencies other than the U.S. dollar. The Fund
normally will have exposure to investments that are tied economically to at least three countries other than the United States. The Fund may invest without limit in investment grade sovereign debt denominated in the relevant country&#146;s local
currency with less than 1 year remaining to maturity (&#147;short-term investment grade sovereign debt&#148;), including short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets
in securities and instruments that are economically tied to emerging market countries (this limitation does not apply to investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to
maturity). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest up to 30% of its total
assets in Senior Loans made to corporations, partnerships and other business entities. Senior Loans typically pay interest at rates that are <FONT STYLE="white-space:nowrap">re-determined</FONT> periodically on the basis of a floating base lending
rate plus a premium. Senior Loans generally hold the most senior position in the capital structure of a borrower and often are secured with collateral but may be of below investment grade quality and may involve significant credit risk. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid investments
(i.e., investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities). </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may purchase securities that it is eligible to purchase on
a when-issued basis, may purchase and sell such securities for delayed delivery, may make contracts to purchase such securities for a fixed price at a future date beyond normal settlement time (forward commitments) and may engage in short sales.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest in securities that have not been
registered for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant
provisions of </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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">
applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open- or <FONT
STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives, strategies and
policies and permissible under the 1940 Act. The Fund may invest in other investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested cash or when
PIMCO believes share prices of other investment companies offer attractive values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the rules
thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats its
investments in other investment companies that invest primarily in types of securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s
investment in an investment company that invests primarily in debt securities will be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would bear its ratable share of that investment
company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund
invests in other investment companies. The securities of other investment companies may be leveraged, in which case the NAV and/or market value of the investment company&#146;s shares will be more volatile than unleveraged investments. The Fund may
invest in REITs. The Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer and the bank or
broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided
a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P></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"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation,
for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality,
short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objective when it does so. </FONT></P> <P STYLE="margin-top: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">Use of Leverage </FONT></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 Fund may obtain leverage through reverse repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial
paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others, futures and forward contracts (including foreign currency exchange contracts),
total return swaps and other derivative transactions, loans of portfolio securities, short sales, when-issued, delayed delivery and forward commitment transactions and selling credit default swaps. The Fund may also determine to issue preferred
shares or other types of senior securities to add leverage to its portfolio. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and
from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund also may borrow money in order to repurchase its shares or as a temporary measure for extraordinary or emergency purposes,
including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Any leverage used by the Fund obtained through the issuance of
preferred shares or debt securities or the use of borrowings or similar transactions will be limited to 38% of the Fund&#146;s total assets (including the proceeds of the leverage) except as noted below (the &#147;38% Policy&#148;). The Fund also
may enter into transactions that may give rise to a form of financial leverage, such as, among others, reverse repurchase agreements, loans of portfolio securities, selling credit default swap contracts and engaging in other derivatives
transactions, as well as when-issued, delayed delivery or forward commitment transactions. To the extent the Fund covers its positions in such transactions (by segregating liquid assets at least equal in amount to the Fund&#146;s future commitment
thereunder, entering into offsetting transactions or owning positions covering such future commitment), its obligations under such transactions will not be subject to the 38% Policy.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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; ">(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">PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;) </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">Leveraging PIMCO&#146;s core analytical and risk management
capabilities, the Fund&#146;s portfolio managers can select what they believe to be attractive issues across the full range of fixed income sectors including corporate debt, government and sovereign debt, mortgage-related and other asset-backed
securities and other income-producing securities of varying maturities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The Fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in a combination of income-producing securities of <FONT STYLE="white-space:nowrap">non-corporate</FONT> issuers, such as
securities issued or guaranteed by the U.S. or foreign governments, mortgage-related and other asset-backed securities issued on a public or private basis, corporate debt obligations and other income-producing securities of varying maturities issued
by U.S. or foreign (non U.S.) corporations or other business entities, including emerging market issuers, and municipal securities (the &#147;80% policy&#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">Portfolio Management Strategies </FONT></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"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;On behalf of the Fund, the Fund&#146;s investment manager, PIMCO, employs an active
approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the
basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the Fund focuses on seeking income generating investment ideas across multiple fixed income sectors, with an emphasis
on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions (e.g., U.S. vs. foreign), asset classes, industries and sectors to the exclusion of others at any time and from time
to time based on market conditions and other factors. The relative value assessment within fixed income sectors draws on PIMCO&#146;s regional and sector specialist insights. </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"><FONT COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the
Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT>
disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO utilizes strategies that focus on credit quality
analysis, duration management and other risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other income-producing
securities that provide current income and/or
</FONT></P></DIV><DIV STYLE="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">
opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consideration of yield is only one component of the portfolio
managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for
particular countries/regions, currencies, industries, sectors and the global economy and bond markets generally. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest up to 20% of its total assets in debt instruments that are, at the time of
purchase, rated below investment grade (below Baa3 by Moody&#146;s or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P or Fitch), or unrated but determined by PIMCO to be of comparable quality. Debt instruments of below
investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148;
Debt instruments in the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby
one party makes periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by
the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent
Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party
research. The Fund&#146;s portfolio managers utilize this information in an attempt to manage credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of
their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P>
<P STYLE="margin-top: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">Portfolio Contents </FONT></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">For purposes of the Fund&#146;s 80% policy, income-producing
securities may include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial paper; asset-backed securities
issued on a public or private basis; U.S. Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international
agencies and supranational entities; municipal securities and other debt securities
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>171</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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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issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America Bonds); <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued by both governments and corporations; structured notes,
including hybrid or indexed securities; credit-linked notes; covenant-lite obligations; credit-linked trust instruments; structured credit products; preferred securities; convertible debt securities (i.e., debt securities that may be converted at
either a stated price or stated rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a
traditional convertible security, such as an income-producing security and the right to acquire an equity security and contingent convertible securities); collateralized mortgage obligations; bank capital securities; and bank certificates of
deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the interest rate on another
security or index (i.e., inverse floaters). At any given time and from time to time substantially all of the Fund&#146;s portfolio may consist of below investment grade securities. The Fund may invest in debt securities of stressed issuers. The Fund
may invest in various levels of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148; tranche. For the avoidance of doubt, equity or &#147;first loss&#148; tranches of
mortgage-backed or asset-backed securities do not constitute equity interests for purposes of the Fund&#146;s 20% limit on investments in equity interests described below. The Fund may also invest, as a third party purchaser, in risk retention
tranches of CMBS or other eligible securitizations, which are eligible residual interests held by the sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements of Section 941 of the Dodd-Frank
Act. </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"><FONT COLOR="#333333">In addition, the Fund will invest a minimum of 33%
of its net assets in U.S. debt securities and may not invest more than 67% of its total assets in foreign debt instruments, including a maximum of 40% of its total assets in securities and instruments that are economically tied to emerging market
countries (this limitation does not apply to investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity). Further, the Fund may invest up to 45% of its total assets in the
securities of governmental or corporate issuers located in a single foreign country, subject to the 67% of total assets limitation on foreign securities holdings. The Fund may invest without limitation in investment grade sovereign debt denominated
in the relevant country&#146;s local currency with less than 1 year remaining to maturity, subject to applicable law and any other restrictions.
</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 may, but is not required to, utilize various derivative strategies (both long and
short positions) involving the purchase or sale of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other
derivative instruments for investment purposes, leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed
delivery or forward commitment basis and may engage in short sales to the extent that short sales do not represent more than 25% of the Fund&#146;s total assets. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest up to 20% of its total assets in common stocks and other equity securities from time to time, including those it has
received through the conversion of a convertible security held by the Fund or in connection with the restructuring of a debt security. The Fund may invest up to 15% of its total assets in any combination of interest-only or inverse floating rate
obligations and residual interests of real estate mortgage investment conduits. The weighted average life of the Fund&#146;s investments, under normal market conditions, is expected to be less than 10 years. The Fund may invest up to 20% of its
total assets in commercial mortgage-related securities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of applicable
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open- or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those
advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives, strategies and policies and permissible under the 1940 Act. The Fund may invest in other
investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested cash or when PIMCO believes share prices of other investment companies offer attractive
values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the rules thereunder or exemptive relief therefrom. The Central Funds are registered
investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats its investments in other investment companies that invest primarily in types of
securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s investment in an investment company that invests primarily in debt securities will
be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>172</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></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; ">(Unaudited)</FONT></TD></TR></TABLE>
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bear its ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested.
Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund invests in other investment companies. The securities of other investment companies may be leveraged, in which case the NAV and/or market value of the
investment company&#146;s shares will be more volatile than unleveraged investments. The Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </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"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid investments
(i.e., investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities). </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund
purchases a security from a bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio
securities to brokers, dealers or other financial institutions provided a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Temporary Defensive
Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in
investments such as high grade debt securities, including high-quality, short-term debt instruments, and cash and cash equivalents. The Fund may not achieve its investment objectives when it does 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">Use of Leverage </FONT></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 Fund may obtain leverage through reverse repurchase agreements,
dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others, futures
and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales, when-issued, delayed delivery and forward commitment
</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">
transactions and selling credit default swaps. The Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its portfolio. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse
repurchase agreements and selling credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve
environment, interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The Fund also may borrow money in order to repurchase its shares or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement securities transactions which otherwise
might require untimely dispositions of portfolio securities held by the Fund. </FONT></P> <P STYLE="margin-top: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 (&#147;PDI&#148;) </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 Fund seeks to achieve its investment objectives by utilizing a dynamic asset allocation strategy among multiple fixed income sectors in
the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, bank loans, convertible securities and stressed debt securities issued by U.S. or foreign
<FONT STYLE="white-space:nowrap">(non-U.S.</FONT> and emerging market) corporations or other business entities), mortgage-related and other asset-backed securities, government and sovereign debt, taxable municipal bonds and other fixed-, variable-
and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest in investment grade debt securities and below investment grade debt securities (commonly referred to as &#147;high
yield&#148; securities or &#147;junk bonds&#148;), including securities of defaulted, distressed and stressed issuers. The Fund cannot assure you that it will achieve its investment objectives, and you could lose all of your investment in
the&nbsp;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">Portfolio Management Strategies
</FONT></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"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;In
managing the Fund, PIMCO employs an active approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With
PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, PIMCO manages the Fund with a focus on seeking income generating investment
ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions, asset classes, industries and sectors to the exclusion
of others at any time and from time to time based on market conditions and other factors. The relative value assessment within
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>173</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>Principal&nbsp;Investment&nbsp;Strategies</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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<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">
fixed income sectors draws on PIMCO&#146;s regional and sector specialist insights. As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets in
privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. The Fund will observe various investment guidelines as summarized below. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the
Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT>
disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO utilizes strategies that focus on credit quality
analysis, duration management and other risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other income-producing
securities that provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consideration of yield is only one component of the portfolio
managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for
particular countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest in debt instruments that are, at the time of purchase, rated below investment
grade, or unrated but determined by PIMCO to be of comparable quality. However, the Fund will not normally invest more than 20% of its total assets in debt instruments, other than mortgage-related and other asset-backed securities, that are, at the
time of purchase, rated CCC&#043; or lower by S&amp;P, and Fitch and Caa1 or lower by Moody&#146;s, or that are unrated but determined by PIMCO to be of comparable quality to securities so rated. The Fund may invest without limitation in
mortgage-related and other asset-backed securities regardless of rating &#151;<B><I></I></B><B><I> i.e.,</I></B> of any credit quality. For purposes of applying the foregoing policies, in the case of securities with split ratings (<I>i.e.,</I> a
security receiving two different ratings from two different rating agencies), the Fund will apply the higher of the applicable ratings. Subject to the aforementioned investment restrictions, the Fund may invest in securities of stressed issuers,
which include securities at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that are rated in the lower rating categories by one or more nationally recognized statistical rating
organizations (for example, Ca
</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">
or lower by Moody&#146;s or CC or lower by S&amp;P or Fitch) or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded
as having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest
investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic
payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt
obligation. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent Credit
Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research.
The Fund&#146;s portfolio managers utilize this information in an attempt to manage credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of their credit
characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that
the Fund normally will have a short to intermediate average portfolio duration (i.e., within a zero to eight year range), as calculated by PIMCO, although it may be shorter or longer at any time or from time to time depending on market conditions
and other factors. While the Fund seeks to maintain a short to intermediate average portfolio duration, there is no limit on the maturity or duration of any individual security in which the Fund may invest Duration is a measure used to determine the
sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration strategy may entail maintaining a negative average portfolio duration from time to time, which would potentially benefit the portfolio in an environment of
rising market interest rates, but would generally adversely impact the portfolio in an environment of falling or neutral market interest rates. PIMCO may also utilize certain strategies, including without limitation investments in structured notes
or interest rate futures contracts or swap, cap, floor or collar transactions, for the purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be
successful. </FONT></P> <P STYLE="margin-top: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">Portfolio Contents </FONT></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 Fund normally invests worldwide in a portfolio of debt
obligations and other income-producing securities of any type and credit quality,
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>174</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
with varying maturities and related derivative instruments. The Fund&#146;s portfolio of debt obligations and income-producing securities may include, without limitation, bonds, debentures,
notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial paper; mortgage-related and other asset-backed securities issued by governmental agencies or
other governmental </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">entities or by private originators or issuers (including mortgage pass-through securities, collateralized
mortgage obligations, adjustable rate mortgage-backed securities, stripped mortgage-backed securities, collateralized bond obligations, collateralized loan obligations and other collateralized debt obligations); U.S. Government securities;
obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international agencies and supranational entities; municipal securities and other
debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America Bonds); <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">step-ups;</FONT> <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued by both governments and corporations;
structured notes, including hybrid or indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes; credit-linked trust instruments; structured credit products; bank loans (including, among others, senior loans, delayed
funding loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated rate
into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a traditional convertible security,
such as an income-producing security and the right to acquire an equity security) and contingent convertible securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing
security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the interest rate on another security or index (i.e., inverse floaters). Certain corporate income-producing securities, such as
convertible bonds, also may include the right to participate in equity appreciation. The Fund may invest in debt securities of stressed issuers. Subject to the investment limitations described under &#147;Credit Quality&#148; above, at any given
time and from time to time, substantially all of the Fund&#146;s portfolio may consist of below investment grade securities and/or mortgage-related or other types of asset-backed securities. The Fund may invest in various levels of the capital
structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148; tranche. The Fund may also invest, as a third party purchaser, in risk retention tranches of CMBS or other eligible securitizations,
which are eligible residual interests held by the
</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">
sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements of Section 941 of the Dodd-Frank Act. </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"><FONT COLOR="#333333">The Fund may invest without limitation in securities of U.S. issuers
and&nbsp;without limitation in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities&nbsp;denominated in currencies other than the U.S. dollar.
The Fund may invest without limit in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than one year remaining to maturity (&#147;short-term investment grade sovereign debt&#148;), including
short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets in securities and instruments that are economically tied to &#147;emerging market&#148; countries other than investments
in short-term investment grade sovereign debt issued by emerging market issuers, where as noted above there is no limit. The Fund may also invest directly in foreign currencies, including local emerging market&nbsp;currencies. </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"><FONT COLOR="#333333">The Fund may normally invest up to 40% of its total assets in bank
loans (including, among others, senior loans, delayed funding loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments). The Fund will not normally invest more than 10% of its total assets in convertible
debt securities (i.e., debt securities that may be converted at either a stated price or stated rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of
separate securities that possess the two principal characteristics of a traditional convertible security, i.e., an income-producing security and the right to acquire an equity security). The Fund may also invest in preferred securities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund normally invests at
least 25% of its total assets in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. </FONT></P> <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"><FONT COLOR="#333333">The Fund may, but is not required to, utilize various derivative strategies (both long and short positions) involving the purchase or sale
of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for investment purposes,
leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed delivery or forward commitment basis and may engage
in short sales. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund will not normally invest
directly in common stocks of operating companies. However, the Fund may own and hold common stocks of operating companies in its portfolio from time to time in
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>175</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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">
connection with a corporate action or the restructuring of a debt instrument, or through the conversion of a convertible security held by the Fund. Common stocks include common shares and other
common equity interest issued by public or private issuers. </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"><FONT
 COLOR="#333333">The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions, including without limitation securities eligible for purchase
and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open-
or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives,
strategies and policies and permissible under the 1940 Act. The Fund may invest in other investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested
cash or when PIMCO believes share prices of other investment companies offer attractive values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the
rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats
its investments in other investment companies that invest primarily in types of securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s
investment in an investment company that invests primarily in debt securities will be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would bear its ratable share of that investment
company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund
invests in other investment companies. The securities of other investment companies may be leveraged, in which case the NAV and/or market value of the investment company&#146;s shares will be more volatile than unleveraged investments. The Fund may
invest in REITs. The Fund may invest in securities of companies of any market capitalization, including small and medium capitalizations. </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"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid investments (i.e., investments that the Fund reasonably expects cannot be sold or
disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment).
</FONT></P></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 may make investments in debt instruments and other securities or instruments
directly or through one or more Subsidiaries. Each Subsidiary, for example, may invest in or originate 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, risk retention investments or any other security or other instrument that the Fund may hold directly. References herein to the Fund include references to a Subsidiary in respect of the Fund&#146;s
investment exposure. The allocation of the Fund&#146;s portfolio in a Subsidiary will vary over time and might not always include all of the different types of investments described&nbsp;herein. </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"><FONT COLOR="#333333">The Fund may seek to originate loans, including, without limitation,
residential and/or commercial real estate or mortgage-related loans, consumer loans or other types of loans, which may be in the form of whole loans, secured and unsecured notes, senior and second lien loans, mezzanine loans or similar investments.
The Fund may invest in and/or originate loans to corporations and/or other legal entities and individuals, including foreign <FONT STYLE="white-space:nowrap">(non-U.S.</FONT> and emerging market) entities and individuals. Such borrowers may have
credit ratings that are determined by one or more nationally recognized statistical rating organizations or PIMCO to be below investment grade. The loans the Fund invests in and/or originates may vary in maturity and/or duration. The Fund is not
limited in the amount, size or type of loans it may invest in and/or originate, including with respect to a single borrower or with respect to borrowers that are determined to be below investment grade, other than pursuant to any applicable law. The
Fund&#146;s investments in and/or origination of loans may also be limited by the Fund&#146;s intention to qualify as a regulated investment company. </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"><FONT COLOR="#333333">The Fund may invest, either directly or indirectly through its Subsidiaries, in Alt Lending ABS backed by consumer, residential or other
loans, issued by an SPE sponsored by an online or alternative lending platform or an affiliate thereof. </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"><FONT COLOR="#333333">When acquiring loans or purchasing Alt Lending ABS, the Fund is not restricted by any particular borrower credit criteria. Accordingly,
certain loans acquired by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">When acquiring and/or originating loans, or purchasing Alt Lending ABS, the Fund is not restricted by any particular borrower credit
criteria. Accordingly, certain loans acquired or originated by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>176</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" 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 Fund may enter into repurchase agreements, in which the Fund purchases a security from a
bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided
a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">There have been no significant changes in the
Fund&#146;s portfolio turnover rates over the last two fiscal years, and no significant change to the portfolio turnover rates of the Fund described in the Financial Highlights can currently be predicted. </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"><FONT COLOR="#333333"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;Upon
PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in investments such as high grade debt
securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objectives when it does so. </FONT></P> <P STYLE="margin-top: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">Use of Leverage </FONT></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 Fund may obtain leverage through reverse repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial
paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others, futures and forward contracts (including foreign currency exchange contracts),
total return swaps and other derivative transactions, loans of portfolio securities, short sales, when-issued, delayed delivery and forward commitment </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">transactions and selling credit default swaps. The Fund may also determine to issue preferred shares or other types of senior securities to
add leverage to its portfolio. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Under normal market
conditions, the Fund will limit its use of leverage from any combination of (i) reverse repurchase agreements or dollar roll transactions (whether or not these instruments are covered as discussed below), (ii), borrowings (i.e., loans or lines of
credit from banks or other credit facilities), (iii) any future issuance of preferred shares, and (iv) to the extent described below, credit default swaps, other swap agreements and futures contracts (whether or not these instruments are covered
with segregated assets as discussed below)
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such that the assets attributable to the use of such leverage will not exceed 50% of the Fund&#146;s total assets (including, for purposes of the 50% limit, the amounts of leverage obtained
through the use of such&nbsp;instruments). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund
utilizes certain kinds of leverage, such as reverse repurchase agreements and selling credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time
based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund also may borrow money in order to repurchase its shares or as a temporary measure for extraordinary or emergency purposes,
including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund. </FONT></P>
<P STYLE="margin-top: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 Opportunities Fund (&#147;PDO&#148;) </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 Fund seeks to achieve its investment objectives by utilizing a
dynamic asset allocation strategy among multiple fixed income sectors in the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, loans, convertible securities and stressed,
distressed and defaulted debt securities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed instruments,
government and sovereign debt, taxable municipal bonds, and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest without limitation in investment
grade debt obligations and below investment grade debt obligations (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed, distressed or defaulted issuers. The Fund cannot assure you
that it will achieve its investment objectives or that the Fund&#146;s investment program will be successful, and you could lose all of your investment in 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 COLOR="#333333">Portfolio Management Strategies </FONT></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"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;In managing the Fund, the Fund&#146;s investment manager, PIMCO, will employ an active
approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the
basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, PIMCO will manage the Fund with a focus on seeking income generating investment ideas across multiple fixed income
sectors, with an emphasis on seeking opportunities in developed and emerging
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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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global credit markets. PIMCO may choose to focus on particular countries/regions, asset classes, industries and sectors to the exclusion of others at any time and from time to time based on
market conditions and other factors. The relative value assessment within fixed income sectors will draw on PIMCO&#146;s regional and sector specialist insights. </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"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in mortgage-related
assets issued by government agencies or other governmental entities or by private originators or issuers. The Fund will observe various other investment guidelines as summarized below. </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"><FONT COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the
Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO will select particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT>
disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO will utilize strategies that focus on credit
quality analysis, duration management and other risk management techniques. PIMCO will attempt to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other
income-producing securities that provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consideration of yield is only one component of the
portfolio managers&#146; approach in managing the Fund. PIMCO will also attempt to identify investments that may appreciate in value based on PIMCO&#146;s&nbsp;assessment of the issuer&#146;s credit characteristics, forecast for&nbsp;interest rates
and outlook for particular countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limitation in debt instruments that are, at the time of purchase, rated
below investment grade (below Baa3 by Moody&#146;s or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P or Fitch), or that are unrated but determined by PIMCO to be of comparable quality. However, the Fund will not normally invest
more than 20% of its total assets in debt instruments, other than mortgage-related and other asset-backed securities, that are, at the time of purchase, rated CCC&#043; or lower by S&amp;P and Fitch and Caa1 or lower by Moody&#146;s, or that are
unrated but determined by PIMCO to be of comparable quality to securities so rated. The Fund may invest without limitation in mortgage-related and other asset-backed securities regardless of rating (i.e., of any credit quality). For purposes of
applying the
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foregoing policies, in the case of securities with split ratings (i.e., a security receiving two different ratings from two different rating agencies), the Fund will apply the higher of the
applicable ratings. Subject to the aforementioned investment guidelines, the Fund may invest in securities of stressed, distressed and defaulted issuers, which include securities in default or at risk of being in default as to the repayment of
principal and/or interest at the time of acquisition by the Fund or that are rated in the lower rating categories by one or more nationally recognized statistical rating organizations (for example, Ca or lower by Moody&#146;s or CC or lower by
S&amp;P or Fitch) or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and
to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund
may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the
par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated
with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in an attempt to manage credit risk and to identify
issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the
Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that the Fund normally will have a short to intermediate average portfolio
duration (i.e., within a zero to eight year range), as calculated by PIMCO, although it may be shorter or longer at any time depending on market conditions and other factors. For example, if the Fund has an average portfolio duration of eight years,
a 1% increase in interest rates would tend to correspond to an 8% decrease in the value of the Fund&#146;s debt portfolio. While the Fund seeks to maintain a short to intermediate average portfolio duration, there is no limit on the maturity or
duration of any individual security in which the Fund may invest. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration strategy may entail maintaining a negative
average portfolio duration from time to time, meaning the portfolio would tend to increase in value in response to
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<TD VALIGN="bottom"><B>178</B></TD>
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<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; ">(Unaudited)</FONT></TD></TR></TABLE>
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an increase in interest rates. If the Fund has a negative average portfolio duration, a 1% increase in interest rates would tend to correspond to a 1% increase in the value of the Fund&#146;s
debt portfolio for every year of negative duration. A negative average portfolio duration would potentially benefit the Fund&#146;s portfolio in an environment of rising market interest rates, but would generally adversely impact the portfolio in an
environment of falling or neutral market interest rates. PIMCO may also utilize certain strategies, including without limitation investments in structured notes or interest rate futures contracts or swap, cap, floor or collar transactions, for the
purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be successful. </FONT></P>
<P STYLE="margin-top: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">Portfolio Contents </FONT></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 Fund will normally invest worldwide in a portfolio of debt
obligations and other income-producing securities and instruments of any type and credit quality and with varying maturities and related derivative instruments. The Fund&#146;s portfolio of debt obligations and other income producing securities and
instruments may include, without limitation, bonds, debentures, notes, and other debt securities and similar instruments of varying maturities issued by various U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other
issuers, including corporate debt securities; commercial paper; securitizations and mortgage-related and other asset-backed instruments issued by government agencies or other governmental entities or by private originators or issuers (including
agency and <FONT STYLE="white-space:nowrap">non-agency</FONT> RMBS, CMBS, CBOs, CMOs, CLOs, other CDOs and other similarly structured securities, including the residual or equity tranches thereof); derivatives on mortgage-related instruments; U.S.
Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international agencies and supranational entities; municipal
securities and other debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America Bonds); PIKs; <FONT
STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued by both governments and corporations; structured notes, including hybrid or indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes;
credit-linked trust instruments; structured credit products; loans (including, among others, bank loans, whole loans, senior loans, mezzanine loans, delayed funding loans, covenant-lite obligations, revolving credit facilities and loan
participations and assignments, loans held and/or originated by private financial institutions, including commercial and residential mortgage loans, corporate loans and consumer loans (such as credit card receivables, automobile loans and student
loans)); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated
</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">
rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two
principal characteristics of a traditional convertible security, such as an income-producing security and the right to acquire an equity security) and CoCos; bank capital securities; and bank certificates of deposit, fixed time deposits and
bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the interest rate on another security or index. Certain
corporate income-producing securities, such as convertible bonds, also may include the right to participate in equity appreciation, and PIMCO will generally evaluate those instruments based primarily on their debt characteristics. </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"><FONT COLOR="#333333">The Fund may invest in debt securities of stressed or distressed
issuers as well as in defaulted securities and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">debtor-in-possession</FONT></FONT> financings. At any given time and from time to time, all of the Fund&#146;s portfolio may consist of
below investment grade securities and/or mortgage-related or other types of asset-backed securities. The Fund may invest in various levels of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or
&#147;first loss&#148; tranche. For the avoidance of doubt, equity or &#147;first loss&#148; tranches of mortgage-backed or asset-backed securities do not constitute equity interests for purposes of the Fund&#146;s 20% limit on investments in
equity&nbsp;interests described below. The Fund may invest without limitation in investment grade debt securities and below investment grade debt securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;),
including securities of stressed, distressed or defaulted&nbsp;issuers. </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"><FONT
 COLOR="#333333">The Fund may invest without limitation in securities of U.S. issuers. Subject to the limit described below on investments in securities and instruments that are economically tied to &#147;emerging market&#148; countries, the Fund
may invest without limitation in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States and securities denominated in currencies other than the U.S. dollar. The
Fund may invest without limitation in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than one year remaining to maturity (&#147;short-term investment grade sovereign debt&#148;), including
short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 30% of its total assets in securities and instruments that are economically tied to &#147;emerging market&#148; countries other than investments
in short-term investment grade sovereign debt issued by emerging market issuers, where, as noted above, there is no limit. The Fund may also invest directly in foreign currencies, including local emerging market currencies.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>179</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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 Fund may normally invest up to 40% of its total assets in bank loans (including, among
others, senior loans, delayed funding loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments). The Fund will not normally invest more than 10% of its total assets in convertible debt securities (i.e.,
debt securities that may be converted at either a stated price or stated rate into underlying shares of common stock). </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"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in mortgage-related
assets issued by government agencies or other governmental entities or by private originators or issuers. </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"><FONT COLOR="#333333">The Fund may, but is not required to, utilize various derivative strategies (both long and short positions) involving the purchase or sale
of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for investment purposes,
leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed delivery or forward commitment basis and may engage
in short sales. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest to a limited degree
(typically no more than 20% of its total assets) in equity interests, such as shares of other investment companies, including <FONT STYLE="white-space:nowrap">open-end</FONT> or <FONT STYLE="white-space:nowrap">closed-end</FONT> management
investment companies and ETFs, and REITs, except that the Fund may invest without limitation in preferred securities. Such equity interests may be issued by public or private issuers. For these purposes, common stocks or other equity interests the
Fund has received through the conversion of a convertible security held by the Fund or in connection with the restructuring of a debt security will not count towards this 20% limit. </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"><FONT COLOR="#333333">The Fund may invest in securities that have not been registered for
public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of
applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open- or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies
(including those advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives, strategies and policies and permissible under the 1940 Act. The Fund may invest
in other investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested cash or when PIMCO believes share prices of other investment companies offer
attractive values. The Fund may invest in certain money market funds and/or short-term bond
</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">
funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for
use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats its investments in other investment companies that invest primarily in types of securities in which the Fund may
invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s investment in an investment company that invests primarily in debt securities will be treated by the Fund as an
investment in a debt security). As a shareholder in an investment company, the Fund would bear its ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses
with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund invests in other investment companies. The securities of other investment companies may be leveraged, in which case the
NAV and/or market value of the investment company&#146;s shares will be more volatile than unleveraged investments. The Fund may invest in securities of companies of any market capitalization, including small, medium and large capitalizations.
</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"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid
investments (i.e., investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment).
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may make investments in debt instruments and
other securities or instruments directly or through one or more Subsidiaries. Each Subsidiary may invest, for example, in whole loans or in shares, certificates, notes or other securities representing the right to receive principal and interest
payments due on fractions of whole loans or pools of whole loans, risk retention investments or any other security or other instrument that the Fund may hold directly. References herein to the Fund include references to a Subsidiary in respect of
the Fund&#146;s investment exposure. The allocation of the Fund&#146;s assets to a Subsidiary will vary over time and will likely not include all of the different types of investments described herein at any given time. The Fund will treat a
Subsidiary&#146;s assets as assets of the Fund for purposes of determining compliance with various provisions of the 1940 Act applicable to the Fund, including those relating to investment policies (Section 8), affiliated transactions and custody
(Section 17) and capital structure and leverage (Section 18). In addition, PIMCO and the Fund&#146;s Board of Trustees will comply with the provisions of Section 15 of the 1940 Act with respect to a Subsidiary&#146;s investment advisory contract.
</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"><FONT COLOR="#333333">The Fund may invest, either directly or indirectly
through its Subsidiaries, in Alt Lending ABS. Any such Alt Lending ABS may be
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>180</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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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; ">(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">
backed by consumer, commercial, residential or other loans, including those issued by an SPE sponsored by an online or alternative lending platform or an affiliate thereof. </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"><FONT COLOR="#333333">When acquiring loans or purchasing Alt Lending ABS, the Fund is not
restricted by any particular borrower credit criteria. Accordingly, certain loans acquired by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund
purchases a security from a bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio
securities to brokers, dealers or other financial institutions provided a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Temporary Defensive
Investments.</I></B>&nbsp;&nbsp;In attempting to respond to adverse market, economic, political, or other conditions, as determined by PIMCO, when PIMCO deems it appropriate to do so, the Fund may, for temporary defensive purposes, deviate from its
investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objectives
when it does so. </FONT></P> <P STYLE="margin-top: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">Use of Leverage </FONT></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 Fund may, and currently does, leverage its portfolio by
utilizing reverse repurchase agreements. The Fund may also enter into other transactions that may give rise to a form of leverage including, among others, (i) selling credit default swaps, (ii) dollar rolls, (iii) borrowings, such as through bank
loans or commercial paper and/or other credit facilities, (iv) futures and forward contracts (including foreign currency exchange contracts), (v) total return swaps, (vi) other derivative transactions, (vii) loans of portfolio securities, (viii)
short sales and (ix) when-issued, delayed delivery and forward commitment transactions. The Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its portfolio. The Fund&#146;s Board may authorize
the issuance of preferred shares without the approval of Common Shareholders. If the Fund issues preferred shares in the
</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">
future, all costs and expenses relating to the issuance and ongoing maintenance of the preferred shares will be borne by the Common Shareholders, and these costs and expenses may be significant.
</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"><FONT COLOR="#333333">Under normal market conditions, the Fund will limit its
use of leverage, subject to the limitations set forth in the 1940 Act, from any combination of (i) reverse repurchase agreements or dollar roll transactions (whether or not these instruments are covered as discussed below), (ii) borrowings (i.e.,
loans or lines of credit from banks or other credit facilities), (iii) any future issuance of preferred shares, and (iv) to the extent described below, credit default swaps, other swap agreements and futures contracts (whether or not these
instruments are covered with segregated assets as discussed below), subject to the 50% policy. For these purposes, assets attributable to the use of leverage from credit default swaps, other swap agreements and futures contracts will be determined
based on the current market value of the instrument if it is cash settled or based on the notional value of the instrument if it is not cash settled. In addition, assets attributable to credit default swaps, other swap agreements or
futures&nbsp;contracts will not be counted towards the 50% policy to the extent that the Fund owns offsetting positions or enters into offsetting&nbsp;transactions. </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"><FONT COLOR="#333333">The Fund intends to utilize certain kinds of leverage, such as reverse repurchase agreements and selling credit default swaps,
opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and
other factors. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund also may borrow money in order
to repurchase its shares or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio
securities held by the Fund. </FONT></P> <P STYLE="margin-top: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 Access Income Fund (&#147;PAXS&#148;) </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 Fund seeks to achieve its investment objectives by utilizing a
dynamic asset allocation strategy among multiple sectors in the global public and private credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, loans, convertible securities and stressed,
distressed and defaulted debt securities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed instruments,
government and sovereign debt, taxable municipal bonds and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers and real estate-related investments (such real
estate-related investments, collectively, &#147;real </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>181</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>Principal&nbsp;Investment&nbsp;Strategies</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></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">
estate investments&#148;). The Fund may invest without limitation in investment grade debt securities and below investment grade debt securities (commonly referred to as &#147;high yield&#148;
securities or &#147;junk bonds&#148;), including securities of stressed, distressed or defaulted issuers. The Fund cannot assure you that it will achieve its investment objectives or that the Fund&#146;s investment program will be successful, and
you could lose all of your investment in 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 COLOR="#333333">Portfolio Management Strategies </FONT></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"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;In managing the Fund, the Fund&#146;s investment manager, PIMCO, will employ an active
approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the
basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, PIMCO will manage the Fund with a focus on seeking income generating investment ideas across multiple fixed income
sectors, including opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions, asset classes, industries and sectors to the exclusion of others at any time and from time to time based on
market conditions and other factors. The relative value assessment within fixed income sectors will draw on PIMCO&#146;s regional and sector specialist insights. </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"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in real estate
investments and mortgage-related assets issued by government agencies or other governmental entities or by private originators or issuers. The Fund will observe various other investment guidelines as summarized below. </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"><FONT COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the
Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO will select particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT>
disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO will utilize strategies that focus on credit
quality analysis, duration management and other risk management techniques. PIMCO will attempt to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other
income-producing securities that provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure.
</FONT></P></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">Consideration of yield is only one component of the portfolio managers&#146; approach in
managing the Fund. PIMCO will also attempt to identify investments that may appreciate in value based on PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for particular countries/regions,
currencies, industries, sectors and the global economy and bond markets generally. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limitation in debt instruments that are, at the time of purchase, rated
below investment grade (below Baa3 by Moody&#146;s Investors Service, Inc. (&#147;Moody&#146;s&#148;) or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P Global Ratings (&#147;S&amp;P&#148;) or Fitch, Inc. (&#147;Fitch&#148;)),
or that are unrated but determined by PIMCO to be of comparable quality. However, the Fund will not normally invest more than 20% of its total assets in debt instruments, other than mortgage-related and other asset-backed securities
(&#147;ABS&#148;), that are, at the time of purchase, rated CCC&#043; or lower by S&amp;P and Fitch and Caa1 or lower by Moody&#146;s, or that are unrated but determined by PIMCO to be of comparable quality to securities so rated. The Fund may
invest without limitation in mortgage-related and other ABS regardless of rating (i.e., of any credit quality). For purposes of applying the foregoing policies, in the case of securities with split ratings (i.e., a security receiving two different
ratings from two different rating agencies), the Fund will apply the higher of the applicable ratings. Subject to the aforementioned investment guidelines, the Fund may invest in securities of stressed, distressed or defaulted issuers, which include
securities in default or at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that are rated in the lower rating categories by one or more nationally recognized statistical rating
organizations (&#147;NRSROs&#148;) (for example, Ca or lower by Moody&#146;s or CC or lower by S&amp;P or Fitch) or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as
having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment
grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a
counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Independent Credit
Analysis.</I></B>&nbsp;&nbsp;PIMCO will rely primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party
research. The Fund&#146;s portfolio managers will utilize this information in an attempt to manage credit risk and/or
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<TD VALIGN="bottom"><B>182</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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to identify issuers, industries or sectors that are undervalued and/or offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s
capabilities will be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that the Fund normally will have a short to intermediate average portfolio
duration (i.e., within a zero to eight year range), as calculated by PIMCO, although it may be shorter or longer at any time depending on market conditions and other factors. For example, if the Fund has an average portfolio duration of eight years,
a 1% increase in interest rates would tend to correspond to an 8% decrease in the value of the Fund&#146;s debt portfolio. While the Fund seeks to maintain a short to intermediate average portfolio duration, there is no limit on the maturity or
duration of any individual security in which the Fund may invest. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration strategy may entail maintaining a negative
average portfolio duration from time to time, meaning the portfolio would tend to increase in value in response to an increase in interest rates. If the Fund has a negative average portfolio duration, a 1% increase in interest rates would tend to
correspond to a 1% increase in the value of the Fund&#146;s debt portfolio for every year of negative duration. A negative average portfolio duration would potentially benefit the Fund&#146;s portfolio in an environment of rising market interest
rates, but would generally adversely impact the portfolio in an environment of falling or neutral market interest rates. PIMCO may also utilize certain strategies, including without limitation investments in structured notes or interest rate futures
contracts or swap, cap, floor or collar transactions, for the purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be successful. </FONT></P>
<P STYLE="margin-top: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">Portfolio Contents </FONT></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 Fund will normally invest worldwide in a portfolio of debt
obligations and other income-producing securities and instruments of any type and credit quality and with varying maturities and related derivative instruments. </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"><FONT COLOR="#333333">The Fund&#146;s portfolio of debt obligations and other income producing securities and instruments may include, without limitation, bonds,
debentures, notes, and other debt securities and similar instruments of varying maturities issued by various U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including corporate debt securities;
commercial paper; securitizations and mortgage-related and other asset-backed instruments issued by government agencies or other governmental entities or by private originators or issuers (including agency and
<FONT STYLE="white-space:nowrap">non-agency</FONT> residential mortgage-backed securities and
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
commercial mortgage-backed securities (&#147;CMOs&#148;), collateralized bond obligations (&#147;CBOs&#148;), collateralized mortgage obligations, collateralized loan obligations
(&#147;CLOs&#148;), other collateralized debt obligations (&#147;CDOs&#148;) and other similarly structured securities, including the residual or equity tranches thereof); derivatives on mortgage-related instruments; U.S. government securities;
obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international agencies and supranational entities; municipal securities and other
debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America Bonds); <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued by both governments and corporations; structured notes, including hybrid or indexed
securities; catastrophe bonds and other event-linked bonds; credit-linked notes; credit-linked trust instruments; structured credit products; loans (including, among others, bank loans, whole loans, senior loans, mezzanine loans, delayed funding
loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments, loans held and/or originated by private financial institutions, including commercial and residential mortgage loans, corporate loans and consumer
loans (such as credit card receivables, automobile loans and student loans)); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated rate into shares of common stock of the
issuer of the securities), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a traditional convertible security, such as an
income-producing security and the right to acquire an equity security); preferred securities; convertible debt securities, including synthetic convertible debt securities and contingent convertible securities (&#147;CoCos&#148;); bank capital
securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates
generally or the interest rate on another security or index. Certain corporate income-producing securities, such as convertible bonds, also may include the right to participate in equity appreciation, and PIMCO will generally evaluate those
instruments based primarily on their debt characteristics. </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"><FONT
 COLOR="#333333">The Fund may invest in debt securities of stressed or distressed issuers as well as in defaulted securities and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">debtor-in-possession</FONT></FONT> financings. At any
given time and from time to time, all of the Fund&#146;s portfolio may consist of below investment grade securities and/or mortgage-related or other types of ABS. The Fund may invest in any level of the capital structure of an issuer of
mortgage-backed or ABS, including the equity or &#147;first loss&#148; tranche. The Fund may invest in securitization risk retention tranches in the capacity of a third-party purchaser with
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&nbsp;REPORT</B></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>183</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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">
respect to securitizations sponsored by others. The Fund may invest without limitation in investment grade debt securities and below investment grade debt securities (commonly referred to as
&#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed, distressed or defaulted issuers. The Fund may invest in any level of the capital structure of an issuer of mortgage-backed or asset-backed instruments,
including the equity or &#147;first loss&#148; tranche. </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"><FONT COLOR="#333333">The Fund may invest in U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> (including emerging markets) real estate investments,
including equity or debt securities issued by private and public real estate investment trusts (&#147;REITs&#148;) or real estate operating companies (&#147;REOCs&#148;), private or public real estate-related loans and real estate-linked derivative
instruments. </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"><FONT COLOR="#333333">The Fund may invest in and/or originate
loans, including, without limitation, to corporations and/or other legal entities and individuals (including foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> and emerging market entities and individuals) and/or residential and/or
commercial real estate or mortgage-related loans, consumer loans or other types of loans, which may be in the form of whole loans, secured and unsecured notes, senior and second lien loans, mezzanine loans or similar investments. Such borrowers may
have credit ratings that are determined by one or more NRSROs or PIMCO to be below investment grade. The loans the Fund invests in or originates may vary in maturity and/or duration. The Fund will not normally invest more than 25% of its total
assets in whole loans that the Fund has directly originated; however, otherwise, the Fund is not limited in the amount, size or type of loans it may invest in and/or originate, including with respect to a single borrower or with respect to borrowers
that are determined to be below investment grade, other than pursuant to any applicable law. The Fund&#146;s investment in or origination of loans may also be limited by the requirements the Fund intends to observe under Subchapter M of the Internal
Revenue Code of 1986, as amended (the &#147;Code&#148;), in order to qualify as a regulated investment company (&#147;RIC&#148;). The Fund may invest in securitization risk retention tranches in the capacity of a third-party purchaser with respect
to securitizations sponsored by&nbsp;others. </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"><FONT COLOR="#333333">The Fund
may invest either directly or indirectly through its Subsidiaries in shares, certificates, notes or other securities issued by a special purpose entity (&#147;SPE&#148;) sponsored by an alternative lending platform (i.e., an online lending
marketplace or lender that is not a traditional banker, such as a bank) 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;). Any such Alt Lending ABS may be backed by consumer, commercial, residential or other loans, including those issued by an SPE sponsored by an online or
alternative lending platform or an affiliate thereof.
</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">When acquiring loans or purchasing Alt Lending ABS, the Fund is not restricted by any
particular borrower credit criteria. Accordingly, certain loans acquired by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may normally invest up to 40% of its total assets in bank
loans (including, among others, senior loans, delayed funding loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments). The Fund will not normally invest more than 10% of its total assets in convertible
debt securities (i.e., debt securities that may be converted at either a stated price or stated rate into shares of common stock of the issuer of the securities). </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"><FONT COLOR="#333333">The Fund may invest without limitation in securities of U.S. issuers. Subject to the limit described below on investments in securities and
instruments that are economically tied to &#147;emerging market&#148; countries, the Fund may invest without limitation in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the
United States and securities denominated in currencies other than the U.S. dollar. The Fund may invest without limitation in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than one year remaining
to maturity (&#147;short-term investment grade sovereign debt&#148;), including short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 30% of its total assets in securities and instruments that are
economically tied to &#147;emerging market&#148; countries other than investments in short-term investment grade sovereign debt issued by emerging market issuers, where, as noted above, there is no limit. The Fund may also invest directly in foreign
currencies, including local emerging market currencies. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in real estate
investments and mortgage-related assets issued by government agencies or other governmental entities or by private originators or&nbsp;issuers. </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"><FONT COLOR="#333333">The Fund may, but is not required to, utilize various derivative strategies (both long and short positions) involving the purchase or sale
of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for investment purposes,
leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed delivery or forward commitment basis and may engage
in short sales. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest in equity interests,
such as shares of other investment companies, including <FONT STYLE="white-space:nowrap">open-end</FONT> or <FONT STYLE="white-space:nowrap">closed-end</FONT> management
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>184</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>
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<TD VALIGN="bottom">&nbsp;</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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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
investment companies and exchange-traded funds (&#147;ETFs&#148;), and exchange-traded REITs. The Fund may invest in pooled investment vehicles other than registered investment companies that
rely on exemptions from registration pursuant to Section 3(c) of the 1940 Act, including, for example, real estate-related companies relying on Section 3(c)(5). The Fund will not invest more than 15% of its net assets in pooled investment vehicles
that would be investment companies, as defined in Section 3 of the 1940 Act, but for Section&nbsp;3(c)(1) or 3(c)(7) of the 1940 Act, provided, however, that such limitation does not apply to REITs and asset-backed issuers, including, without
limitation, CLOs, CBOs and other CDOs, residential mortgage-backed securities (&#147;RMBS&#148;), CMBS, CMOs and tender option bonds. The Fund may also invest without limitation in preferred securities. Equity interests may be issued by public or
private issuers. The Fund may invest in securities of companies with any market capitalization, including small, medium and large capitalizations. </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"><FONT COLOR="#333333">The Fund may invest in securities that have not been registered for public sale in the United States or relevant <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of applicable
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may invest in securities of other open- or <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies (including those
advised by PIMCO), including, without limitation, ETFs, to the extent that such investments are consistent with the Fund&#146;s investment objectives, strategies and policies and permissible under the 1940 Act. The Fund may invest in other
investment companies to gain broad market or sector exposure or for cash management purposes, including during periods when it has large amounts of uninvested cash or when PIMCO believes share prices of other investment companies offer attractive
values. The Fund may invest in certain money market funds and/or short-term bond funds (&#147;Central Funds&#148;), to the extent permitted by the 1940 Act, the rules thereunder or exemptive relief therefrom. The Central Funds are registered
investment companies created for use by certain registered investment companies advised by PIMCO in connection with their cash management activities. The Fund treats its investments in other investment companies that invest primarily in types of
securities in which the Fund may invest directly as investments in such types of securities for purposes of the Fund&#146;s investment policies (e.g., the Fund&#146;s investment in an investment company that invests primarily in debt securities will
be treated by the Fund as an investment in a debt security). As a shareholder in an investment company, the Fund would bear its ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s
management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund invests in other investment companies. The securities
</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">
of other investment companies may be leveraged, in which case the NAV and/or market value of the investment company&#146;s shares will be more volatile than unleveraged investments. </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"><FONT COLOR="#333333">The Fund may seek to gain exposure to, among other types of
investments, certain newly-issued Regulation S securities through investments in a Cayman Subsidiary. Regulation S securities are securities of U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> issuers that are issued through <FONT
STYLE="white-space:nowrap">off-shore</FONT> <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> offerings without registration with the SEC pursuant to Regulation S under the Securities Act. Offerings of Regulation S securities may be conducted
outside of the United States. A Cayman Subsidiary (unlike the Fund) may invest without limitation in Regulation S securities. While a Cayman Subsidiary may be considered similar to an investment company, it is not registered under the 1940 Act and
is not subject to all of the investor protections of the 1940 Act. In addition, changes in the laws of the United States and/or the Cayman Islands could result in the inability of the Fund and/or a Cayman Subsidiary to operate as described in this
prospectus and the Statement of Additional Information and could adversely affect the Fund. Changes in the laws of the United States and/or the Cayman Islands could adversely affect the performance of the Fund and/or a Cayman Subsidiary. </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"><FONT COLOR="#333333">The Fund may invest without limitation in illiquid investments
(i.e., investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment). </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may make investments in debt instruments and other
securities or instruments directly or through one or more Subsidiaries. Each Subsidiary may invest, for example, in whole loans or in shares, certificates, notes or other securities representing the right to receive principal and interest payments
due on fractions of whole loans or pools of whole loans, risk retention investments or any other security or other instrument that the Fund may hold directly. The Fund does not currently intend to create, form or sponsor, or invest in securities
that would result in the Fund having more than 25% of the voting securities of, any entity for investment purposes other than wholly-owned subsidiaries. </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"><FONT COLOR="#333333">The Fund will treat the assets of its Subsidiaries as assets of the Fund for purposes of determining compliance with various provisions of
the 1940 Act applicable to the Fund, including those relating to investment policies (Section 8), affiliated transactions and custody (Section 17) and capital structure and leverage (Section 18). In addition, PIMCO and the Fund&#146;s Board of
Trustees will comply with the provisions of Section 15 of the 1940 Act with respect to such a Subsidiary&#146;s investment advisory contracts. To the extent that any Subsidiary of the Fund directly incurs leverage in the form of debt or
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>185</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Investment&nbsp;Strategies</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; ">(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">
preferred shares, the amount of such leverage used by a Fund and such Subsidiaries will be consolidated and treated as senior securities for purposes of complying with the 1940 Act&#146;s
limitations on leverage by a Fund. </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"><FONT COLOR="#333333">The Fund may enter
into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio
securities to brokers, dealers or other financial institutions provided a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><I>Temporary Defensive
Investments.</I></B>&nbsp;&nbsp;In attempting to respond to adverse market, economic, political, or other conditions, as determined by PIMCO, when PIMCO deems it appropriate to do so, the Fund may, for temporary defensive purposes, deviate from its
investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objectives
when it does so. </FONT></P> <P STYLE="margin-top: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">Use of Leverage </FONT></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 Fund currently intends, subject to favorable market conditions,
to add leverage to its portfolio by utilizing reverse repurchase agreements. The Fund may also enter into transactions other than through reverse repurchase agreements that may give rise to a form of leverage including, among others, (i) selling
credit default swaps, (ii) dollar rolls/buy backs, (iii) borrowings, such as through bank loans or commercial paper and/or other credit facilities, (iv) futures and forward contracts (including foreign currency exchange contracts), (v) total return
swaps, (vi) other derivative transactions, (vii) loans of portfolio securities, (viii) short sales and (ix) when-issued, delayed delivery and forward commitment transactions. The Fund may also determine to issue preferred shares or other types of
senior securities to add leverage to its portfolio. The Fund&#146;s Board may authorize the issuance of preferred shares without the approval of Common Shareholders. If the Fund issues preferred shares in the future, all costs and expenses relating
to the issuance and ongoing maintenance of the preferred shares will be borne by the Common Shareholders, and these costs and expenses may be significant.
</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">Under normal market conditions, the Fund will limit its use of leverage, subject to the
limitations set forth in the Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;), from any combination of (i) reverse repurchase agreements (whether or not these instruments are covered as discussed in the Fund&#146;s Prospectus),
(ii) borrowings (i.e., loans or lines of credit from banks or other credit facilities), (iii) any future issuance of preferred shares, and (iv) to the extent described below, credit default swaps, other swap agreements and futures contracts (whether
or not these instruments are covered as discussed below) such that the assets attributable to the use of such leverage will not exceed 50% of the Fund&#146;s total assets (including, for purposes of the 50% limit, the amount of assets obtained
through the use of such instruments) (the &#147;50% policy&#148;). </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"><FONT
 COLOR="#333333">The Fund intends to utilize certain kinds of leverage, such as reverse repurchase agreements and selling credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage
over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund also may borrow money in order to repurchase its shares or as a temporary measure for extraordinary or emergency purposes,
including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P></div><div style="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"><B>186</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>
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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><A NAME="tx296860_23"></A>Principal&nbsp;Risks&nbsp;of&nbsp;the&nbsp;Funds</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><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 factors that are most likely to have a material effect on a particular Fund&#146;s
portfolio as a whole are called &#147;principal risks.&#148; Unless otherwise indicated, each Fund is subject to the principal risks indicated below, whether through direct investments, investments by a subsidiary (if applicable) or derivative
positions. Each Fund may be subject to additional risks other than those described below because the types of investments made by a Fund can change over time. </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>Anti-Takeover Provisions </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund&#146;s
Amended and Restated Agreement and Declaration of Trust or Articles of Incorporation (collectively, the &#147;Organizational Documents&#148;), as applicable, includes provisions that could limit the ability of other entities or persons to acquire
control of the Fund or to convert the Fund to <FONT STYLE="white-space:nowrap">open-end</FONT> status. These provisions in the Organizational Documents could have the effect of depriving the holders (&#147;Common Shareholders&#148;) of the
Fund&#146;s common shares of beneficial interest (&#147;Common Shares&#148;) of opportunities to sell their Common Shares at a premium over the then-current market price of the Common Shares or at NAV. </FONT></P>
<P STYLE="margin-top: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>Asset Allocation Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund&#146;s investment performance depends upon how its assets are allocated and reallocated. A principal risk of investing in the Fund
is that PIMCO may make less than optimal or poor asset allocation decisions. PIMCO employs an active approach to allocation among multiple fixed-income sectors, but there is no guarantee that such allocation techniques will produce the desired
results. It is possible that PIMCO will focus on an investment that performs poorly or underperforms other investments under various market conditions. You could lose money on your investment in the Fund as a result of these allocation decisions.
</FONT></P> <P STYLE="margin-top: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>Call Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Call risk refers to the possibility 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 in which the Fund
has invested, the Fund may not recoup the full amount of its initial investment and may be forced to reinvest in lower-yielding securities, securities with greater credit risks or securities with other, less favorable features. </FONT></P>
<P STYLE="margin-top: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>Certain Affiliations </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain broker-dealers may be considered to be affiliated persons of the Fund and/or the Investment Manager due to their possible
affiliations with Allianz SE, the ultimate parent of the Investment Manager. Absent an exemption from the SEC or other regulatory relief, the Fund is generally precluded from effecting certain principal transactions with affiliated brokers, and its
ability to purchase
</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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securities being underwritten by an affiliated broker or a syndicate including an affiliated broker, or to utilize affiliated brokers for agency transactions, is subject to restrictions. This
could limit the Fund&#146;s ability to engage in securities transactions and take advantage of market opportunities. </FONT></P> <P STYLE="margin-top: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 applied for exemptive relief from the SEC that, if granted, would permit the Fund to, among other things, <FONT
STYLE="white-space:nowrap">co-invest</FONT> with certain other persons, including certain affiliates of PIMCO and certain public or private funds managed by PIMCO and its affiliates, subject to certain terms and conditions. However, there is no
assurance that such relief will be granted. </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>Risk of Investing in China
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Investments in securities of companies domiciled in the People&#146;s Republic of China (&#147;China&#148; or the &#147;PRC&#148;)
involve a high degree of risk and special considerations not typically associated with investing in the U.S. securities markets. Such heightened risks include, among others, an authoritarian government, popular unrest associated with demands for
improved political, economic and social conditions, the impact of regional conflict on the economy and hostile relations with neighboring countries. </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">Military conflicts, either in response to internal social unrest or conflicts with other countries, could disrupt economic development. The
Chinese economy is vulnerable to the long-running disagreements with Hong Kong related to integration. China has a complex territorial dispute regarding the sovereignty of Taiwan; Taiwan-based companies and individuals are significant investors in
China. Potential military conflict between China and Taiwan may adversely affect securities of Chinese and Taiwan issuers. In addition, China has strained international relations with Japan, India, Russia and other neighbors due to territorial
disputes, historical animosities and other defense concerns. China could be affected by military events on the Korean peninsula or internal instability within North Korea. These situations may cause uncertainty in the Chinese market and may
adversely affect the performance of the Chinese economy. </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 Chinese government has implemented significant economic reforms in order to liberalize trade policy, promote foreign investment in the
economy, reduce government control of the economy and develop market mechanisms. But there can be no assurance that these reforms will continue or that they will be effective. Despite reforms and privatizations of companies in certain sectors, the
Chinese government still exercises substantial influence over many aspects of the private sector and may own or control many companies. The Chinese government continues to maintain a major role in economic policy making and investing in China
involves risks of losses due to expropriation, nationalization, confiscation of assets and property, and
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>187</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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">
the imposition of restrictions on foreign investments and on repatriation of capital invested. </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 Chinese government may intervene in the Chinese financial markets, such as by the imposition of trading restrictions, a ban on
&#147;naked&#148; short selling or the suspension of short selling for certain stocks. This may affect market price and liquidity of these stocks, and may have an unpredictable impact on the investment activities of the Fund. Furthermore, such
market interventions may have a negative impact on market sentiment which may in turn affect the performance of the securities markets and as a result the performance of 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 COLOR="#333333">In addition, there is less regulation and monitoring of the
securities markets and the activities of investors, brokers and other participants in China than in the United States. Accordingly, issuers of securities in China are not subject to the same degree of regulation as those in the United States with
respect to such matters as insider trading rules, tender offer regulation, stockholder proxy requirements and the requirements mandating timely and accurate disclosure of information. Stock markets in China are in the process of change and further
development. This may lead to trading volatility, and difficulties in the settlement and recording of transactions and interpretation and application of the relevant regulations. Custodians may not be able to offer the level of service and
safe-keeping in relation to the settlement and administration of securities in China that is customary in more developed markets. In particular, there is a risk that the Fund may not be recognized as the owner of securities that are held on behalf
of the Fund by a <FONT STYLE="white-space:nowrap">sub-custodian.</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
 COLOR="#333333">The Renminbi (&#147;RMB&#148;) is currently not a freely convertible currency and is subject to foreign exchange control policies and repatriation restrictions imposed by the Chinese government. The imposition of currency controls
may negatively impact performance and liquidity of the Fund as capital may become trapped in the PRC. The Fund could be adversely affected by delays in, or a refusal to grant, any required governmental approval for repatriation of capital, as well
as by the application to the Fund of any restrictions on investments. Investing in entities either in, or which have a substantial portion of their operations in, the PRC may require the Fund to adopt special procedures, seek local government
approvals or take other actions, each of which may involve additional costs and delays 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 COLOR="#333333">While the Chinese economy has grown rapidly in recent years, there is no assurance that this growth rate will be maintained. China may
experience substantial rates of inflation or economic recessions, causing a negative effect on the economy and securities market. China&#146;s economy is heavily dependent on export growth. Reduction in spending on Chinese products and services,
institution of tariffs or
</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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other trade barriers or a downturn in any of the economies of China&#146;s key trading partners may have an adverse impact on the securities of Chinese 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">The tax laws and regulations in the PRC are subject to change,
including the issuance of authoritative guidance or enforcement, possibly with retroactive effect. The interpretation, applicability and enforcement of such laws by the PRC tax authorities are not as consistent and transparent as those of more
developed nations, and may vary over time and from region to region. The application and enforcement of the PRC tax rules could have a significant adverse effect on the Fund and its investors, particularly in relation to capital gains withholding
tax imposed upon <FONT STYLE="white-space:nowrap">non-residents.</FONT> In addition, the accounting, auditing and financial reporting standards and practices applicable to Chinese companies may be less rigorous, and may result in significant
differences between financial statements prepared in accordance with PRC accounting standards and practices and those prepared in accordance with international accounting standards. </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">From time to time and as recently as January 2020, China has
experienced outbreaks of infectious illnesses, and the country may be subject to other public health threats, infectious illnesses, diseases or similar issues in the future. Any spread of an infectious illness, public health threat or similar issue
could reduce consumer demand or economic output, result in market closures, travel restrictions or quarantines, and generally have a significant impact on the Chinese economy, which in turn could adversely affect the Fund&#146;s investments and
could result in increased premiums or discounts to the Fund&#146;s&nbsp;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"><B>Collateralized Bond Obligations, Collateralized Loan Obligations and Collateralized Debt Obligations Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBOs, CLOs and CDOs may charge management fees and administrative expenses. For CBOs, CLOs, and CDOs, 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 equity tranche which generally bears losses in connection with the first defaults, if any, on the bonds or loans in the trust. A senior tranche
from a CLO, CBO and CDO trust typically has higher credit ratings and lower yields than the underlying securities. CLO, CBO and CDO tranches, even senior ones, can experience substantial losses due to actual defaults, increased sensitivity to
defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults and aversion to CLO, CBO or other CDO securities. The risks of an investment in a CLO, CBO or other CDO depend largely on the type of the
collateral securities and the class/tranche of the instrument in which the Fund invests. Normally, CLOs, CBOs and other CDOs are privately offered and sold, and thus are not registered under the securities laws. Investments in CLOs, CBOs and CDOs
may be or </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>188</B></TD>
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<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; ">(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">
become illiquid. In addition to the normal risks associated with debt instruments (<I>e.g.,</I> interest rate risk and credit risk), CLOs, CBOs and CDOs carry additional risks including, but not
limited to: (i) the possibility that distributions from the collateral will not be adequate to make interest or other payments; (ii) the risk that the quality of the collateral may decline in value or default; (iii) the risk that the Fund may invest
in CBOs, CLOs or other CDOs that are subordinate to other classes; and (iv) the risk that the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or others and may produce
unexpected investment results. </FONT></P> <P STYLE="margin-top: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>Confidential Information Access Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In managing the Fund (and other PIMCO clients), PIMCO may from time to time have the opportunity to receive material, <FONT
STYLE="white-space:nowrap">non-public</FONT> information (&#147;Confidential Information&#148;) about the issuers of certain investments, including, without limitation, senior floating rate loans, other loans and related investments being considered
for acquisition by the Fund or held in the Fund&#146;s portfolio. For example, an issuer of privately placed loans considered by the Fund may offer to provide PIMCO with financial information and related documentation regarding the issuer that is
not publicly available. Pursuant to applicable policies and procedures, PIMCO may (but is not required to) seek to avoid receipt of Confidential Information from the issuer so as to avoid possible restrictions on its ability to purchase and sell
investments on behalf of the Fund and other clients to which such Confidential Information relates. In such circumstances, the Fund (and other PIMCO clients) may be disadvantaged in comparison to other investors, including with respect to the price
the Fund pays or receives when it buys or sells an investment. Further, PIMCO&#146;s and the Fund&#146;s abilities to assess the desirability of proposed consents, waivers or amendments with respect to certain investments may be compromised if they
are not privy to available Confidential Information. PIMCO may also determine to receive such Confidential Information in certain circumstances under its applicable policies and procedures. If PIMCO intentionally or unintentionally comes into
possession of Confidential Information, it may be unable, potentially for a substantial period of time, to purchase or sell investments to which such Confidential Information relates. </FONT></P>
<P STYLE="margin-top: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>Contingent Convertible Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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 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,
</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">
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 contingent convertible
securities that provide for conversion into common stock upon the occurrence of the trigger event, the market price of the issuer&#146;s common stock received by the Fund will have likely declined, perhaps substantially, and may continue to decline,
which may adversely affect the Fund&#146;s NAV. </FONT></P> <P STYLE="margin-top: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>Convertible Securities Risk
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The market values of convertible securities may decline as interest rates increase and, conversely, may increase as interest rates
decline. A convertible security&#146;s market value, however, tends to reflect the market price of the common stock of the issuing company when that stock price approaches or is greater than the convertible security&#146;s &#147;conversion
price.&#148; The conversion price is defined as the predetermined price at which the convertible security could be exchanged for the associated stock. As the market price of the underlying common stock declines, the price of the convertible security
tends to be influenced more by the yield of the convertible security. Thus, it may not decline in price to the same extent as the underlying common stock. In the event of a liquidation of the issuing company, holders of convertible securities may be
paid before the company&#146;s common stockholders but after holders of any senior debt obligations of the company. Consequently, the issuer&#146;s convertible securities generally entail less risk than its common stock but more risk than its other
debt obligations. Convertible securities are often rated below investment grade or not 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"><B>Counterparty Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund will be
subject to credit risk with respect to the counterparties to the derivative contracts and other instruments entered into by the Fund or held by special purpose or structured vehicles in which the Fund invests. In the event that the Fund enters into
a derivative transaction with a counterparty that subsequently becomes insolvent or becomes the subject of a bankruptcy case, the derivative transaction may be terminated in accordance with its terms and the Fund&#146;s ability to realize its rights
under the derivative instrument and its ability to distribute the proceeds could be adversely affected. If a counterparty becomes bankrupt or otherwise fails to perform its obligations under a derivative contract due to financial difficulties, the
Fund may experience significant delays in obtaining any recovery (including recovery of any collateral it has provided to the counterparty) in a dissolution, assignment for the benefit of creditors, liquidation,
<FONT STYLE="white-space:nowrap">winding-up,</FONT> bankruptcy or other analogous proceeding. In addition, in the event of the insolvency of a counterparty to a
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<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>189</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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">
derivative transaction, the derivative transaction would typically be terminated at its fair market value. If the Fund is owed this fair market value in the termination of the derivative
transaction and its claim is unsecured, the Fund will be treated as a general creditor of such counterparty and will not have any claim with respect to any underlying security or asset. The Fund may obtain only a limited recovery or may obtain no
recovery in such circumstances. While the Fund may seek to manage its counterparty risk by transacting with a number of counterparties, concerns about the solvency of, or a default by, one large market participant could lead to significant
impairment of liquidity and other adverse consequences for other counterparties. </FONT></P> <P STYLE="margin-top: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>&#147;Covenant-Lite&#148; Obligations Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Covenant-lite obligations contain fewer maintenance covenants than other obligations, or no maintenance covenants, and may not include terms
that allow the lender to monitor the performance of the borrower and declare a default if certain criteria are breached. Covenant-lite loans may carry more risk than traditional loans as they allow individuals and corporations to engage in
activities that would otherwise be difficult or impossible under a covenant-heavy loan agreement. In the event of default, covenant-lite loans may exhibit diminished recovery values as the lender may not have the opportunity to negotiate with the
borrower prior to default. </FONT></P> <P STYLE="margin-top: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>Credit Default Swaps Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Credit default swap agreements may involve greater risks than if the Fund had invested in the reference obligation directly since, in
addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer generally also will lose its investment and recover nothing should no credit event occur and the swap is held to its
termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller (if any), coupled with the upfront or periodic payments previously received, may be less than the full notional value it pays to the
buyer, resulting in a loss of value to the seller. When the Fund acts as a seller of a credit default swap, it is exposed to many of the same risks of leverage described herein since if an event of default occurs, the seller must pay the buyer the
full notional value of the reference obligation. </FONT></P> <P STYLE="margin-top: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">Although
the Fund may seek to realize gains by selling credit default swaps that increase in value, to realize gains on selling credit default swaps, an active secondary market for such instruments must exist or the Fund must otherwise be able to close out
these transactions at advantageous times. In addition to the risk of losses described above, if no such secondary market exists or the Fund is otherwise unable to close out these transactions at advantageous times, selling credit default swaps may
not be profitable for the Fund. </FONT></P> <P STYLE="margin-top: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 market for credit
default swaps has become more volatile as the creditworthiness of certain counterparties has been questioned and/or
</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">
downgraded. The Fund will be subject to credit risk with respect to the counterparties to the credit default swap contract (whether a clearing corporation or another third party). If a
counterparty&#146;s credit becomes significantly impaired, multiple requests for collateral posting in a short period of time could increase the risk that the Fund may not receive adequate collateral. The Fund may exit its obligations under a credit
default swap only by terminating the contract and paying applicable breakage fees, or by entering into an offsetting credit default swap position, which may cause the Fund to incur more losses. </FONT></P>
<P STYLE="margin-top: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>Credit Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund could lose money if the issuer or guarantor of a fixed income security (including a security purchased with securities lending
collateral), 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 make timely principal and/or interest payments or to otherwise honor its obligations. The risk that such issuer, guarantor or counterparty is less willing or able to do so is heightened in market environments where interest rates are
rising. The downgrade of the credit of a security held by the Fund may decrease its value. Measures such as average credit quality may not accurately reflect the true credit risk of the Fund. This is especially the case if the Fund consists of
securities with widely varying credit ratings. Securities are subject to varying degrees of credit risk, which are often reflected in credit ratings. This risk is greater to the extent the Fund uses leverage or derivatives in connection with the
management of the Fund. </FONT></P> <P STYLE="margin-top: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>CSDR Related Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The European Union has adopted a settlement discipline regime under Regulation (EU) No 909/2014 and the Settlement Discipline RTS as they
may be modified from time to time (&#147;CSDR&#148;), which will have phased compliance dates. It aims to reduce the number of settlement fails that occur in EEA central securities depositories (&#147;CSDs&#148;) and address settlement fails where
they occur. The key elements of the regime are: (i) mandatory <FONT STYLE="white-space:nowrap">buy-ins</FONT> &#151; if a settlement fail continues for a specified period of time after the intended settlement date, a
<FONT STYLE="white-space:nowrap">buy-in</FONT> process must be initiated to effect the settlement; (ii) cash penalties&nbsp;&#151; EEA CSDs are required to impose cash penalties on participants that cause settlement fails and distribute these to
receiving participants; and (iii) allocations and confirmations &#151; EEA investment firms are required to take measures to prevent settlement fails, including putting in place arrangements with their professional clients to communicate securities
allocations and transaction confirmations. These requirements apply to transactions in transferable securities (e.g., shares and bonds), money market instruments, units in funds and emission allowances that are to be settled via an EEA CSD and, in
the case of cash penalties and </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>190</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>
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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; ">(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">
<FONT STYLE="white-space:nowrap">buy-in</FONT> requirements only, are admitted to trading or traded on an EEA trading venue or cleared by an EEA central counterparty. If the Fund enters into <FONT
STYLE="white-space:nowrap">in-scope</FONT> transactions, the CSDR settlement discipline regime may result in increased operational and compliance costs being borne directly or indirectly by the Fund. CSDR may also affect liquidity and increase
trading costs associated with relevant securities. If <FONT STYLE="white-space:nowrap">in-scope</FONT> transactions are subject to additional expenses and penalties as a consequence of the CSDR settlement discipline regime, such expenses and
penalties may be charged to the relevant Fund depending upon their characterization under the Fund&#146;s Investment Management 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"><B>Currency Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Currency risk may be
particularly high because the Fund may, at times or in general, have substantial exposure to emerging market currencies, and engage in foreign currency transactions that are economically tied to emerging market countries. These currency transactions
may present market, credit, currency, liquidity, legal, political and other risks different from, or greater than, the risks of investing in developed foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies or engaging in foreign
currency transactions that are economically tied to developed foreign countries. </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 denominated in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies or that trade in and receive revenues in,
foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, derivatives or other instruments that provide exposure to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, are subject to the risk that those currencies
will decline in value relative to the U.S. dollar, or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency being&nbsp;hedged. </FONT></P>
<P STYLE="margin-top: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">Currency rates in foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, rates of inflation, balance of payments and governmental surpluses or
deficits, intervention (or the failure to intervene) by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> governments, central banks or supranational entities such as the International Monetary Fund, or by the imposition of currency
controls or other political developments in the United States or abroad. These fluctuations may have a significant adverse impact on the value of the Fund&#146;s portfolio and/or the level of Fund distributions made to Common Shareholders. There is
no assurance that a hedging strategy, if used, will be successful. Moreover, currency hedging techniques may be unavailable with respect to emerging market currencies. As a result, the Fund&#146;s investments in foreign currency-denominated, and
especially emerging market-currency denominated, securities may reduce the returns of the&nbsp;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 local emerging market currencies in which the Fund may be invested from time to time may experience substantially greater
</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">
volatility against the U.S. dollar than the major convertible currencies of developed countries. Some of the local currencies in which the Fund may invest are neither freely convertible into one
of the major currencies nor internationally traded. The local currencies may be convertible into other currencies only inside the relevant emerging market where the limited availability of such other currencies may tend to inflate their values
relative to the local currency in question. Such internal exchange markets can therefore be said to be neither liquid nor competitive. In addition, many of the currencies of emerging market countries in which the Fund may invest have experienced
steady devaluation relative to freely convertible currencies. </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">Continuing uncertainty as to the status of the euro and the European Monetary Union (&#147;EMU&#148;) has created significant volatility in currency and financial markets generally. Any partial or complete dissolution of the EMU
could have significant adverse effects on currency and financial markets, and on the values of the Fund&#146;s portfolio investments. If one or more EMU countries were to stop using the euro as its primary currency, the Fund&#146;s investments in
such countries may be redenominated into a different or newly adopted currency. As a result, the value of those investments could decline significantly and unpredictably. In addition, securities or other investments that are redenominated may be
subject to foreign currency risk, liquidity risk and valuation risk to a greater extent than similar investments currently denominated in euros. To the extent a currency used for redenomination purposes is not specified in respect of certain <FONT
STYLE="white-space:nowrap">EMU-related</FONT> investments, or should the euro cease to be used entirely, the currency in which such investments are denominated may be unclear, making such investments particularly difficult to value or dispose of.
The Fund may incur additional expenses to the extent it is required to seek judicial or other clarification of the denomination or value of such securities. </FONT></P> <P STYLE="margin-top: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 can be no assurance that if the Fund earns income or capital gains in a <FONT STYLE="white-space:nowrap">non-U.S.</FONT> country or
PIMCO otherwise seeks to withdraw the Fund&#146;s investments from a given country, capital controls imposed by such country will not prevent, or cause significant expense in, doing so. </FONT></P>
<P STYLE="margin-top: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>Cybersecurity Risk </B></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 Fund is 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 from outside threat actors or internal resources that may, among other things, cause the Fund
to lose proprietary information, suffer data corruption and/or destruction, lose operational capacity, result in the unauthorized release or other misuse of confidential information, or otherwise disrupt normal business operations. Cyber security
breaches may involve unauthorized access to the Fund&#146;s </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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>191</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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<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>Principal&nbsp;Risks&nbsp;of&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>
<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">
digital information systems (e.g., through &#147;hacking&#148; or malicious software coding), and may come from multiple sources, including outside attacks such as
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">denial-of-service</FONT></FONT> attacks (i.e., efforts to make network services unavailable to intended users) or cyber extortion, including exfiltration of data held for ransom
and/or &#147;ransomware&#148; attacks that renders systems inoperable until ransom is paid, or insider actions. In addition, cyber security breaches involving the Fund&#146;s third party service providers (including but not limited to advisers, <FONT
STYLE="white-space:nowrap">sub-advisers,</FONT> administrators, transfer agents, custodians, vendors, suppliers, distributors and other third parties), trading counterparties or issuers in which the Fund invests can also subject the Fund to many of
the same risks associated with direct cyber security breaches or extortion of company data. Moreover, cyber security breaches involving trading counterparties or issuers in which the Fund invests could adversely impact such counterparties or issuers
and cause the Fund&#146;s investment to lose 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 COLOR="#333333">Cyber
security failures or breaches may result in financial losses to the Fund and its shareholders. These failures or breaches may also result in disruptions to business operations, potentially resulting in financial losses; interference with the
Fund&#146;s ability to calculate its NAV, process shareholder transactions or otherwise transact business with shareholders; impediments to trading; violations of applicable privacy and other laws; regulatory fines; penalties; third party claims in
litigation; 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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Like with operational risk in
general, the Fund has established business continuity plans and risk management systems designed to reduce the risks associated with cyber security. However, there are inherent limitations in these plans and systems, including that certain risks may
not have been identified, in large part because different or unknown threats may emerge in the future. As such, there is no guarantee that such efforts will succeed, especially because the Fund does not directly control the cyber security systems of
issuers in which the Fund may invest, trading counterparties or third party service providers to the Fund. Such entities have experienced cyber attacks and other attempts to gain unauthorized access to systems from time to time, and there is no
guarantee that efforts to prevent or mitigate the effects of such attacks or other attempts to gain unauthorized access will be successful. There is also a risk that cyber security breaches may not be detected. The Fund and its shareholders may
suffer losses as a result of a cyber security breach related to the Fund, its service providers, trading counterparties or the issuers in which the Fund invests.
</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"><B>Debt Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Debt securities are generally subject to the risks described below and further herein: </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><I>Issuer risk.</I></B>&nbsp;&nbsp;The value of debt securities
may decline for a number of reasons that directly relate to the issuer, such as management performance, financial leverage, reduced demand for the issuer&#146;s goods and services, historical and prospective earnings of the issuer and the value of
the assets of the issuer. </FONT></P> <P STYLE="margin-top: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><I>Interest rate
risk.</I></B>&nbsp;&nbsp;The market value of debt securities changes in response to interest rate changes and other factors. Interest rate risk is the risk that prices of debt securities will increase as interest rates fall and decrease as interest
rates rise, which would be reflected in the Fund&#146;s NAV. The Fund may lose money if short-term or long-term interest rates rise sharply in a manner not anticipated by the Fund&#146;s management. Moreover, because rates on certain floating rate
debt securities typically reset only periodically, changes in prevailing interest rates (and particularly sudden and significant changes) can be expected to cause some fluctuations in the NAV of the Fund to the extent that it invests in floating
rate debt securities. </FONT></P> <P STYLE="margin-top: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><I>Prepayment
risk.</I></B>&nbsp;&nbsp;During periods of declining interest rates, borrowers may prepay principal. This may force the Fund to reinvest in lower yielding securities, resulting in a possible decline in the Fund&#146;s income and distributions.
</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><I>Credit risk.</I></B>&nbsp;&nbsp;Credit risk is the
risk that one or more debt securities in the Fund&#146;s portfolio will decline in price or fail to pay interest or principal when due because the issuer of the security experiences a decline in its financial status. Credit risk is increased when a
portfolio security is downgraded or the perceived creditworthiness of the issuer deteriorates. </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><I>Reinvestment risk.</I></B>&nbsp;&nbsp;Reinvestment risk is the risk that income from the Fund&#146;s portfolio will decline if the
Fund invests the proceeds from matured, traded or called fixed income securities at market interest rates that are below the portfolio&#146;s current earnings rate. </FONT></P> <P STYLE="margin-top: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><I>Duration and maturity risk.</I></B>&nbsp;&nbsp;The Fund may seek to adjust the duration or maturity of its investments in debt
securities based on its assessment of current and projected market conditions. The Fund may incur costs in seeking to adjust the average duration or maturity of its portfolio of debt securities. There can be no assurances that the Fund&#146;s
assessment of current and projected market conditions will be correct or that any strategy to adjust duration or maturity will be successful. </FONT></P> <P STYLE="margin-top: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>Derivatives Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The use of derivative
instruments involves risks different from, or possibly greater than, the risks associated with investing directly in securities and other traditional investments. Derivatives are subject to
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<TD VALIGN="bottom"><B>192</B></TD>
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<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; ">(Unaudited)</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
a number of risks, including leverage risk, liquidity risk (which may be heightened for highly- customized derivatives), interest rate risk, market risk, credit risk, counterparty risk, tax risk,
management risk, operational risk and legal risk as well as risks arising from changes in applicable requirements. They also involve the risk of mispricing, the risk of unfavorable or ambiguous documentation and the risk that changes in the value of
a derivative instrument may not correlate perfectly with the underlying asset, rate or index. If the Fund invests in a derivative instrument, the Fund could lose more than the initial amount invested and derivatives may increase the volatility of
the Fund, especially in unusual or extreme market conditions. Also, suitable derivative transactions may not be available in all circumstances and there can be no assurance that the Fund will engage in these transactions to reduce exposure to other
risks when that would be beneficial or that, if used, such strategies will be successful. The Fund&#146;s use of derivatives may increase or accelerate the amount of taxes payable by Common Shareholders. </FONT></P>
<P STYLE="margin-top: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"><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 derivative
transactions. For derivatives traded on an exchange or through a central counterparty, credit risk resides with the Fund&#146;s clearing broker, or the clearinghouse itself, rather than with a counterparty in an OTC derivative transaction. 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 COLOR="#333333">Participation in the markets for derivative instruments involves
investment risks and transaction costs to which the Fund may not be subject absent the use of these strategies. The skills needed to successfully execute derivative strategies may be different from those needed for other types of transactions. If
the Fund incorrectly forecasts the value and/or creditworthiness of securities, currencies, interest rates, counterparties or other economic factors involved in a derivative transaction, the Fund might have been in a better position if the Fund had
not entered into such derivative transaction. In evaluating the risks and contractual obligations associated with particular derivative instruments, it is important to consider that certain derivative transactions may be modified or terminated only
by mutual consent of the Fund and its counterparty. Therefore, it may not be possible for the Fund to modify, terminate, or offset the Fund&#146;s obligations or the Fund&#146;s exposure to the risks associated with a derivative transaction prior to
its scheduled termination or maturity date, which may create a possibility of increased volatility and/or decreased liquidity to the Fund. Hedges are sometimes subject to imperfect matching between the derivative and the underlying instrument, and
there can be no
</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">
assurance that the Fund&#146;s hedging transactions will be effective. In such case, the Fund may lose money. </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">Because the markets for certain derivative instruments (including markets located in foreign countries) are relatively new and still
developing, appropriate derivative transactions may not be available in all circumstances for risk management or other purposes. Upon the expiration of a particular contract, the Fund may wish to retain the Fund&#146;s position in the derivative
instrument by entering into a similar contract, but may be unable to do so if the counterparty to the original contract is unwilling to enter into the new contract and no other appropriate counterparty can be found. When such markets are
unavailable, the Fund will be subject to increased liquidity and investment risk. </FONT></P> <P STYLE="margin-top: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 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 (&#147;paired swap transactions&#148;), and with a substantial possibility that the Fund
will experience a corresponding capital loss and decline in NAV with respect to the opposite side transaction (to the extent it does not have corresponding offsetting capital gains). Consequently, Common Shareholders may receive distributions and
owe tax on amounts that are effectively a taxable return of the shareholder&#146;s investment in the Fund, at a time when their investment in the Fund has declined in value, which tax may be at ordinary income rates. The tax treatment of certain
derivatives in which the Fund invests may be unclear and thus subject to recharacterization. Any recharacterization of payments made or received by the Fund pursuant to derivatives potentially could affect the amount, timing or character of Fund
distributions. In addition, the tax treatment of such investment strategies may be changed by regulation or otherwise. </FONT></P> <P STYLE="margin-top: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 derivative is used as a hedge against a position that the Fund holds, any loss generated by the derivative generally should be
substantially offset by gains on the hedged investment, and vice versa. Although hedging can reduce or eliminate losses, it can also reduce or eliminate gains. Hedges are sometimes subject to imperfect matching between the derivative and the
underlying instrument, and there can be no assurance that the Fund&#146;s hedging transactions will be effective. In such case, the Fund may lose money. </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 regulation of the derivatives markets has increased over the past several years, and additional future regulation of the derivatives
markets may make derivatives more costly, may limit the availability or reduce the liquidity of derivatives, or may otherwise adversely affect the value or performance of derivatives. Any such adverse future developments could impair the
effectiveness or raise the costs of the </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>193</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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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Fund&#146;s derivative transactions, impede the employment of the Fund&#146;s derivatives strategies, or adversely affect the Fund&#146;s performance and cause the Fund to lose value. For
instance, on October 28, 2020, the SEC adopted Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> under the 1940 Act providing for the regulation of a registered investment company&#146;s use of derivatives and certain related instruments. Among
other things, Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> limits a fund&#146;s derivatives exposure through a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">value-at-risk</FONT></FONT> test and requires the adoption and
implementation of a derivatives risk management program for certain derivatives users. Subject to certain conditions, limited derivatives users (as defined in Rule <FONT STYLE="white-space:nowrap">18f-4),</FONT> however, would not be subject to the
full requirements of Rule <FONT STYLE="white-space:nowrap">18f-4.</FONT> In connection with the adoption of Rule <FONT STYLE="white-space:nowrap">18f-4,</FONT> the SEC also eliminated the asset segregation framework arising from prior SEC guidance
for covering derivatives and certain financial instruments that was applicable to the Fund as of the date of this report. Compliance with Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> is not required until August 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">As the Fund comes into compliance, the Fund&#146;s approach to asset
segregation and coverage requirements will be impacted. In addition, Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> could restrict the Fund&#146;s ability to engage in certain derivatives transactions and/or increase the costs of such
derivatives transactions, which could adversely affect the value or performance of the Fund and the Common Shares and/or the Fund&#146;s distribution rate. </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>Distressed and Defaulted Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Investments in the securities of financially distressed issuers involve substantial risks, including the risk of default. Such investments
may be in default at the time of investment. In addition, these securities may fluctuate more in price, and are typically less liquid. The Fund also will be subject to significant uncertainty as to when, and in what manner, and for what value
obligations evidenced by securities of financially distressed issuers will eventually be satisfied. Defaulted obligations might be repaid only after lengthy workout or bankruptcy proceedings, during which the issuer might not make any interest or
other payments. In any such proceeding relating to a defaulted obligation, the Fund may lose its entire investment or may be required to accept cash or securities with a value substantially less than its original investment. Moreover, any securities
received by the Fund upon completion of a workout or bankruptcy proceeding may be less liquid, speculative or restricted as to resale. Similarly, if the Fund participates in negotiations with respect to any exchange offer or plan of reorganization
with respect to the securities of a distressed issuer, the Fund may be restricted from disposing of such securities. To the extent that the Fund becomes involved in such proceedings, the Fund may have a more active participation in the affairs of
the issuer than that assumed generally by an investor. The Fund may incur additional expenses to the extent it is required to seek recovery upon a default in the payment of principal or interest on its portfolio holdings.
</FONT></P></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 among the risks inherent in investments in a troubled issuer is that it frequently may
be difficult to obtain information as to the true financial condition of such issuer. PIMCO&#146;s judgments about the credit quality of a financially distressed issuer and the relative value of its securities may prove to be wrong. </FONT></P>
<P STYLE="margin-top: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>Distribution Rate Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Although the Fund may seek to maintain level distributions, the Fund&#146;s distribution rates may be affected by numerous factors,
including but not limited to changes in realized and projected market returns, fluctuations in market interest rates, Fund performance, and other factors. There can be no assurance that a change in market conditions or other factors will not result
in a change in the Fund&#146;s distribution rate or that the rate will be sustainable in the future. </FONT></P> <P STYLE="margin-top: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 instance, during periods of low or declining interest rates, the Fund&#146;s distributable income and dividend levels may decline for
many reasons. For example, the Fund may have to deploy uninvested assets (whether from purchases of Fund shares, proceeds from matured, traded or called debt obligations or other sources) in new, lower yielding instruments. Additionally, payments
from certain instruments that may be held by the Fund (such as variable and floating rate securities) may be negatively impacted by declining interest rates, which may also lead to a decline in the Fund&#146;s distributable income and dividend
levels. </FONT></P> <P STYLE="margin-top: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>Emerging Markets Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Foreign investment risk may be particularly high to the extent that the Fund invests in securities of issuers based in or doing business in
emerging market countries or invests in securities denominated in the currencies of emerging market countries. Investing in securities of issuers based in or doing business in emerging markets entails all of the risks of investing in foreign
securities noted above, but to a heightened degree. </FONT></P> <P STYLE="margin-top: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 emerging market countries pose a greater degree of systemic risk (i.e., the risk of a cascading collapse of multiple
institutions within a country, and even multiple national economies). The inter-relatedness of economic and financial institutions within and among emerging market economies has deepened over the years, with the effect that institutional failures
and/or economic difficulties that are of initially limited scope may spread throughout a country, a region or all or most emerging market countries. This may undermine any attempt by the Fund to reduce risk through geographic diversification of its
portfolio. </FONT></P> <P STYLE="margin-top: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 a heightened possibility of
imposition of withholding taxes on interest or dividend income generated from emerging market securities. Governments of emerging market countries may engage in confiscatory taxation or expropriation of income and/or assets to raise
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<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">
revenues or to pursue a domestic political agenda. In the past, emerging market countries have nationalized assets, companies and even entire sectors, including the assets of foreign investors,
with inadequate or no compensation to the prior owners. There can be no assurance that the Fund will not suffer a loss of any or all of its investments, or interest or dividends thereon, due to adverse fiscal or other policy changes in emerging
market countries. </FONT></P> <P STYLE="margin-top: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 greater risk that an
emerging market government may take action that impedes or prevents the Fund from taking income and/or capital gains earned in the local currency and converting into U.S. dollars (i.e., &#147;repatriating&#148; local currency investments or
profits). Certain emerging market countries have sought to maintain foreign exchange reserves and/or address the economic volatility and dislocations caused by the large international capital flows by controlling or restricting the conversion of the
local currency into other currencies. This risk tends to become more acute when economic conditions otherwise worsen. There can be no assurance that if the Fund earns income or capital gains in an emerging market currency or PIMCO otherwise seeks to
withdraw the Fund&#146;s investments from a given emerging market country, capital controls imposed by such country will not prevent, or cause significant expense in, doing so. </FONT></P>
<P STYLE="margin-top: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">Bankruptcy law and creditor reorganization processes may differ
substantially from those in the United States, resulting in greater uncertainty as to the rights of creditors, the enforceability of such rights, reorganization timing and the classification, seniority and treatment of claims. In certain emerging
market countries, although bankruptcy laws have been enacted, the process for reorganization remains highly uncertain. In addition, it may be impossible to seek legal redress against an issuer that is a sovereign state. </FONT></P>
<P STYLE="margin-top: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">Emerging market countries typically have less established legal,
accounting and financial reporting systems than those in more developed markets, which may reduce the scope or quality of financial information available to investors. Governments in emerging market countries are often less stable and more likely to
take extra-legal action with respect to companies, industries, assets, or foreign ownership than those in more developed markets. Moreover, it can be more difficult for investors to bring litigation or enforce judgments against issuers in emerging
markets or for U.S. regulators to bring enforcement actions against such issuers. The Fund may also be subject to Emerging Markets Risk if it invests in derivatives or other securities or instruments whose value or return are related to the value or
returns of emerging markets securities. </FONT></P> <P STYLE="margin-top: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">Other heightened
risks associated with emerging markets investments include without limitation (i) risks due to less social, political and economic stability; (ii) the smaller size of the market for such securities
</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 a lower volume of trading, resulting in a lack of liquidity and in price volatility; (iii) certain national policies which may restrict the Fund&#146;s investment opportunities, including
restrictions on investing in issuers or industries deemed sensitive to relevant national interests and requirements that government approval be obtained prior to investment by foreign persons; (iv) certain national policies that may restrict the
Fund&#146;s repatriation of investment income, capital or the proceeds of sales of securities, including temporary restrictions on foreign capital remittances; (v) the lack of uniform accounting and auditing standards and/or standards that may be
significantly different from the standards required in the United States; (vi) less publicly available financial and other information regarding issuers; (vii) potential difficulties in enforcing contractual obligations; and (viii) higher rates of
inflation, higher interest rates and other economic concerns. The Fund may invest to a substantial extent in emerging market securities that are denominated in local currencies, subjecting the Fund to a greater degree of foreign currency risk. Also,
investing in emerging market countries may entail purchases of securities of issuers that are insolvent, bankrupt or otherwise of questionable ability to satisfy their payment obligations as they become due, subjecting the Fund to a greater amount
of credit risk and/or high yield risk. The economy of some emerging markets may be particularly exposed to or affected by a certain industry or sector, and therefore issuers and/or securities of such emerging markets may be more affected by the
performance of such industries or sectors. </FONT></P> <P STYLE="margin-top: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>Equity Securities and Related
Market Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The market price of common stocks and other equity securities may go up or down, sometimes rapidly or unpredictably.
Equity securities may decline in value due to factors affecting equity securities markets generally, particular industries represented in those markets, or the issuer itself. The values of equity securities may decline due to real or perceived
adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates, adverse changes to credit markets or adverse investor sentiment generally. They may also decline due to labor shortages or
increased production costs and competitive conditions within an industry. Equity securities generally have greater price volatility than bonds and other debt securities. </FONT></P>
<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">Different types of equity securities provide different voting and
dividend rights and priority in the event of the bankruptcy and/or insolvency of the issuer. In addition to common stock, equity securities may include preferred securities, convertible securities and warrants. Equity securities other than common
stock are subject to many of the same risks as common stock, although possibly to different degrees. The risks of equity securities are generally magnified in the case of equity investments in distressed companies.
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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>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>195</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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"><B>Focused Investment Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">To the extent that the Fund focuses its investments in a particular sector, it may be susceptible to loss due to adverse developments
affecting that sector, including (but not limited to): governmental regulation; inflation; rising interest rates; cost increases in raw materials, fuel and other operating expenses; technological innovations that may render existing products and
equipment obsolete; competition from new entrants; high research and development costs; increased costs associated with compliance with environmental or other governmental regulations; and other economic, business or political developments specific
to that sector. Furthermore, the Fund may invest a substantial portion of its assets in companies in related sectors that may share common characteristics, are often subject to similar business risks and regulatory burdens, and whose securities may
react similarly to the types of developments described above, which will subject the Fund to greater risk. The Fund also will be subject to focused investment risk to the extent that it invests a substantial portion of its assets in a particular
issuer, market, asset class, country or geographic region. </FONT></P> <P STYLE="margin-top: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>Foreign <FONT
STYLE="white-space:nowrap">(Non-U.S.)</FONT> Investment Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities
may experience more rapid and extreme changes in value than securities of U.S. companies. The securities markets of many foreign countries are relatively small, with a limited number of companies representing a small number of industries.
Additionally, issuers of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities are usually not subject to the same degree of regulation as U.S. issuers. Reporting, accounting, auditing and custody standards of foreign countries
differ, in some cases significantly, from U.S. standards. Global economies and financial markets are becoming increasingly interconnected, and conditions and events in one country, region or financial market may adversely impact issuers in a
different country, region or financial market. Also, nationalization, expropriation or confiscatory taxation, currency blockage, market disruptions, political changes, security suspensions or diplomatic developments or the imposition of sanctions or
other similar measures could adversely affect the Fund&#146;s investments in a foreign country. In the event of nationalization, expropriation or other confiscation, the Fund could lose its entire investment in foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities. The type and severity of sanctions and other similar measures, including counter sanctions and other retaliatory actions, that may be imposed could vary broadly in scope, and their
impact is difficult to ascertain. These types of measures may include, but are not limited to, banning a sanctioned country or certain persons or entities associated with such country from global payment systems that facilitate cross-border
payments, restricting the settlement of securities transactions by certain investors, and freezing the assets of particular countries, entities or persons. The imposition of sanctions and other similar measures could, among other things, result in a
decline in the value and/or liquidity of
</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">
securities issued by the sanctioned country or companies located in or economically tied to the sanctioned country, downgrades in the credit ratings of the sanctioned country&#146;s securities or
those of companies located in or economically tied to the sanctioned country, currency devaluation or volatility, and increased market volatility and disruption in the sanctioned country and throughout the world. Sanctions and other similar measures
could directly or indirectly limit or prevent a Fund from buying and selling securities (in the sanctioned country and other markets), significantly delay or prevent the settlement of securities transactions, and adversely impact a Fund&#146;s
liquidity and performance. Adverse conditions in a certain region can adversely affect securities of other countries whose economies appear to be unrelated. To the extent that the Fund invests a significant portion of its assets in a specific
geographic region or in securities denominated in a particular foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currency, the Fund will generally have more exposure to regional economic risks, including weather emergencies and natural
disasters, associated with foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investments. Foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may also be less liquid (particularly during market closures due to local
holidays or other reasons) 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 COLOR="#333333">The Fund may face potential risks associated with the United Kingdom&#146;s departure from the European Union (&#147;EU&#148;). The
departure may result in substantial volatility in financial and foreign exchange markets and a sustained weakness in the British pound, the euro and other currencies, which may impact Fund returns. It may also destabilize some or all of the other EU
member countries and/or the Eurozone. These developments could result in losses to the Fund, as there may be negative effects on the value of the Fund&#146;s investments and/or on the Fund&#146;s ability to enter into certain transactions or value
certain investments, and these developments may make it more difficult for the Fund to exit certain investments at an advantageous time or price. Adverse events triggered by the departure, as well as an exit or expulsion of an EU member state other
than the United Kingdom from the EU, could negatively impact Fund returns. </FONT></P> <P STYLE="margin-top: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 Fund may invest in securities and instruments that are economically tied to Russia. Investments in Russia are subject to various risks such as, but not limited to political, economic, legal, market and currency risks. The risks
include uncertain political and economic policies, short term market volatility, poor accounting standards, corruption and crime, an inadequate regulatory system, regional armed conflict and unpredictable taxation. Investments in Russia are
particularly subject to the risk that further economic sanctions and other similar measures may be imposed by the United States and/or other countries. Other similar measures may include, but are not limited to, banning Russia or certain persons or
entities associated with Russia from global payment systems that facilitate cross-border payments, restricting the settlement of securities
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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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>196</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>
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<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">
transactions by certain investors, and freezing Russian assets or those of particular countries, entities or persons with ties to Russia. Such sanctions and other similar measures &#151; which
may impact companies in many sectors, including energy, financial services and defense, among others &#151; may negatively impact the Fund&#146;s performance and/or ability to achieve its investment objectives. For example, certain investments may
be prohibited and/or existing investments may become illiquid (e.g., in the event that transacting in certain existing investments is prohibited, securities markets close, or market participants cease transacting in certain investments in light of
geopolitical events, sanctions or related considerations), which could render any such securities held by the Fund unmarketable for an indefinite period of time. In addition, such sanctions or other similar measures, and the Russian
government&#146;s response, could result in a downgrade of Russia&#146;s credit rating or of securities of issuers located in or economically tied to Russia, devaluation of Russia&#146;s currency and/or increased volatility with respect to Russian
securities and the ruble. Moreover, disruptions caused by Russian military action or other actions (including cyberattacks, espionage or other asymmetric measures) or resulting actual or threatened responses to such activity may impact Russia&#146;s
economy and Russian issuers of securities in which the Fund invests. Such resulting actual or threatened responses may include, but are not limited to, purchasing and financing restrictions, withdrawal of financial intermediaries, boycotts or
changes in consumer or purchaser preferences, sanctions, tariffs or cyberattacks on the Russian government, Russian companies or Russian individuals, including politicians. The Russian securities market is characterized by limited volume of trading,
resulting in difficulty in obtaining accurate prices and trading. These issues can be magnified as a result of sanctions and other similar measures that may be imposed and the Russian government&#146;s response. The Russian securities market, as
compared to U.S. markets, has significant price volatility, less liquidity, a smaller market capitalization and a smaller number of traded securities. There may be little publicly available information about issuers. Settlement, clearing and
registration of securities transactions are subject to risks. Prior to the implementation of the National Settlement Depository (&#147;NSD&#148;), a recognized central securities depository, there was no central registration system for equity share
registration in Russia, and registration was carried out by either the issuers themselves or by registrars located throughout Russia. Title to Russian equities held through the NSD is now based on the records of the NSD and not the registrars.
Although the implementation of the NSD has enhanced the efficiency and transparency of the Russian securities market, issues resulting in loss can still occur. Ownership of securities issued by Russian companies that are not held through
depositories such as the NSD may be recorded by companies themselves and by registrars. In such cases, the risk is increased that the Fund could lose ownership rights through
</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">
fraud, negligence or oversight. While applicable Russian regulations impose liability on registrars for losses resulting from their errors, it may be difficult for the Fund to enforce any rights
it may have against the registrar or issuer of the securities in the event of loss of share registration. In addition, issuers and registrars are still prominent in the validation and approval of documentation requirements for corporate action
processing in Russia. Because the documentation requirements and approval criteria vary between registrars and issuers, there remain unclear and inconsistent market standards in the Russian market with respect to the completion and submission of
corporate action elections. To the extent that the Fund suffers a loss relating to title or corporate actions relating to its portfolio securities, it may be difficult for the Fund to enforce its rights or otherwise remedy the loss. Russian
securities laws may not recognize foreign nominee accounts held with a custodian bank, and therefore the custodian may be considered the ultimate owner of securities they hold for their clients. Adverse currency exchange rates are a risk and there
may be a lack of available currency hedging instruments. Investments in Russia may be subject to the risk of nationalization or expropriation of assets. Oil, natural gas, metals and timber account for a significant portion of Russia&#146;s exports,
leaving the country vulnerable to swings in world prices and to sanctions or other actions that may be directed at the Russian economy as a whole or at Russian oil, natural gas, metals or timber 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"><B>Foreign Loan Originations Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PDI and PAXS may originate loans to foreign entities and individuals, including foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT>
and emerging market entities and individuals. Such loans may involve risks not ordinarily associated with exposure to loans to U.S. entities and individuals. The foreign lending industry may be subject to less governmental supervision and regulation
than exists in the U.S.; conversely, foreign regulatory regimes applicable to the lending industry may be more complex and more restrictive than those in the U.S., resulting in higher costs associated with such investments, and such regulatory
regimes may be subject to interpretation or change without prior notice to investors, such as the Fund. Foreign lending may not be subject to accounting, auditing, and financial reporting standards and practices comparable to those in the U.S. Due
to difference in legal systems, there may be difficulty in obtaining or enforcing a court judgment outside the U.S. In addition, to the extent that investments are made in a limited number of countries, events in those countries will have a more
significant impact on the Fund. The Fund&#146;s loans to foreign entities and individuals may be subject to risks of increased transaction costs, potential delays in settlement or unfavorable differences between the U.S. economy and foreign
economies. </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 Fund&#146;s exposure to loans to foreign
entities and individuals may be subject to withholding and other foreign taxes, which may
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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>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;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>197</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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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adversely affect the net return on such investments. In addition, fluctuations in foreign currency exchange rates and exchange controls may adversely affect the market value of the Fund&#146;s
exposure to loans to foreign entities and individuals. The Fund is unlikely to be able to pass through to its shareholders foreign income tax credits in respect of any foreign income taxes it pays. </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>High Yield Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">To the extent that the Fund invests in high yield securities and unrated securities of similar credit quality (commonly known as &#147;high
yield securities&#148; or &#147;junk bonds&#148;), the Fund may be subject to greater levels of credit risk, call risk and liquidity risk than funds that do not invest in such securities, which could have a negative effect on the NAV and market
price of the Fund&#146;s Common Shares or Common Share dividends. These securities are considered predominantly speculative with respect to an issuer&#146;s continuing ability to make principal and interest payments, and may be more volatile than
other types of securities. An economic downturn or individual corporate developments could adversely affect the market for these securities and reduce the Fund&#146;s ability to sell these securities at an advantageous time or price. The Fund may
purchase distressed securities that are in default or the issuers of which are in bankruptcy, which involve heightened risks. </FONT></P> <P STYLE="margin-top: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">Issuers of high yield securities may have the right to &#147;call&#148; or redeem the issue prior to maturity, which may result in the Fund
having to reinvest the proceeds in other high yield securities or similar instruments that may pay lower interest rates. The Fund may also be subject to greater levels of liquidity risk than funds that do not invest in high yield securities.
Consequently, transactions in high yield securities may involve greater costs than transactions in more actively traded securities. These factors may result in the Fund being unable to realize full value for these securities and/or may result in the
Fund not receiving the proceeds from a sale of a high yield security for an extended period after such sale, each of which could result in losses to the Fund. Because of the risks involved in investing in high yield securities, an investment in the
Fund should be considered speculative. To the extent that the Fund invests in high yield securities and unrated securities of similar credit quality (commonly known as &#147;high yield securities&#148; or &#147;junk bonds&#148;), the Fund may be
subject to greater levels of credit risk, call risk and liquidity risk than funds that do not invest in such securities, which could have a negative effect on the NAV and market price of the Fund&#146;s Common Shares or Common Share dividends. These
securities are considered predominantly speculative with respect to an issuer&#146;s continuing ability to make principal and interest payments, and may be more volatile than other types of securities. An economic downturn or individual corporate
developments could adversely affect the market for these securities and reduce the Fund&#146;s ability to sell these securities at an
</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">
advantageous time or price. The Fund may purchase distressed securities that are in default or the issuers of which are in bankruptcy, which involve heightened risks. </FONT></P>
<P STYLE="margin-top: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">Issuers of high yield securities may have the right to
&#147;call&#148; or redeem the issue prior to maturity, which may result in the Fund having to reinvest the proceeds in other high yield securities or similar instruments that may pay lower interest rates. The Fund may also be subject to greater
levels of liquidity risk than funds that do not invest in high yield securities. Consequently, transactions in high yield securities may involve greater costs than transactions in more actively traded securities. These factors may result in the Fund
being unable to realize full value for these securities and/or may result in the Fund not receiving the proceeds from a sale of a high yield security for an extended period after such sale, each of which could result in losses to the Fund. Because
of the risks involved in investing in high yield securities, an investment in the Fund should be considered speculative. </FONT></P> <P STYLE="margin-top: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 general, lower rated debt securities carry a greater degree of risk that the issuer will lose its ability to make interest and principal
payments, which could have a negative effect on the Fund. Securities of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and repay principal and are commonly
referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; High yield securities involve a greater risk of default, and their prices are generally more volatile and sensitive to actual or perceived negative developments. Debt
securities in the lowest investment grade category also may be considered to possess some speculative characteristics by certain rating agencies. The Fund may purchase stressed or distressed securities that are in default or the issuers of which are
in bankruptcy, which involve heightened risks. An economic downturn could severely affect the ability of issuers (particularly those that are highly leveraged) to service or repay their debt obligations. Lower-rated securities are generally less
liquid than higher-rated securities, which may have an adverse effect on the Fund&#146;s ability to dispose of them. For example, under adverse market or economic conditions, the secondary market for below investment grade securities could contract
further, independent of any specific adverse changes in the condition of a particular issuer, and certain securities in the Fund&#146;s portfolio may become illiquid or less liquid. As a result, the Fund could find it more difficult to sell these
securities or may be able to sell these securities only at prices lower than if such securities were widely traded. To the extent the Fund focuses on below investment grade debt obligations, PIMCO&#146;s capabilities in analyzing credit quality and
associated risks will be particularly important, and there can be no assurance that PIMCO will be successful in this regard. Due to the risks involved in investing in high yield securities, an investment in the Fund should be considered speculative.
The Fund&#146;s credit quality policies apply only at the time a </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>198</B></TD>
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<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; ">(Unaudited)</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
security is purchased, and the Fund is not required to dispose of a security in the event that a rating agency or PIMCO downgrades its assessment of the credit characteristics of a particular
issue. Analysis of creditworthiness may be more complex for issuers of high yield securities than for issuers of higher quality debt securities. Analysis of creditworthiness may be more complex for issuers of high yield securities than for issuers
of higher quality debt 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"><B>Inflation/Deflation Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Inflation risk is the risk that the value of assets or income from the Fund&#146;s investments will be worth less in the future as inflation
decreases the value of payments at future dates. As inflation increases, the real value of the Fund&#146;s portfolio could decline. Inflation has recently increased and it cannot be predicted whether it may 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"><B>Inflation-Indexed Security Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Inflation-indexed debt securities are subject to the effects of changes in market interest rates caused by factors other than inflation
(real interest rates). In general, the value of an inflation-indexed security, including Treasury Inflation-Protected Securities (&#147;TIPS&#148;), tends to decrease when real interest rates increase and can increase when real interest rates
decrease. Thus generally, during periods of rising inflation, the value of inflation-indexed securities will tend to increase and during periods of deflation, their value will tend to decrease. Interest payments on inflation-indexed securities are
unpredictable and will fluctuate as the principal and interest are adjusted for inflation. There can be no assurance that the inflation index used (i.e., the </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consumer Price Index (&#147;CPI&#148;)), which is calculated and published by a third-party, will accurately measure the real rate of
inflation. Increases in the principal value of TIPS due to inflation are considered taxable ordinary income. Any increase in the principal amount of an inflation-indexed debt security will be considered taxable ordinary income, even though the Fund
will not receive the principal until maturity. Additionally, a CPI swap can potentially lose value if the realized rate of inflation over the life of the swap is less than the fixed market implied inflation rate (fixed breakeven rate) that the
investor agrees to pay at the initiation of the swap. With municipal inflation-indexed securities, the inflation adjustment is integrated into the coupon payment, which is federally tax exempt (and may be state tax exempt). For municipal
inflation-indexed securities, there is no adjustment to the principal value. Because municipal inflation-indexed securities are a small component of the municipal bond market, they may be less liquid than conventional municipal bonds.
</FONT></P></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"><B>Interest Rate Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Interest rate risk is the risk that fixed income securities and other instruments in the Fund&#146;s portfolio will fluctuate in value
because of a change in interest rates. For example, as nominal interest rates rise, the value of certain fixed income securities held by the Fund is likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and
an expected inflation rate. Interest rate changes can be sudden and unpredictable, and the Fund may lose money as a result of movements in interest rates. The Fund may not be able to effectively hedge against changes in interest rates or may choose
not to do so for cost or other reasons. </FONT></P> <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 wide variety of
factors can cause interest rates or yields of U.S. Treasury securities (or yields of other types of bonds) to rise, 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. Risks associated with rising interest rates are heightened under current market conditions given that the U.S. Federal Reserve (the &#147;Federal Reserve&#148;) has
begun to raise interest rates from historically low levels and has signaled an intention to continue to do so. Further, in market environments where interest rates are rising, issuers may be less willing or able to make principal and interest
payments on fixed-income investments when due. </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 with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates that
incorporates a security&#146;s yield, coupon, final maturity and call features, among other characteristics. Duration is useful primarily as a measure of the sensitivity of a fixed income security&#146;s market price to interest rate (i.e., yield)
movements. All other things remaining equal, for each one percentage point increase in interest rates, the value of a portfolio of fixed income investments would generally be expected to decline by one percent for every year of the portfolio&#146;s
average duration above zero. For example, the value of a portfolio of fixed income securities with an average duration of eight years would generally be expected to decline by approximately 8% if interest rates rose by one percentage point.
</FONT></P> <P STYLE="margin-top: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 the Fund holds variable or floating rate securities, a decrease (or, in the
case of inverse floating </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>199</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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>
<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">
rate securities, an increase) in market interest rates will adversely affect the income received from such securities and the NAV of the Fund&#146;s shares. </FONT></P>
<P STYLE="margin-top: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">During periods of very low or negative interest rates, the Fund may
be unable to maintain positive returns. Very low or negative interest rates may magnify interest rate risk. Changing interest rates, including rates that fall below zero, may have unpredictable effects on markets, may result in heightened market
volatility and may detract from Fund performance to the extent the Fund is exposed to such interest rates. </FONT></P> <P STYLE="margin-top: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">Measures such as average duration may not accurately reflect the true interest rate sensitivity of the Fund. This is especially the case if
the Fund consists of securities with widely varying durations. Therefore, if the Fund has an average duration that suggests a certain level of interest rate risk, the Fund may in fact be subject to greater interest rate risk than the average would
suggest. This risk is greater to the extent the Fund uses leverage or derivatives in connection with the management of the Fund. </FONT></P> <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">Convexity is an additional measure used to understand a security&#146;s or Fund&#146;s interest rate sensitivity. Convexity measures the
rate of change of duration in response to changes in interest rates. With respect to a security&#146;s price, a larger convexity (positive or negative) may imply more dramatic price changes in response to changing interest rates. Convexity may be
positive or negative. Negative convexity implies that interest rate increases result in increased duration, meaning increased sensitivity in prices in response to rising interest rates. Thus, securities with negative convexity, which may include
bonds with traditional call features and certain mortgage-backed securities, may experience greater losses in periods of rising interest rates. Accordingly, if the Fund holds such securities, the Fund may be subject to a greater risk of losses in
periods of rising interest rates. </FONT></P> <P STYLE="margin-top: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">Rising interest rates
may result in a decline in value of the Fund&#146;s fixed income investments and in periods of volatility. Further, while U.S. bond markets have steadily grown over the past three decades, dealer &#147;market making&#148; ability has remained
relatively stagnant. As a result, dealer inventories of certain types of bonds and similar instruments, which provide a core indication of the ability of financial intermediaries to &#147;make markets,&#148; are at or near historic lows in relation
to market size. Because market makers provide stability to a market through their intermediary services, a significant reduction in dealer inventories could potentially lead to decreased liquidity and increased volatility in the fixed income
markets. Such issues may be exacerbated during periods of economic uncertainty. All of these factors, collectively and/or individually, could cause the Fund to lose&nbsp;value.
</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"><B>Issuer Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The value of a security may decline for a number of reasons that directly relate to the issuer, such as management performance, financial leverage and reduced demand for the issuer&#146;s goods or services, as well as the historical
and prospective earnings of the issuer and the value of its assets. A change in the financial condition of a single issuer may affect securities markets as a whole. These risks can apply to the Common Shares issued by the Fund and to the issuers of
securities and other instruments in which the Fund invests. </FONT></P> <P STYLE="margin-top: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>Leverage Risk
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund&#146;s use of leverage, if any, creates the opportunity for increased Common Share net income, but also creates special
risks for Common Shareholders. To the extent used, there is no assurance that the Fund&#146;s leveraging strategies will be successful. Leverage is a speculative technique that may expose the Fund to greater risk and increased costs. The Fund&#146;s
assets attributable to leverage, if any, will be invested in accordance with the Fund&#146;s investment objectives and policies. Interest expense payable by the Fund with respect to derivatives and other forms of leverage, and dividends payable with
respect to preferred shares outstanding, if any, will generally be based on shorter-term interest rates that would be periodically reset. So long as the Fund&#146;s portfolio investments provide a higher rate of return (net of applicable Fund
expenses) than the interest expenses and other costs to the Fund of such leverage, the investment of the proceeds thereof will generate more income than will be needed to pay the costs of the leverage. If so, and all other things being equal, the
excess may be used to pay higher dividends to Common Shareholders than if the Fund were not so leveraged. If, however, shorter-term interest rates rise relative to the rate of return on the Fund&#146;s portfolio, the interest and other costs to the
Fund of leverage could exceed the rate of return on the debt obligations and other investments held by the Fund, thereby reducing return to Common Shareholders. In addition, fees and expenses of any form of leverage used by the Fund will be borne
entirely by the Common Shareholders (and not by preferred shareholders, if any) and will reduce the investment return of the Common Shares. Therefore, there can be no assurance that the Fund&#146;s use of leverage will result in a higher yield on
the Common Shares, and it may result in losses. In addition, any preferred shares issued by the Fund are expected to pay cumulative dividends, which may tend to increase leverage risk. Leverage creates several major types of risks for Common
Shareholders, including: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&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:75%; vertical-align:top">&#8718;</SUP>&nbsp;</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">the likelihood of greater volatility of NAV and market price of Common Shares, and of the investment return to Common Shareholders, than a comparable portfolio without leverage;
</FONT></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">
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<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">the possibility either that Common Share dividends will fall if the interest and other costs of leverage rise, or that dividends paid on Common Shares will fluctuate because such costs vary over
time; and </FONT></TD></TR></TABLE></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"><B>200</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">
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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; ">(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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<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:75%; vertical-align:top">&#8718;</SUP>&nbsp;</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">the effects of leverage in a declining market or a rising interest rate environment, as leverage is likely to cause a greater decline in the NAV of the Common Shares than if the Fund were not
leveraged and may result in a greater decline in the market value of the Common Shares. </FONT></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">In addition, the counterparties to the Fund&#146;s leveraging transactions and any preferred shareholders of the Fund will have priority of
payment over the Fund&#146;s Common Shareholders. </FONT></P> <P STYLE="margin-top: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">Reverse
repurchase agreements involve the risks that the interest income earned on the investment of the proceeds will be less than the interest expense and Fund expenses associated with the repurchase agreement, that the market value of the securities sold
by the Fund may decline below the price at which the Fund is obligated to repurchase such securities and that the securities may not be returned to the Fund. There is no assurance that reverse repurchase agreements can be successfully employed.
Dollar roll transactions involve the risk that the market value of the securities the Fund is required to purchase may decline below the agreed upon repurchase price of those securities. Successful use of dollar rolls may depend upon the Investment
Manager&#146;s ability to correctly predict interest rates and prepayments. There is no assurance that dollar rolls can be successfully employed. In connection with reverse repurchase agreements and dollar rolls, the Fund will also be subject to
counterparty risk with respect to the purchaser of the securities. If the broker/dealer to whom the Fund sells securities becomes insolvent, the Fund&#146;s right to purchase or repurchase securities may be restricted. </FONT></P>
<P STYLE="margin-top: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 Fund may engage in total return swaps, reverse repurchases, loans
of portfolio securities, short sales and when-issued, delayed delivery and forward commitment transactions, credit default swaps, basis swaps and other swap agreements, purchases or sales of futures and forward contracts (including foreign currency
exchange contracts), call and put options or other derivatives. The Fund&#146;s use of such transactions gives rise to associated leverage risks described above, and may adversely affect the Fund&#146;s income, distributions and total returns to
Common Shareholders. To the extent that any offsetting positions do not behave in relation to one another as expected, the Fund may perform as if it is leveraged through use of these derivative&nbsp;strategies. </FONT></P>
<P STYLE="margin-top: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">Any total return swaps, reverse repurchases, loans of portfolio
securities, short sales and when-issued, delayed delivery and forward commitment transactions, credit default swaps, basis swaps and other swap agreements, purchases or sales of futures and forward contracts (including foreign currency exchange
contracts), call and put options or other derivatives by the Fund or counterparties to the Fund&#146;s other leveraging transactions, if any, would have seniority over the Fund&#146;s Common Shares.
</FONT></P></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 October 28, 2020, the SEC adopted Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> under
the Act providing for the regulation of a registered investment company&#146;s use of derivatives and certain related instruments. Among other things, Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> limits a fund&#146;s derivatives exposure
through a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">value-at-risk</FONT></FONT> test and requires the adoption and implementation of a derivatives risk management program for certain derivatives users. Subject to certain
conditions, limited derivatives users (as defined in Rule <FONT STYLE="white-space:nowrap">18f-4),</FONT> however, would not be subject to the full requirements of Rule <FONT STYLE="white-space:nowrap">18f-4.</FONT> In connection with the adoption
of Rule <FONT STYLE="white-space:nowrap">18f-4,</FONT> the SEC also eliminated the asset segregation framework arising from prior SEC guidance for covering derivatives and certain financial instruments that was applicable to the Fund as of the date
of this report. Compliance with Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> is not required until August 19, 2022. As the Fund comes into compliance, the Fund&#146;s approach to asset segregation and coverage requirements will be impacted. In
addition, Rule <FONT STYLE="white-space:nowrap">18f-4</FONT> could restrict the Fund&#146;s ability to engage in certain derivatives transactions and/or increase the costs of such derivatives transactions, which could adversely affect the value or
performance of the Fund and the Common Shares and/or the Fund&#146;s distribution rate. </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">Because the fees received by the Investment Manager may increase depending on the types of leverage utilized by the Fund, the Investment
Manager has a financial incentive for the Fund to use certain forms of leverage, which may create a conflict of interest between the Investment Manager, on the one hand, and the Common Shareholders, on the other hand. </FONT></P>
<P STYLE="margin-top: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 that any Subsidiary of PAXS directly incurs leverage in
the form of debt or preferred shares, the amount of such leverage used by a Fund and such Subsidiaries will be consolidated and treated as senior securities for purposes of complying with the 1940 Act&#146;s limitations on leverage by 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"><B>Limited Term Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">With respect to each of PDO and PAXS, unless the limited term provision of the Fund&#146;s Restated Agreement and Declaration of Trust (the
&#147;Declaration&#148;) is amended by shareholders in accordance with the Declaration, or unless the Fund completes a tender offer, as of a date within twelve months preceding the fund&#146;s dissolution date, to all Common Shareholders to purchase
100% of the then outstanding Common Shares of the Fund at a price equal to the net asset value per Common Share on the expiration date of the tender offer (an &#147;Eligible Tender Offer&#148;) and converts to perpetual existence, the Fund will
terminate on or about January 27, 2033, with respect to PIMCO Dynamic Income Opportunities Fund, and January 27, 2034, with respect to PIMCO Access Income Fund (the &#147;Dissolution Date&#148;). The Fund is not a
<FONT STYLE="white-space:nowrap">so-called</FONT> &#147;target date&#148; or &#147;life cycle&#148; fund whose asset allocation becomes more conservative over time as its target date, often associated with retirement, approaches. In addition, the
Fund is </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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>201</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>Principal&nbsp;Risks&nbsp;of&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>
<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">
not a &#147;target term&#148; fund whose investment objective is to return its original NAV on the Dissolution Date or in an Eligible Tender Offer. The Fund&#146;s investment objectives and
policies are not designed to seek to return to investors that purchase shares in this offering their initial investment on the Dissolution Date or in an Eligible Tender Offer, and such investors and investors that purchase shares after the
completion of this offering may receive more or less than their original investment upon dissolution or in an Eligible Tender&nbsp;Offer. </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">Because the assets of the Fund will be liquidated in connection with the dissolution, the Fund will incur transaction costs in connection
with dispositions of portfolio securities. The Fund does not limit its investments to securities having a maturity date prior to the Dissolution Date and may be required to sell portfolio securities when it otherwise would not, including at times
when market conditions are not favorable, which may cause the Fund to lose money. In particular, the Fund&#146;s portfolio may still have large exposures to illiquid securities as the Dissolution Date approaches, and losses due to portfolio
liquidation may be significant. Beginning one year before the Dissolution Date (the &#147;Wind-Down Period&#148;), the Fund may begin liquidating all or a portion of the Fund&#146;s portfolio, and the Fund may deviate from its investment strategy
and may not achieve its investment objectives. As a result, during the Wind-Down Period, the Fund&#146;s distributions may decrease, and such distributions may include a return of capital. It is expected that Common Shareholders will receive cash in
any liquidating distribution from the Fund, regardless of their participation in the Fund&#146;s automatic dividend reinvestment plan. However, if on the Dissolution Date the Fund owns securities for which no market exists or securities that are
trading at depressed prices, such securities may be placed in a liquidating trust. Any such liquidating trust or other similar vehicle is not expected to be a registered investment company. The Fund cannot predict the amount, if any, of securities
that will be required to be placed in a liquidating trust. The Fund&#146;s investment objectives and policies are not designed to seek to return investors&#146; original investment upon termination of the Fund, and investors may receive more or less
than their original investment upon termination of the Fund. As the assets of the Fund will be liquidated in connection with its termination, the Fund may be required to sell portfolio securities when it otherwise would not, including at times when
market conditions are not favorable, which may cause the Fund to lose money. The Fund may receive proceeds from the disposition of portfolio investments that are less than the valuations of such investments by the Fund and, in particular, losses
from the disposition of illiquid securities may be significant. The disposition of portfolio investments by the Fund could also cause market prices of such instruments, and hence the NAV and market price of the Common Shares, to decline. In
addition, disposition of portfolio investments will cause the Fund to incur increased brokerage and related transaction expenses.
</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">Moreover, in conducting such portfolio transactions, the Fund may need to deviate from its
investment policies and may not achieve its investment objectives. The Fund&#146;s portfolio composition may change as its portfolio holdings mature or are called or sold in anticipation of an Eligible Tender Offer or the Dissolution Date. During
such period(s), it is possible that the Fund will hold a greater percentage of its total assets in shorter term and lower yielding securities and cash and cash equivalents than it would otherwise, which may impede the Fund&#146;s ability to achieve
its investment objectives and adversely impact the Fund&#146;s performance and distributions to Common Shareholders, which may in turn adversely impact the market value of the Common Shares. In addition, the Fund may be required to reduce its
leverage, which could also adversely impact its performance. The additional cash or cash equivalents held by the Fund could be obtained through reducing the Fund&#146;s distributions to Common Shareholders and/or holding cash in lieu of reinvesting,
which could limit the ability of the Fund to participate in new investment opportunities. The Fund does not limit its investments to securities having a maturity date prior to or around the Dissolution Date, which may exacerbate the foregoing risks
and considerations. A Common Shareholder may be subject to the foregoing risks over an extended period of time, particularly if the Fund conducts an Eligible Tender Offer and is also subsequently terminated by or around the Dissolution Date.
</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 the Fund conducts an Eligible Tender Offer, the Fund
anticipates that funds to pay the aggregate purchase price of shares accepted for purchase pursuant to the tender offer will be first derived from any cash on hand and then from the proceeds from the sale of portfolio investments held by the Fund.
In addition, the Fund may be required to dispose of portfolio investments in connection with any reduction in the Fund&#146;s outstanding leverage necessary in order to maintain the Fund&#146;s desired leverage ratios following a tender offer. The
risks related to the disposition of securities in connection with the Fund&#146;s dissolution also would be present in connection with the disposition of securities in connection with an Eligible Tender Offer. It is likely that during the pendency
of a tender offer, and possibly for a time thereafter, the Fund will hold a greater than normal percentage of its total assets in cash and cash equivalents, which may impede the Fund&#146;s ability to achieve its investment objectives and decrease
returns to shareholders. The tax effect of any such dispositions of portfolio investments will depend on the difference between the price at which the investments are sold and the tax basis of the Fund in the investments. Any capital gains
recognized on such dispositions, as reduced by any capital losses the Fund realizes in the year of such dispositions and by any available capital loss carryforwards, will be distributed to shareholders as capital gain dividends (to the extent of net
long-term capital gains over net short-term capital losses) or ordinary dividends (to the extent of net short-term capital gains over net long-term capital losses) during or
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>202</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></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">
with respect to such year, and such distributions will generally be taxable to Common Shareholders. If the Fund&#146;s tax basis for the investments sold is less than the sale proceeds, the Fund
will recognize capital gains, which the Fund will be required to distribute to Common Shareholders. In addition, the Fund&#146;s purchase of tendered Common Shares pursuant to a tender offer would have tax consequences for tendering Common
Shareholders and may have tax consequences for <FONT STYLE="white-space:nowrap">non-tendering</FONT> Common Shareholders. </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 purchase of Common Shares by the Fund pursuant to a tender offer will have the effect of increasing the proportionate interest in the
Fund of <FONT STYLE="white-space:nowrap">non-tendering</FONT> Common Shareholders. All Common Shareholders remaining after a tender offer may be subject to proportionately higher expenses due to the reduction in the Fund&#146;s total assets
resulting from payment for the tendered Common Shares. Such reduction in the Fund&#146;s total assets may result in less investment flexibility, reduced diversification and greater volatility for the Fund, and may have an adverse effect on the
Fund&#146;s investment performance. Such reduction in the Fund&#146;s total assets may also cause Common Shares to become thinly traded or otherwise negatively impact secondary trading of Common Shares. A reduction in net assets, and the
corresponding increase in the Fund&#146;s expense ratio, could result in lower returns and put the Fund at a disadvantage relative to its peers and potentially cause the Fund&#146;s Common Shares to trade at a wider discount to NAV than it otherwise
would. Furthermore, the portfolio of the Fund following an Eligible Tender Offer could be significantly different and, therefore, Common Shareholders retaining an investment in the Fund could be subject to greater risk. For example, the Fund may be
required to sell its more liquid, higher quality portfolio investments to purchase Common Shares that are tendered in an Eligible Tender Offer, which would leave a less liquid, lower quality portfolio for remaining shareholders. The prospects of an
Eligible Tender Offer may attract arbitrageurs who would purchase the Common Shares prior to the tender offer for the sole purpose of tendering those shares which could have the effect of exacerbating the risks described herein for shareholders
retaining an investment in the Fund following an Eligible Tender Offer. </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 Fund is not required to conduct an Eligible Tender Offer. If the Fund conducts an Eligible Tender Offer, there can be no assurance that the number of tendered Common Shares would not result in the Fund having aggregate net
assets below the Dissolution Threshold, in which case the Eligible Tender Offer would be canceled, no Common Shares would be repurchased pursuant to the Eligible Tender Offer and the Fund will dissolve on the Dissolution Date (subject to possible
extensions). Following the completion of an Eligible Tender Offer in which the number of tendered Common Shares would result in the Fund having aggregate net assets greater than or equal to the
</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">
Dissolution Threshold, the Board may, by a Board Action Vote, eliminate the Dissolution Date without shareholder approval. Thereafter, the Fund will have a perpetual existence. The Investment
Manager may have a conflict of interest in recommending to the Board that the Dissolution Date be eliminated and the Fund have a perpetual existence. The Fund is not required to conduct additional tender offers following an Eligible Tender Offer and
conversion to perpetual existence. Therefore, remaining Common Shareholders may not have another opportunity to participate in a tender offer. Shares of <FONT STYLE="white-space:nowrap">closed-end</FONT> management investment companies frequently
trade at a discount from their NAV, and as a result remaining Common Shareholders may only be able to sell their Shares at a discount to&nbsp;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"><B>Liquidity Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Liquidity risk exists when
particular investments are difficult to purchase or sell. Illiquid investments are investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition
significantly changing the market value of the investment. Illiquid investments may become harder to value, especially in changing markets. The Fund&#146;s investments in illiquid investments may reduce the returns of the Fund because it may be
unable to sell the illiquid investments at an advantageous time or price or possibly require the Fund to dispose of other investments at unfavorable times or prices in order to satisfy its obligations, which could prevent the Fund from taking
advantage of other investment opportunities. Additionally, the market for certain investments may become illiquid under adverse market or economic conditions independent of any specific adverse changes in the conditions of a particular issuer. Bond
markets have consistently grown over the past three decades while the capacity for traditional dealer counterparties to engage in fixed income trading has not kept pace and in some cases has decreased. As a result, dealer inventories of corporate
bonds, which provide a core indication of the ability of financial intermediaries to &#147;make markets,&#148; are at or near historic lows in relation to market size. Because market makers seek to provide stability to a market through their
intermediary services, the significant reduction in dealer inventories could potentially lead to decreased liquidity and increased volatility in the fixed income markets. Such issues may be exacerbated during periods of economic uncertainty. In such
cases, the Fund, due to limitations on investments in illiquid investments and the difficulty in purchasing and selling such securities or instruments, may be unable to achieve its desired level of exposure to a certain sector. To the extent that
the Fund invests in securities of companies with smaller market capitalizations, foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities, Rule 144A securities, illiquid sectors of fixed income securities, derivatives or securities with
substantial market and/or credit risk, the Fund will tend to have greater exposure to liquidity risk. </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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>203</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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">Further, fixed income securities with longer durations until maturity face heightened levels
of liquidity risk as compared to fixed income securities with shorter durations until maturity. The risks associated with illiquid instruments may be particularly acute in situations in which the Fund&#146;s operations require cash (such as in
connection with repurchase offers) and could result in the Fund borrowing to meet its short-term needs or incurring losses on the sale of illiquid instruments. It may also be the case that other market participants may be attempting to liquidate
fixed income holdings at the same time as the Fund, causing increased supply in the market and contributing to liquidity risk and downward pricing pressure. </FONT></P> <P STYLE="margin-top: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 invests in Alt Lending ABS, the Alt Lending ABS in which the Fund invests are typically not listed on any securities
exchange and not registered under the Securities Act. In addition, the Fund anticipates that these instruments may only be sold to a limited number of investors and may have a limited or <FONT STYLE="white-space:nowrap">non-existent</FONT> secondary
market. Accordingly, the Fund currently expects that certain of its investments in Alt Lending ABS will face heightened levels of liquidity risk. Although currently, there is generally no active reliable, secondary market for certain Alt Lending
ABS, a secondary market for these alternative lending-related instruments may develop. </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>Loan Origination Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PDI and PAXS may
seek to originate loans, including, without limitation, residential and/or commercial real estate or mortgage-related loans, consumer loans or other types of loans, which may be in the form of whole loans, secured and unsecured notes, senior and
second lien loans, mezzanine loans or similar investments. The Funds may originate loans to corporations and/or other legal entities and individuals, including foreign <FONT STYLE="white-space:nowrap">(non-U.S.</FONT> and emerging market) entities
and individuals. Such borrowers may have credit ratings that are determined by one or more NRSROs or PIMCO to be below investment grade. The Fund may subsequently offer such investments for sale to third parties; provided, that there is no assurance
that the Fund will complete the sale of such an investment. If the Fund is unable to sell, assign or successfully close transactions for the loans that it originates, the Fund will be forced to hold its interest in such loans for an indeterminate
period of time. This could result in the Fund&#146;s investments being over-concentrated in certain borrowers. The Fund will be responsible for the expenses associated with originating a loan (whether or not consummated). This may include
significant legal and due diligence expenses, which will be indirectly borne by the Fund and Common Shareholders. </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">Loan origination and servicing companies are routinely involved in legal proceedings concerning matters that arise in the ordinary course of
their business. In addition, a number of participants in the loan origination and servicing industry (including control persons of industry
</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">
participants) have been the subject of regulatory actions by state regulators, including state Attorneys General, and by the federal government. Governmental investigations, examinations or
regulatory actions, or private lawsuits, including purported class action lawsuits, may adversely affect such companies&#146; financial results. To the extent the Fund engages in origination and/or servicing directly, or has a financial interest in,
or is otherwise affiliated with, an origination or servicing company, the Fund will be subject to enhanced risks of litigation, regulatory actions and other proceedings. As a result, the Fund may be required to pay legal fees, settlement costs,
damages, penalties or other charges, any or all of which could materially adversely affect the Fund and its holdings. </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>Loans and Other Indebtedness; Loan Participations and Assignments Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan interests may take the form of direct interests acquired during a primary distribution and may also take the form of assignments of,
novations of or participations in all or a portion of a loan acquired in secondary markets. It may also take the form of loan originations in the case of PCI and PDI. In addition to credit risk and interest rate risk, the Fund&#146;s exposure to
loan interests may be subject to additional risks. For example, purchasers of loans and other forms of direct indebtedness depend primarily upon the creditworthiness of the borrower for payment of principal and interest. Loans are subject to 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 the loan. If the Fund does not receive scheduled interest or principal payments on such
indebtedness, the Fund&#146;s share price and yield could be adversely affected. Loans that are fully secured offer the Fund more protection than an unsecured loan in the event of <FONT STYLE="white-space:nowrap">non-payment</FONT> of scheduled
interest or principal. However, 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">Investments in loans through a purchase of a loan, loan origination or a direct assignment of a financial institution&#146;s interests with
respect to a loan may involve additional risks to the Fund. For example, if a loan is foreclosed, the Fund could become owner, in whole or in part, of any collateral, which could include, among other assets, real estate or other real or personal
property, and would bear the costs and liabilities associated with owning and holding or disposing of the collateral. The purchaser of an assignment typically succeeds to all the rights and obligations under the loan agreement with the same rights
and obligations as the assigning lender. Assignments may, however, be arranged through private negotiations between potential assignees and potential assignors, and the rights and obligations acquired by the
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>204</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>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
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<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">
purchaser of an assignment may differ from, and be more limited than, those held by the assigning lender. </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 connection with purchasing loan participations, the Fund generally will have no right to enforce compliance by the borrower with the
terms of the loan agreement relating to the loan, nor any rights of <FONT STYLE="white-space:nowrap">set-off</FONT> against the borrower, and the Fund may not directly benefit from any collateral supporting the loan in which it has purchased the
loan participation. As a result, the Fund may be subject to the credit risk of both the borrower and the lender that is selling the participation. In the event of the insolvency of the lender selling a participation, the Fund may be treated as a
general creditor of the lender and may not benefit from any <FONT STYLE="white-space:nowrap">set-off</FONT> between the lender and the borrower. Certain loan participations may be structured in a manner designed to prevent purchasers of
participations from being subject to the credit risk of the lender, but even under such a structure, in the event of the lender&#146;s insolvency, the lender&#146;s servicing of the participation may be delayed and the assignability of the
participation impaired. </FONT></P> <P STYLE="margin-top: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 Fund may have difficulty
disposing of loans and loan participations because to do so it will have to assign or sell such securities to a third party. Because there is no liquid market for many such securities, the Fund anticipates that such securities could be sold only to
a limited number of institutional investors. The lack of a liquid secondary market may have an adverse impact on the value of such securities and the Fund&#146;s ability to dispose of particular loans and loan participations when that would be
desirable, including in response to a specific economic event such as a deterioration in the creditworthiness of the borrower. The lack of a liquid secondary market for loans and loan participations also may make it more difficult for the Fund to
assign a value to these securities for purposes of valuing the Fund&#146;s portfolio. </FONT></P> <P STYLE="margin-top: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 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">To the extent the Fund invests in loans, including bank loans, or
originates loans, the Fund may be subject to greater levels of credit risk, call risk, settlement risk and liquidity risk. These instruments are considered predominantly speculative with respect to an issuer&#146;s continuing ability to make
principal and interest payments and may be more volatile than other types of securities. The Fund may also be subject to greater levels of liquidity risk than funds that do not invest in loans. In addition, the loans in which the Fund invests may
not be listed on any exchange and a secondary market for such loans may be comparatively illiquid relative to markets for other more liquid fixed
</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">
income securities. Consequently, transactions in loans may involve greater costs than transactions in more actively traded securities. In connection with certain loan transactions, transaction
costs that are borne by the Fund may include the expenses of third parties that are retained to assist with reviewing and conducting diligence, negotiating, structuring and servicing a loan transaction, and/or providing other services in connection
therewith. Furthermore, the Fund may incur such costs in connection with loan transactions that are pursued by the Fund but not ultimately consummated <FONT STYLE="white-space:nowrap">(so-called</FONT> &#147;broken deal costs&#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">Restrictions on transfers in loan agreements, a lack of
publicly-available information, irregular trading activity and wide bid/ask spreads, among other factors, may, in certain circumstances, make loans more difficult to sell at an advantageous time or price than other types of securities or
instruments. These factors may result in the Fund being unable to realize full value for the loans and/or may result in the Fund not receiving the proceeds from a sale of a loan for an extended period after such sale, each of which could result in
losses to the Fund. Some loans may have extended trade settlement periods, including settlement periods of greater than seven days, which may result in cash not being immediately available to the Fund. If an issuer of a loan prepays or redeems the
loan prior to maturity, the Fund may have to reinvest the proceeds in other loans or similar instruments that may pay lower interest rates. Because of the risks involved in investing in loans, an investment in the Fund should be considered
speculative. </FONT></P> <P STYLE="margin-top: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 Fund&#146;s investments in subordinated
and unsecured loans generally are subject to similar risks as those associated with investments in secured loans. Subordinated or unsecured loans are lower in priority of payment to secured loans and are subject to the additional risk that the cash
flow of the borrower and property securing the loan or debt, if any, may be insufficient to meet scheduled payments after giving effect to the senior secured obligations of the borrower. This risk is generally higher for subordinated unsecured loans
or debt, which are not backed by a security interest in any specific collateral. Subordinated and unsecured loans generally have greater price volatility than secured loans and may be less liquid. There is also a possibility that originators will
not be able to sell participations in subordinated or unsecured loans, which would create greater credit risk exposure for the holders of such loans. Subordinate and unsecured loans share the same risks as other below investment grade securities.
</FONT></P> <P STYLE="margin-top: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 may be less readily available information about
most loans and the underlying borrowers than is the case for many other types of securities. Loans may be issued by companies that are not subject to SEC reporting requirements and therefore may not be required to file reports with the SEC or may
file reports that are not required to comply with SEC form requirements. In addition, such companies may
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>205</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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">
be subject to a less stringent liability disclosure regime than companies subject to SEC reporting requirements. Loans may not be considered &#147;securities,&#148; and purchasers, such as the
Fund, therefore may not be entitled to rely on the anti-fraud protections of the federal securities laws. Because there is limited public information available regarding loan investments, the Fund is particularly dependent on the analytical
abilities of the Fund&#146;s portfolio managers. </FONT></P> <P STYLE="margin-top: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">Economic
exposure to loan interests through the use of derivative transactions may involve greater risks than if the Fund had invested in the loan interest directly during a primary distribution or through assignments of, novations of or participations in a
loan acquired in secondary markets since, in addition to the risks described above, certain derivative transactions may be subject to leverage risk and greater illiquidity risk, counterparty risk, valuation risk and other risks. </FONT></P>
<P STYLE="margin-top: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 risks described in the principal risk titled &#147;Loans and
Other Indebtedness; Loan Participations and Assignments Risk&#148; also apply to loans originated by PIMCO Dynamic 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"><B>Management Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund is subject to
management risk because it is an actively managed investment portfolio. PIMCO and each individual portfolio manager will apply investment techniques and risk analysis in making investment decisions for the Fund, but there can be no guarantee that
these decisions will produce the desired results. Certain securities or other instruments in which the Fund seeks to invest may not be available in the quantities desired. In addition, regulatory restrictions, actual or potential conflicts of
interest or other considerations may cause PIMCO to restrict or prohibit participation in certain investments. In such circumstances, PIMCO or the individual portfolio managers may determine to purchase other securities or instruments as
substitutes. Such substitute securities or instruments may not perform as intended, which could result in losses to the Fund. To the extent the Fund employs strategies targeting perceived pricing inefficiencies, arbitrage strategies or similar
strategies, it is subject to the risk that the pricing or valuation of the securities and instruments involved in such strategies may change unexpectedly, which may result in reduced returns or losses to the Fund. The Fund is also subject to the
risk that deficiencies in the internal systems or controls of PIMCO or another service provider will cause losses for the Fund or hinder Fund operations. For example, trading delays or errors (both human and systemic) could prevent the Fund from
purchasing a security expected to appreciate in value. Additionally, actual or potential conflicts of interest, legislative, regulatory, or tax restrictions, policies or developments may affect the investment techniques available to PIMCO and each
individual portfolio manager in connection with managing the Fund and may also adversely affect the ability of the Fund to achieve its investment objectives. There also can be no
</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">
assurance that all of the personnel of PIMCO will continue to be associated with PIMCO for any length of time. The loss of the services of one or more key employees of PIMCO could have an adverse
impact on the Fund&#146;s ability to realize its investment objectives. </FONT></P> <P STYLE="margin-top: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 addition, the Fund may rely on various third-party sources to calculate its NAV. As a result, the Fund is subject to certain operational risks associated with reliance on service providers and service providers&#146; data
sources. In particular, errors or systems failures and other technological issues may adversely impact the Fund&#146;s calculations of its NAV, and such NAV calculation issues may result in inaccurately calculated NAVs, delays in NAV calculation
and/or the inability to calculate NAVs over extended periods. The Fund may be unable to recover any losses associated with such failures. </FONT></P> <P STYLE="margin-top: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>Market Discount Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The price of the
Fund&#146;s Common Shares will fluctuate with market conditions and other factors. If you sell your Common Shares, the price received may be more or less than your original investment. The Common Shares are designed for long-term investors and
should not be treated as trading vehicles. Shares of <FONT STYLE="white-space:nowrap">closed-end</FONT> management investment companies frequently trade at a discount from their 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"><B>Market Disruptions Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund is subject to investment and operational risks associated with financial, economic and other global market developments and
disruptions, including those arising from war, terrorism, market manipulation, government interventions, defaults and shutdowns, political changes or diplomatic developments, public health emergencies (such as the spread of infectious diseases,
pandemics and epidemics) and natural/environmental disasters, which can all negatively impact the securities markets, interest rates, secondary trading, ratings, credit risk, inflation, deflation, other factors relating to the Fund&#146;s
investments or the Investment Manager&#146;s operations and the value of an investment in the Fund, its distributions and its returns. These events can also impair the technology and other operational systems upon which the Fund&#146;s service
providers, including PIMCO as the Fund&#146;s investment adviser, rely, and could otherwise disrupt the Fund&#146;s service providers&#146; ability to fulfill their obligations to the Fund. For example, the 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 the Fund
holds, and may adversely affect the Fund&#146;s investments and 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"><B>Market Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The market price of
securities owned by the Fund may go up or down, sometimes rapidly or unpredictably. Securities may decline in value due to factors affecting securities markets generally or particular industries represented in the securities markets. The value of a
security may </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>206</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>


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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; ">(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">
decline due to general market conditions that are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for
corporate earnings, changes in interest or currency rates, adverse changes to credit markets or adverse investor sentiment generally. The value of a security may also decline due to factors that affect a particular industry or industries, such as
labor shortages or increased production costs and competitive conditions within an industry. During a general downturn in the securities markets, multiple asset classes may decline in value simultaneously. Equity securities generally have greater
price volatility than fixed income securities. Credit ratings downgrades may also negatively affect securities held by the Fund. Even when markets perform well, there is no assurance that the investments held by the Fund will increase in value along
with the broader market. </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 addition, market risk
includes the risk that geopolitical and other events will disrupt the economy on a national or global level. For instance, war, terrorism, market manipulation, government defaults, government shutdowns, political changes, diplomatic developments or
the imposition of sanctions and other similar measures, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics) and natural/environmental disasters can all negatively impact the securities markets, which could
cause the Fund to lose value. These events could reduce consumer demand or economic output, result in market closures, travel restrictions or quarantines, and significantly adversely impact the economy. </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 contentious domestic political environment, as well as
political and diplomatic events within the United States and abroad, such as presidential elections in the U.S. or abroad or the U.S. government&#146;s inability at times to agree on a long-term budget and deficit reduction plan, has in the past
resulted, and may in the future result, in a government shutdown or otherwise adversely affect the U.S. regulatory landscape, the general market environment and/or investor sentiment, which could have an adverse impact on the Fund&#146;s investments
and operations. Additional and/or prolonged U.S. federal government shutdowns may affect investor and consumer confidence and may adversely impact financial markets and the broader economy, perhaps suddenly and to a significant degree. Governmental
and quasi-governmental authorities and regulators throughout the world have previously responded to serious economic disruptions with a variety of significant fiscal and monetary policy changes, including but not limited to, direct capital infusions
into companies, new monetary programs and dramatically lower interest rates. An unexpected or sudden reversal of these policies, or the ineffectiveness of these policies, could increase volatility in securities markets, which could adversely affect
the Fund&#146;s investments. Any market disruptions could also prevent the Fund from executing advantageous investment decisions in a timely manner. Funds that have focused their
</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">
investments in a region enduring geopolitical market disruption will face higher risks of loss. Thus, investors should closely monitor current market conditions to determine whether the Fund
meets their individual financial needs and tolerance for risk. </FONT></P> <P STYLE="margin-top: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">Recently, there have been inflationary price movements. As such, fixed income securities markets may experience heightened levels of interest rate, volatility and liquidity risk. As discussed more under &#147;Interest Rate
Risk,&#148; the Federal Reserve has begun to raise interest rates from historically low levels and has signaled an intention to continue to do so. Any additional interest rate increases in the future could cause the value of any Fund, such as the
Fund, that invests in fixed income securities to decrease. </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">Exchanges and securities markets may close early, close late or issue trading halts on specific securities, which may result in, among other
things, the Fund being unable to buy or sell certain securities or financial instruments at an advantageous time or accurately price its portfolio investments. </FONT></P> <P STYLE="margin-top: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>Mortgage-Related and Other Asset-Backed Instruments Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The mortgage-related assets in which the Fund may invest include, but are not limited to, any security, instrument or other asset that is related to U.S. or <FONT STYLE="white-space:nowrap">non-U.S.</FONT> mortgages, including those
issued by private originators or issuers, or issued or guaranteed as to principal or interest by the U.S. government or its agencies or instrumentalities or by <FONT STYLE="white-space:nowrap">non-U.S.</FONT> governments or authorities, such as,
without limitation, assets representing interests in, collateralized or backed by, or whose values are determined in whole or in part by reference to any number of mortgages or pools of mortgages or the payment experience of such mortgages or pools
of mortgages, including REMICs, which could include <FONT STYLE="white-space:nowrap">Re-REMICs,</FONT> mortgage pass-through securities, inverse floaters, CMOs, CLOs, multiclass pass-through securities, private mortgage pass-through securities,
stripped mortgage securities (generally interest-only and principal-only securities), mortgage-related asset backed securities and mortgage-related loans (including through participations, assignments, originations and whole loans), including
commercial and residential mortgage loans. Exposures to mortgage-related assets through derivatives or other financial instruments will be considered investments in mortgage-related 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 Fund may also invest in other types of ABS, including CDOs, CBOs
and CLOs and other similarly structured 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">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.
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>207</B></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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<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>Principal&nbsp;Risks&nbsp;of&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>
<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">Generally, rising interest rates tend to extend the duration of fixed rate mortgage-related
assets, making them more sensitive to changes in interest rates. As a result, in a period of rising interest rates, the Fund may exhibit additional volatility since individual mortgage holders are less likely to exercise prepayment options, thereby
putting additional downward pressure on the value of these securities and potentially causing the Fund to lose money. This is known as extension risk. Mortgage-backed securities can be highly sensitive to rising interest rates, such that even small
movements can cause the Fund to lose value. Mortgage-backed securities, and in particular those not backed by a government guarantee, are subject to credit risk. When interest rates decline, borrowers may pay off their mortgages sooner than
expected. This can reduce the returns of the Fund because the Fund may have to reinvest that money at the lower prevailing interest rates. The Fund&#146;s investments in other asset-backed instruments are subject to risks similar to those associated
with mortgage-related assets, as well as additional risks associated with the nature of the assets and the servicing of those assets. Payment of principal and interest on asset-backed instruments may be largely dependent upon the cash flows
generated by the assets backing the instruments, and asset-backed instruments may not have the benefit of any security interest in the related assets. </FONT></P> <P STYLE="margin-top: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">Subordinate mortgage-backed or asset-backed instruments are paid interest only to the extent that there are funds available to make
payments. To the extent the collateral pool includes a large percentage of delinquent loans, there is a risk that interest payments on subordinate mortgage-backed or asset-backed instruments will not be fully paid. </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 are multiple tranches of mortgage-backed and asset-backed
instruments, offering investors various maturity and credit risk characteristics. Tranches are categorized as senior, mezzanine, and subordinated/equity or &#147;first loss,&#148; according to their degree of risk. The most senior tranche of a
mortgage-backed or asset-backed instrument has the greatest collateralization and pays the lowest interest rate. If there are defaults or the collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of
mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those to subordinated/equity tranches. Lower tranches represent lower degrees of credit quality and pay higher interest rates intended to compensate for the
attendant risks. The return on the lower tranches is especially sensitive to the rate of defaults in the collateral pool. The lowest tranche (i.e., the &#147;equity&#148; or &#147;residual&#148; tranche) specifically receives the residual interest
payments (i.e., money that is left over after the higher tranches have been paid and expenses of the issuing entities have been paid) rather than a fixed interest rate. The Fund expects that investments in the
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lowest tranche of or subordinate mortgage-backed and other asset-backed instruments will be subject to the greatest risks of losing part or all of their values, which could arise from
delinquencies and foreclosures, thereby exposing the 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 instruments 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">The mortgage markets in the United States and in various foreign countries have experienced extreme difficulties in the past that adversely affected the performance and market value of certain of the Fund&#146;s mortgage-related
investments. Delinquencies and losses on residential and commercial mortgage loans (especially subprime and second-lien mortgage loans) may increase, and a decline in or flattening of housing and other real property values may exacerbate such
delinquencies and losses. In addition, reduced investor demand for mortgage loans and mortgage-related securities and increased investor yield requirements have caused limited liquidity in the secondary market for mortgage-related securities, which
can adversely affect the market value of mortgage-related securities. It is possible that such limited liquidity in such secondary markets could continue or&nbsp;worsen. </FONT></P>
<P STYLE="margin-top: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 risk retention tranches (i.e., eligible residual
interests initially held by the sponsors of CMBS and other eligible securitizations pursuant to the U.S. Risk Retention Rules), a third-party purchaser, such as the Fund, must hold its retained interest, unhedged, for at least five year following
the closing of the CMBS transaction, after which it is entitled to transfer its interest in the securitization to another person that meets the requirements for a third-party purchaser. Even after the required holding period has expired, due to the
generally illiquid nature of such investments, no assurance can be given as to what, if any, exit strategies will ultimately be available for any given 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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, there is limited guidance on the application of the Final U.S. Risk Retention Rules to specific securitization structures.
There can be no assurance that the applicable federal agencies charged with the implementation of the Final U.S. Risk Retention Rules (the FDIC, the Comptroller of the Currency, the Federal Reserve Board, the SEC, the Department of Housing and Urban
Development, and the Federal Housing Finance Agency) could not take positions in the future that differ from the interpretation of such rules taken or embodied in such securitizations, or that the Final U.S. Risk Retention Rules will
not&nbsp;change. </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">Furthermore, in situations where the
Fund invests in risk retention tranches of securitizations structured by third parties, the Fund may be required to execute one or more letters or other agreements, the exact
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<TD VALIGN="bottom"><B>208</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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form and nature of which will vary (each, a &#147;Risk Retention Agreement&#148;) under which it will make certain undertakings designed to ensure such securitization complies with the Final U.S.
Risk Retention Rules. Such Risk Retention Agreements may include a variety of representations, warranties, covenants and other indemnities, each of which may run to various transaction parties. If the Fund breaches any undertakings in any Risk
Retention Agreement, it will be exposed to claims by the other parties thereto, including for any losses incurred as a result of such breach. </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>Mortgage-Related Derivative Instruments Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The Fund may engage in derivative transactions related to mortgage-backed securities, including purchasing and selling exchange-listed and OTC put and call options, futures and forwards on mortgages and mortgage-backed securities.
The Fund may also invest in mortgage-backed securities credit default swaps, which include swaps the reference obligation for which is a mortgage-backed security or related index, such as the CMBX Index (a tradeable index referencing a basket of
commercial mortgage-backed securities), the TRX Index (a tradeable index referencing total return swaps based on commercial mortgage-backed securities) or the ABX (a tradeable index referencing a basket of
<FONT STYLE="white-space:nowrap">sub-prime</FONT> mortgage-backed securities). The Fund may invest in newly developed mortgage related derivatives that may hereafter become 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">Derivative mortgage-backed securities (such as principal-only
(&#147;POs&#148;), interest-only (&#147;IOs&#148;) or inverse floating rate securities) are particularly exposed to call and extension risks. Small changes in mortgage prepayments can significantly impact the cash flows and the market value of these
derivative instruments. In general, the risk of faster than anticipated prepayments adversely affects IOs, super floaters and premium priced mortgage-backed securities. The risk of slower than anticipated prepayments generally affects POs,
floating-rate securities subject to interest rate caps, support tranches and discount priced mortgage-backed securities. In addition, particular derivative instruments may be leveraged such that their exposure (i.e., price sensitivity) to interest
rate and/or prepayment risk is magnified. </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 derivative instruments involve risks associated with mortgage-related and other asset-backed instruments, privately-issued
mortgage-related securities, the mortgage market, the real estate industry, derivatives and credit default swaps. </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>New/Small Fund Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">With respect to the
PIMCO Access Income Fund, a new or smaller fund&#146;s performance may not represent how the fund is expected to or may perform in the long term if and when it has fully implemented its investment strategies. Investment positions may have a
disproportionate impact (negative or positive) on performance in a new fund, such as the Fund. New funds may also require a period of
</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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time before they are invested in securities that meet their investment objectives and policies and achieve a representative portfolio composition. Fund performance may be lower or higher during
this <FONT STYLE="white-space:nowrap">&#147;ramp-up&#148;</FONT> period, and may also be more volatile, than would be the case after the fund is fully invested. Similarly, a new fund&#146;s investment strategy may require a longer period of time to
show returns that are representative of the strategy. New funds have limited performance histories for investors to evaluate and new funds may not attract sufficient assets to achieve investment and trading efficiencies. If a new fund were to fail
to successfully implement its investment strategies or achieve its investment objectives, performance may be negatively impacted, and any resulting liquidation could create negative transaction costs for the fund and tax consequences
for&nbsp;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"><B>No Prior History </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">With respect to PAXS, the Fund is a newly organized, <FONT STYLE="white-space:nowrap">non-diversified,</FONT> limited term, <FONT
STYLE="white-space:nowrap">closed-end</FONT> management investment company with no history of operations and is designed for long-term investors and not as a trading vehicle. </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><FONT STYLE="white-space:nowrap">Non-Diversification</FONT> Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Each of PDO and PAXS is <FONT STYLE="white-space:nowrap">&#147;non-diversified,&#148;</FONT> which means that the Fund may invest a
significant portion of its assets in the securities of a smaller number of issuers than a diversified fund. Focusing investments in a small number of issuers increases risk. A fund that invests in a relatively smaller number of issuers is more
susceptible to risks associated with a single economic, political or regulatory occurrence than a diversified fund might be. Some of those issuers also may present substantial credit or other risks. Similarly, the Fund may be subject to increased
economic, business or political risk to the extent that it invests a substantial portion of its assets in a particular currency, in a group of related industries, in a particular issuer, in the bonds of similar projects or in a narrowly defined
geographic area outside the U.S. Notwithstanding the Fund&#146;s status as a <FONT STYLE="white-space:nowrap">&#147;non-diversified&#148;</FONT> investment company under the Act, the Fund intends to qualify as a regulated investment company accorded
special tax treatment under the Code, which imposes its own diversification&nbsp;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"><B>Operational Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">An investment in the
Fund, like any fund, can involve operational risks arising from factors such as processing errors, human errors, inadequate or failed internal or external processes, failures in systems and technology, changes in personnel and errors caused by
third-party service providers. The occurrence of any of these failures, errors or breaches could result in a loss of information, regulatory scrutiny, reputational damage or other events, any of which could have a material adverse effect on the
Fund. While the Fund seeks to minimize such events through controls and oversight, there may still be failures that could cause losses to the Fund.
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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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"><B>Other Investment Companies Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">When investing in an investment company, the Fund will bear its ratable share of that investment company&#146;s expenses and would remain
subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject to duplicative expenses to the extent the Fund invests in other investment companies. In
addition, the securities of other investment companies may also be leveraged and will therefore be subject to same leverage risks. </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>Platform Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Alt Lending ABS in
which the Fund may invest are typically not listed on any securities exchange and not registered under the Securities Act. In addition, the Fund anticipates that these instruments may only be sold to a limited number of investors and may have a
limited or <FONT STYLE="white-space:nowrap">non-existent</FONT> secondary market. Accordingly, the Fund currently expects that certain of the investments it may make in Alt Lending ABS will face heightened levels of liquidity risk. Although
currently there is generally no reliable, active secondary market for certain Alt Lending ABS, a secondary market for these Alt Lending ABS may develop. If the Fund purchases Alt Lending ABS on an alternative lending platform, the Fund will have the
right to receive principal and interest payments due on loans underlying the Alt Lending ABS only if the platform servicing the loans receives the borrower&#146;s payments on such loans and passes such payments through to the Fund. If a borrower is
unable or fails to make payments on a loan for any reason, the Fund may be greatly limited in its ability to recover any outstanding principal or interest due, as (among other reasons) the Fund may not have direct recourse against the borrower or
may otherwise be limited in its ability to directly enforce its rights under the loan, whether through the borrower or the platform through which such loan was originated, the loan may be unsecured or under-collateralized and/or it may be
impracticable to commence a legal proceeding against the defaulting borrower. </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 Fund may have limited knowledge about the underlying loans and is dependent upon the platform for information regarding underlying loans. Although PIMCO may conduct diligence on the platforms, the Fund generally does not have
the ability to independently verify the information provided by the platforms, other than payment information regarding loans underlying the Alt Lending ABS owned by the Fund, which the Fund observes directly as payments are received. With respect
to Alt Lending ABS that the Fund purchases in the secondary market (i.e., not directly from an alternative lending platform), the Fund may not perform the same level of diligence on such platform or at all. The Fund may not review the particular
characteristics of the loans collateralizing an Alt Lending ABS, but rather negotiate in advance with platforms the general criteria of the
</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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underlying loans. As a result, the Fund is dependent on the platforms&#146; ability to collect, verify and provide information to the Fund about each loan and borrower. </FONT></P>
<P STYLE="margin-top: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 Fund relies on the borrower&#146;s credit information, which is
provided by the platforms. However, such information may be out of date, incomplete or inaccurate and may, therefore, not accurately reflect the borrower&#146;s actual creditworthiness. Platforms may not have an obligation to update borrower
information, and, therefore, the Fund may not be aware of any impairment in a borrower&#146;s creditworthiness subsequent to the making of a particular loan. The platforms&#146; credit decisions and scoring models may be based on algorithms that
could potentially contain programming or other errors or prove to be ineffective or otherwise flawed. This could adversely affect loan pricing data and approval processes and could cause loans to be mispriced or misclassified, which could ultimately
have a negative impact on the Fund&#146;s performance. </FONT></P> <P STYLE="margin-top: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
addition, the underlying loans, in some cases, may be affected by the success of the platforms through which they are facilitated. Therefore, disruptions in the businesses of such platforms may also negatively impact the value of the Fund&#146;s
investments. In addition, disruption in the business of a platform could limit or eliminate the ability of the Fund to invest in loans originated by that platform, and therefore the Fund could lose some or all of the benefit of its diligence effort
with respect to that platform. </FONT></P> <P STYLE="margin-top: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">Platforms are <FONT
STYLE="white-space:nowrap">for-profit</FONT> businesses that, as a general matter, generate revenue by collecting fees on funded loans from borrowers and by assessing a loan servicing fee on investors, which may be a fixed annual amount or a
percentage of the loan or amounts collected. This business could be disrupted in multiple ways; for example, a platform could file for bankruptcy or a platform might suffer reputational harm from negative publicity about the platform or alternative
lending more generally and the loss of investor confidence in the event that a loan facilitated through the platform is not repaid and the investor loses money on its investment. Many platforms and/or their affiliates have incurred operating losses
since their inception and may continue to incur net losses in the future, particularly as their businesses grow and they incur additional operating expenses. Platforms may also be forced to defend legal action taken by regulators or governmental
bodies. Alternative lending is a newer industry operating in an evolving legal environment. Platforms may be subject to risk of litigation alleging violations of law and/or regulations, including, for example, consumer protection laws, whether in
the U.S. or in foreign jurisdictions. Platforms may be unsuccessful in defending against such lawsuits or other actions and, in addition to the costs incurred in fighting any such actions, platforms may be required to pay money in connection with
the judgments, settlements or fines or may be forced to modify the </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>210</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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terms of its borrower loans, which could cause the platform to realize a loss or receive a lower return on a loan than originally anticipated. Platforms may also be parties to litigation or other
legal action in an attempt to protect or enforce their rights or those of affiliates, including intellectual property rights, and may incur similar costs in connection with any such efforts. </FONT></P>
<P STYLE="margin-top: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 Fund&#146;s investments in Alt Lending ABS may expose the Fund to
the credit risk of the issuer. Generally, such instruments are unsecured obligations of the issuer; an issuer that becomes subject to bankruptcy proceedings may be unable to make full and timely payments on its obligations to the Fund, even if the
payments on the underlying loan or loans continue to be made timely and in full. In addition, when the Fund owns Alt Lending ABS, the Fund and its custodian generally does not have a contractual relationship with, or personally identifiable
information regarding, individual borrowers, so the Fund will not be able to enforce underlying loans directly against borrowers and may not be able to appoint an alternative servicing agent in the event that a platform or third-party servicer, as
applicable, ceases to service the underlying loans. Therefore, the Fund is more dependent on the platform for servicing than if the Fund had owned whole loans through the platform. Where such interests are secured, the Fund relies on the platform to
perfect the Fund&#146;s security interest. In addition, there may be a delay between the time the Fund commits to purchase an instrument issued by a platform, its affiliate or a special purpose entity sponsored by the platform or its affiliate and
the issuance of such instrument and, during such delay, the funds committed to such an investment will not earn interest on the investment nor will they be available for investment in other alternative lending-related instruments, which will reduce
the effective rate of return on the investment. The Fund&#146;s investments in Alt Lending ABS may be illiquid. </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>Portfolio Turnover Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Investment
Manager manages the Fund without regard generally to restrictions on portfolio turnover. The use of futures contracts and other derivative instruments with relatively short maturities may tend to exaggerate the portfolio turnover rate for the Fund.
Trading in fixed income securities does not generally involve the payment of brokerage commissions, but does involve indirect transaction costs. The use of futures contracts and other derivative instruments may involve the payment of commissions to
futures commission merchants or other intermediaries. Higher portfolio turnover involves correspondingly greater expenses to the Fund, including brokerage commissions or dealer <FONT STYLE="white-space:nowrap">mark-ups</FONT> and other transaction
costs on the sale of securities and reinvestments in other securities. The higher the rate of portfolio turnover of the Fund, the higher these transaction costs borne by the Fund generally will be. Such sales may result in realization of taxable
capital gains (including short-term capital gains, which are generally
</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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taxed to shareholders at ordinary income tax rates when distributed net of short-term capital losses and net long-term capital losses), and may adversely impact the Fund&#146;s <FONT
STYLE="white-space:nowrap">after-tax</FONT> returns. </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>Potential Conflicts of
Interest Risk &#151; Allocation of Investment Opportunities </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Investment Manager is involved worldwide with a broad spectrum of
financial services and asset management activities and may engage in the ordinary course of business in activities in which their interests or the interests of their clients may conflict with those of the Fund. The Investment Manager may provide
investment management services to other funds and discretionary managed accounts that follow an investment program similar to that of the Fund. Subject to the requirements of the Act, the Investment Manager intends to engage in such activities and
may receive compensation from third parties for its services. The results of the Fund&#146;s investment activities may differ from those of the Fund&#146;s affiliates, or another account managed by the Fund&#146;s affiliates, and it is possible that
the Fund could sustain losses during periods in which one or more of the Fund&#146;s affiliates and/or other accounts managed by the Investment Manager or its affiliates, including proprietary accounts, achieve profits on their trading. </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>Preferred Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition to equity securities risk, credit risk and possibly high yield risk, investment in preferred securities involves certain other
risks. Certain preferred securities contain provisions that allow an issuer under certain conditions to skip or defer distributions. If the Fund owns a preferred security that is deferring its distribution, the Fund may be required to include the
amount of the deferred distribution in its taxable income for tax purposes although it does not currently receive such amount in cash. In order to receive the special treatment accorded to regulated investment companies and their shareholders under
the Internal Revenue Code of 1986, as amended (the &#147;Code&#148;), and to avoid U.S. federal income and/or excise taxes at the Fund level, the Fund may be required to distribute this income to shareholders in the tax year in which the income is
recognized (without a corresponding receipt of cash). Therefore, the Fund may be required to pay out as an income distribution in any such tax year an amount greater than the total amount of cash income the Fund actually received and to sell
portfolio securities, including at potentially disadvantageous times or prices, to obtain cash needed for these income distributions. Preferred securities often are subject to legal provisions that allow for redemption in the event of certain tax or
legal changes or at the issuer&#146;s call. In the event of redemption, the Fund may not be able to reinvest the proceeds at comparable rates of return. Preferred securities are subordinated to bonds and other debt securities in an issuer&#146;s
capital structure in terms of priority for corporate income and liquidation payments, and therefore will be subject to greater credit risk than those debt securities. Preferred
</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>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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>211</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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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securities may trade less frequently and in a more limited volume and may be subject to more abrupt or erratic price movements than many other securities. </FONT></P>
<P STYLE="margin-top: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>Privacy and Data Security Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Gramm-Leach-Bliley Act (&#147;GLBA&#148;) and other laws limit the disclosure of certain
<FONT STYLE="white-space:nowrap">non-public</FONT> personal information about a consumer to <FONT STYLE="white-space:nowrap">non-</FONT> affiliated third parties and require financial institutions to disclose certain privacy policies and practices
with respect to information sharing with both affiliates and <FONT STYLE="white-space:nowrap">non-</FONT> affiliated third parties. Many states and a number of <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions have enacted privacy and
data security laws requiring safeguards on the privacy and security of consumers&#146; personally identifiable information. Other laws deal with obligations to safeguard and dispose of private information in a manner designed to avoid its
dissemination. Privacy rules adopted by the U.S. Federal Trade Commission and SEC implement GLBA and other requirements and govern the disclosure of consumer financial information by certain financial institutions, ranging from banks to private
investment funds. U.S. platforms following certain models generally are required to have privacy policies that conform to these GLBA and other requirements. In addition, such platforms typically have policies and procedures intended to maintain
platform participants&#146; personal information securely and dispose of it&nbsp;properly. </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 Fund generally does not intend to obtain or hold borrowers&#146; <FONT STYLE="white-space:nowrap">non-public</FONT> personal
information, and the Fund has implemented procedures designed to prevent the disclosure of borrowers&#146; <FONT STYLE="white-space:nowrap">non-public</FONT> personal information to the Fund. However, service providers to the Fund or its direct or
indirect fully-owned subsidiaries, including their custodians and the platforms acting as loan servicers for the Fund or its direct or indirect fully-owned subsidiaries, may obtain, hold or process such information. The Fund cannot guarantee the
security of <FONT STYLE="white-space:nowrap">non-public</FONT> personal information in the possession of such a service provider and cannot guarantee that service providers have been and will continue to comply with GLBA, other data security and
privacy laws and any other related regulatory requirements. Violations of GLBA and other laws could subject the Fund to litigation and/or fines, penalties or other regulatory action, which, individually or in the aggregate, could have an adverse
effect on the Fund. The Fund may also face regulations related to privacy and data security in the other jurisdictions in which the Fund invests. </FONT></P> <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>Private Placements and Restricted Securities Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">A private placement involves the sale of securities that have not been registered under the 1933 Act, or relevant provisions of applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, to certain institutional and qualified
individual purchasers, such as the Fund. In addition to the general risks to which all securities are subject, securities received in a private placement
</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">
generally are subject to strict restrictions on resale, and there may be no liquid secondary market or ready purchaser for such securities. Therefore, the Fund may be unable to dispose of such
securities when it desires to do so, or at the most favorable time or price. Private placements may also raise valuation risks. Restricted securities are often purchased at a discount from the market price of unrestricted securities of the same
issuer reflecting the fact that such securities may not be readily marketable without some time delay. Such securities are often more difficult to value and the sale of such securities often requires more time and results in higher brokerage charges
or dealer discounts and other selling expenses than does the sale of securities trading on national securities exchanges or in the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">over-the-counter</FONT></FONT> markets. Until the
Fund can sell such securities into the public markets, its holdings may be less liquid and any sales will need to be made pursuant to an exemption under the Securities Act. </FONT></P>
<P STYLE="margin-top: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>Privately-Issued Mortgage-Related Securities Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">There are no direct or indirect government or agency guarantees of payments in pools created by
<FONT STYLE="white-space:nowrap">non-governmental</FONT> issuers. Privately-issued mortgage-related securities are also not subject to the same underwriting requirements for the underlying mortgages that are applicable to those mortgage-related
securities that have a government or government-sponsored entity guarantee. </FONT></P> <P STYLE="margin-top: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">Privately-issued mortgage-related securities are not traded on an exchange and there may be a limited market for the securities, especially when there is a perceived weakness in the mortgage and real estate market sectors. Without
an active trading market, mortgage-related securities held in the Fund&#146;s portfolio may be particularly difficult to value because of the complexities involved in assessing the value of the underlying mortgage loans. </FONT></P>
<P STYLE="margin-top: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>Real Estate Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">To the extent that the Fund invests in real estate investments, including investments in equity or debt securities issued by private and
public REITs, real estate operating companies (&#145;REOCs&#148;), private or public real estate-related loans and real estate-linked derivative instruments, it will be subject to the risks associated with owning real estate and with the real estate
industry generally. These risks include, but are not limited to: the burdens of ownership of real property; general and local economic conditions(such as an oversupply of space or a reduction in demand for space); the supply and demand for
properties (including competition based on rental rates); energy and supply shortages; fluctuations in average occupancy and room rates; the attractiveness, type and location of the properties and changes in the relative popularity of commercial
properties as an investment; the financial condition and resources of tenants, buyers and sellers of properties; increased mortgage defaults; the quality of maintenance, insurance and management services; changes in the availability of debt
financing which may render the sale or refinancing of properties </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>212</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<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">
difficult or impracticable; changes in building, environmental and other laws and/or regulations (including those governing usage and improvements), fiscal policies and zoning laws; changes in
real property tax rates; changes in interest rates and the availability of mortgage funds which may render the sale or refinancing of properties difficult or impracticable; changes in operating costs and expenses; energy and supply shortages;
uninsured losses or delays from casualties or condemnation; negative developments in the economy that depress travel or leasing activity; environmental liabilities; contingent liabilities on disposition of assets; uninsured or uninsurable
casualties; acts of God, including earthquakes, hurricanes and other natural disasters; social unrest and civil disturbances, epidemics, pandemics or other public crises; terrorist attacks and war; risks and operating problems arising out of the
presence of certain construction materials, structural or property level latent defects, work stoppages, shortages of labor, strikes, union relations and contracts, fluctuating prices and supply of labor and/or other labor-related factor; and other
factors which are beyond the control of PIMCO and its affiliates. In addition, the Fund&#146;s investments will be subject to various risks which could cause fluctuations in occupancy, rental rates, operating income and expenses or which could
render the sale or financing of its properties difficult or unattractive. For example, following the termination or expiration of a tenant&#146;s lease, there may be a period of time before receiving rental payments under a replacement lease. During
that period, the Fund would continue to bear fixed expenses such as interest, real estate taxes, maintenance and other operating expenses. In addition, declining economic conditions may impair the ability to attract replacement tenants and achieve
rental rates equal to or greater than the rents paid under previous leases. Increased competition for tenants may require capital improvements to properties which would not have otherwise been planned. </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">Ultimately, to the extent it is not possible to renew leases or <FONT
STYLE="white-space:nowrap">re-let</FONT> space as leases expire, decreased cash flow from tenants will result, which could adversely impact the Fund&#146;s operating 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">Real estate values have been historically cyclical. As the general
economy grows, demand for real estate increases and occupancies and rents may increase. As occupancies and rents increase, property values increase, and new development occurs. As development may occur, occupancies, rents and property values may
decline. Because leases are usually entered into for long periods and development activities often require extended times to complete, the real estate value cycle often lags the general business cycle. Because of this cycle, real estate companies
may incur large swings in their profits and the prices of their 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 total returns available from investments in real estate generally depend on the amount of income and capital appreciation generated
</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">
by the related properties. The performance of real estate, and thereby the Fund, will be reduced by any related expenses, such as expenses paid directly at the property level and other expenses
that are capitalized or otherwise embedded into the cost basis of the real&nbsp;estate. </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>Regulation S Securities Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Regulation S
securities are offered through <FONT STYLE="white-space:nowrap">off-shore</FONT> <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> offerings without registration with the SEC pursuant to Regulation S of the Securities Act. Because Regulation S
securities are subject to legal or contractual restrictions on resale, Regulation S securities may be considered illiquid. Furthermore, because Regulation S securities are generally less liquid than registered securities, a Fund may take longer to
liquidate these positions than would be the case for publicly traded securities. Although Regulation S securities may be resold in privately negotiated transactions, the price realized from these sales could be less than <FONT
STYLE="white-space:nowrap">off-shore</FONT> transactions or in those originally paid by the Fund. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that would
be applicable if their securities were publicly traded. Accordingly, Regulation S securities may involve a high degree of business and financial risk and may result in substantial 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"><B>Regulatory Changes Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Financial entities, such as investment companies and investment advisers, are generally subject to extensive government regulation and
intervention. Government regulation and/or intervention may change the way the Fund is regulated, affect the expenses incurred directly by the Fund and the value of its investments, and limit and /or preclude the Fund&#146;s ability to achieve its
investment objective. Government regulation may change frequently and may have significant adverse consequences. The Fund and the Investment Manager have historically been eligible for exemptions from certain regulations. However, there is no
assurance that the Fund and the Investment Manager will continue to be eligible for such exemptions. Actions by governmental entities may also impact certain instruments in which the Fund invests. </FONT></P>
<P STYLE="margin-top: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">Moreover, government regulation may have unpredictable and unintended
effects. Legislative or regulatory actions to address perceived liquidity or other issues in fixed income markets generally, or in particular markets such as the municipal securities market, may alter or impair the Fund&#146;s ability to pursue its
investment objectives or utilize certain investment strategies and techniques. </FONT></P> <P STYLE="margin-top: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">Current rules related to credit risk retention requirements for asset-backed securities may increase the cost to originators, securitizers and, in certain cases, asset managers of securitization vehicles in which the Fund may
invest. The impact of the risk retention rules on the securitization markets is uncertain. These requirements may increase the costs to originators, securitizers, and, in certain cases, collateral
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>213</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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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managers of securitization vehicles in which the Fund may invest, which costs could be passed along to such Fund as an investor in such vehicles. In addition, the costs imposed by the risk
retention rules on originators, securitizers and/or collateral managers may result in a reduction of the number of new offerings of asset-backed securities and thus in fewer investment opportunities for the Fund. A reduction in the number of new
securitizations could also reduce liquidity in the markets for certain types of financial assets, which in turn could negatively affect the returns on the Fund&#146;s investment. </FONT></P>
<P STYLE="margin-top: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>Regulatory Risk &#151; Commodity Pool Operator </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The CFTC has adopted regulations that subject registered investment companies and their investment advisers to regulation by the CFTC if the
registered investment company invests more than a prescribed level of its liquidation value in futures, options on futures or commodities, swaps, or other financial instruments regulated under the CEA and the rules thereunder (&#147;commodity
interests&#148;), or if the Fund markets itself as providing investment exposure to such&nbsp;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"><B>Regulatory Risk &#151; LIBOR </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The
Fund&#146;s investments (including, but not limited to, repurchase agreements, collateralized loan obligations and mortgage-backed securities), payment obligations and financing terms may rely in some fashion on LIBOR. LIBOR is an average interest
rate, determined by the ICE Benchmark Administration, that banks charge one another for the use of short-term money. On July 27, 2017, the Chief Executive of the Financial Conduct Authority (&#147;FCA&#148;), the United Kingdom&#146;s financial
regulatory body and regulator of LIBOR, announced that after 2021 it will cease its active encouragement of banks to provide the quotations needed to sustain LIBOR due to the absence of an active market for interbank unsecured lending and other
reasons. On March 5, 2021, the FCA publicly announced that all U.S. Dollar LIBOR settings will either cease to be provided by any administrator or will no longer be representative (i) immediately after December 31, 2021 for <FONT
STYLE="white-space:nowrap">one-week</FONT> and <FONT STYLE="white-space:nowrap">two-month</FONT> U.S. Dollar LIBOR settings and (ii) immediately after June 30, 2023 for the remaining U.S. Dollar LIBOR settings. As of January 1, 2022, as a result of
supervisory guidance from U.S. regulators, some U.S. regulated entities have ceased entering into new LIBOR contracts with limited exceptions. While publication of the <FONT STYLE="white-space:nowrap">one-,</FONT> three- and <FONT
STYLE="white-space:nowrap">six-</FONT> month Sterling and Japanese yen LIBOR settings will continue at least through calendar year 2022 on the basis of a changed methodology (known as &#147;synthetic LIBOR&#148;), these rates have been designated by
the FCA as unrepresentative of the underlying market they seek to measure and are solely available for use in legacy transactions. Certain bank-sponsored committees in other jurisdictions, including Europe, the United Kingdom, Japan and Switzerland,
have selected alternative reference rates denominated in other currencies. Although the transition process away from LIBOR has
</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">
become increasingly well-defined in advance of the anticipated discontinuation date, there remains uncertainty regarding the future utilization of LIBOR and the nature of any replacement rate.
Any potential effects of the transition away from LIBOR on the Fund or on certain instruments in which the Fund invests can be difficult to ascertain, and they may vary depending on factors that include, but are not limited to: (i) existing fallback
or termination provisions in individual contracts and (ii) whether, how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. For example, certain of the Fund&#146;s
investments may involve individual contracts that have (i) no existing fallback provision or language that contemplates the discontinuation of LIBOR or (ii) inadequate fallback provisions or language that does not contemplate a permanent
discontinuation of LIBOR, and those investments could experience increased volatility or reduced liquidity as a result of the transition process. In addition, interest rate provisions included in such contracts may need to be renegotiated in
contemplation of the transition away from LIBOR. On March 15, 2022, the Adjustable Interest Rate (LIBOR) Act was signed into law. This law provides a statutory fallback mechanism on a nationwide basis to replace LIBOR with a benchmark rate that is
selected by the Board of Governors of the Federal Reserve System and based on the Secured Overnight Financing Rate (&#147;SOFR&#148;) for certain contracts that reference LIBOR and contain no, or insufficient, fallback provisions. It is expected
that implementing regulations in respect of the law will follow. The transition of investments from LIBOR to a replacement rate as a result of amendment, application of existing fallbacks, statutory requirements or otherwise may also result in a
reduction in the value of certain instruments held by the Fund or a reduction in the effectiveness of related Fund transactions such as hedges. In addition, an instrument&#146;s transition to a replacement rate could result in variations in the
reported yields of the Fund that holds such instrument. Any such effects of the transition away from LIBOR, as well as other unforeseen effects, 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"><B>Reinvestment Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Income from the Fund&#146;s portfolio will decline if and when the Fund invests the proceeds from matured, traded or called debt obligations
at market interest rates that are below the portfolio&#146;s current earnings rate. For instance, during periods of declining interest rates, an issuer of debt obligations may exercise an option to redeem securities prior to maturity, forcing the
Fund to invest in lower-yielding securities. The Fund also may choose to sell higher yielding portfolio securities and to purchase lower yielding securities to achieve greater portfolio diversification, because the portfolio managers believe the
current holdings are overvalued or for other investment-related reasons. A decline in income received by the Fund from its investments is likely to
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>214</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; ">(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">
have a negative effect on dividend levels and the market price, NAV and/or overall return of the Common Shares. </FONT></P> <P STYLE="margin-top: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>REIT Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">REITs are pooled investment
vehicles that own, and usually operate, income-producing real estate. Some REITs also finance 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 typically taxed on the income distributed to shareholders. Therefore, REITs may pay higher dividends than other 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">REITs can be divided into three basic types: Equity REITs, Mortgage REITs and Hybrid REITs. Equity REITs invest the majority of their assets
directly in real property. They derive their income primarily from rents received and any profits on the sale of their properties. Mortgage REITs invest the majority of their assets in real estate mortgages and derive most of their income from
mortgage interest payments. As its name suggests, Hybrid REITs combine characteristics of both Equity REITs and Mortgage REITs. </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">An investment in a REIT, or in a real estate linked derivative instrument linked to the value of a REIT, is subject to the risks that impact
the value of the underlying properties of the REIT. These risks include loss to casualty or condemnation, and changes in supply and demand, interest rates, zoning laws, regulatory limitations on rents, property taxes and operating expenses. Other
factors that may adversely affect REITs include poor performance by management of the REIT, changes to the tax laws, or failure by the REIT to qualify for favorable tax treatment. REITs are also subject to default by borrowers and self-liquidation,
and are heavily dependent on cash flow. Some REITs lack diversification because they invest in a limited number of properties, a narrow geographic area, or a single type of property. Mortgage REITs may be impacted by the quality of the
credit&nbsp;extended. </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>Repurchase Agreements Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer, which agrees to
repurchase the security at the Fund&#146;s cost plus interest within a specified time. If the party agreeing to repurchase should default, the Fund would seek to sell the securities which it holds. This could involve procedural costs or delays in
addition to a loss on the securities if their value should fall below their repurchase price. Repurchase agreements may be or become illiquid. These events could also trigger adverse tax consequences for the Fund. </FONT></P>
<P STYLE="margin-top: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>Risk Retention Investment Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may invest in risk retention tranches of commercial mortgage-backed securities (&#147;CMBS&#148;) or other eligible
securitizations, if any (&#147;risk retention tranches&#148;), which are eligible residual interests
</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">
held by the sponsors of such securitizations pursuant to the final rules implementing the credit risk retention requirements of Section 941 of the Dodd-Frank Act (the &#147;U.S. Risk Retention
Rules&#148;). In the case of CMBS transactions, for example, the U.S. Risk Retention Rules permit all or a portion of the retained credit risk associated with certain securitizations (i.e., retained risk) to be held by an unaffiliated &#147;third
party purchaser,&#148; such as the Fund, if, among other requirements, the third-party purchaser holds its retained interest, unhedged, for at least five years following the closing of the CMBS transaction, after which it is entitled to transfer its
interest in the securitization to another person that meets the requirements for a third-party purchaser. Even after the required holding period has expired, due to the generally illiquid nature of such investments, no assurance can be given as to
what, if any, exit strategies will ultimately be available for any given 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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, there is limited guidance on the application of the final U.S. Risk Retention Rules to specific securitization structures.
There can be no assurance that the applicable federal agencies charged with the implementation of the final U.S. Risk Retention Rules (the Federal Deposit Insurance Corporation, the Comptroller of the Currency, the Federal Reserve Board, the SEC,
the Department of Housing and Urban Development, and the Federal Housing Finance Agency) could not take positions in the future that differ from the interpretation of such rules taken or embodied in such securitizations, or that the final U.S. Risk
Retention Rules will not change. </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">Furthermore, in
situations where the Fund invests in risk retention tranches of securitizations structured by third parties, the Fund may be required to execute one or more letters or other agreements, the exact form and nature of which will vary (each, a
&#147;Risk Retention Agreement&#148;) under which it will make certain undertakings designed to ensure such securitization complies with the final U.S. Risk Retention Rules. Such Risk Retention Agreements may include a variety of representations,
warranties, covenants and other indemnities, each of which may run to various transaction parties. If the Fund breaches any undertakings in any Risk Retention Agreement, it will be exposed to claims by the other parties thereto, including for any
losses incurred as a result of such breach, which could be significant and exceed the value of the Fund&#146;s 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"><B>Securities Lending Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For the purpose
of achieving income, the Fund may lend its portfolio securities to brokers, dealers, and other financial institutions provided a number of conditions are satisfied, including that the loan is fully collateralized. When the Fund lends portfolio
securities, its investment performance will continue to reflect changes in the value of the securities loaned, and the Fund will also receive a fee or interest on the collateral. Securities lending involves the risk of loss of rights in the
collateral or delay in recovery of the collateral if the borrower fails to </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>215</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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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return the security loaned or becomes insolvent. The Fund may pay lending fees to a party arranging the loan. Cash collateral received by the Fund in securities lending transactions may be
invested in short-term liquid fixed income instruments or in money market or short-term mutual funds, or similar investment vehicles, including affiliated money market or short-term mutual funds. The Fund bears the risk of such&nbsp;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"><B>Segregation and Coverage Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain portfolio management techniques, such as, among other things, entering into reverse repurchase agreement transactions, swap
agreements, futures contracts or other derivative transactions, purchasing securities on a when-issued or delayed delivery basis or engaging in short sales may be considered senior securities unless steps are taken to segregate the Fund&#146;s
assets or otherwise cover its obligations. To avoid having these instruments considered senior securities, the Fund may segregate liquid assets with a value equal (on a 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. At times,
all or a substantial portion of the Fund&#146;s liquid assets may be segregated for purposes of various portfolio transactions. The Fund may be unable to use such segregated assets for certain other purposes, which could result in the Fund earning a
lower return on its portfolio than it might otherwise earn if it did not have to segregate those assets in respect of, or otherwise cover, such portfolio positions. To the extent the Fund&#146;s assets are segregated or committed as cover, it could
limit the Fund&#146;s investment flexibility. Segregating assets and covering positions will not limit or offset losses on related positions. Except as otherwise described in the principal investment strategies for the Fund, the Fund will no longer
be required to engage in asset segregation or cover techniques as of August&nbsp;19,&nbsp;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"><B>Senior Debt Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund may be subject
to greater levels of credit risk than funds that do not invest in below investment grade senior debt. The Fund may also be subject to greater levels of liquidity risk than funds that do not invest in senior debt. Restrictions on transfers in loan
agreements, a lack of publicly available information and other factors may, in certain instances, make senior debt more difficult to sell at an advantageous time or price than other types of securities or instruments. Additionally, if the issuer of
senior debt prepays, the Fund will have to consider reinvesting the proceeds in other senior debt or similar instruments that may pay lower interest rates. </FONT></P> <P STYLE="margin-top: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>Short Exposure Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund&#146;s short
sales, if any, are subject to special risks. A short sale involves the sale by the Fund of a security that it does not own with the hope of purchasing the same security at a later date at a lower price. The Fund may also enter into a short position
through a forward
</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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commitment or a short derivative position through a futures contract or swap agreement. If the price of the security or derivative has increased during this time, then the Fund will incur a loss
equal to the increase in price from the time that the short sale was entered into plus any transaction costs (i.e., premiums and interest) paid to the broker-dealer to borrow securities. Therefore, short sales involve the risk that losses may be
exaggerated, potentially losing more money than the actual cost of the investment. By contrast, a loss on a long position arises from decreases in the value of the security and is limited by the fact that a security&#146;s value cannot decrease
below zero. </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">By investing the proceeds received from
selling securities short, the Fund could be deemed to be employing a form of leverage, which creates special risks. The use of leverage may increase the Fund&#146;s exposure to long security positions and make any change in the Fund&#146;s NAV
greater than it would be without the use of leverage. This could result in increased volatility of returns. There is no guarantee that any leveraging strategy the Fund employs will be successful during any period in which it is employed. </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 times of unusual or adverse market, economic, regulatory or
political conditions, the Fund may not be able, fully or partially, to implement its short selling strategy. Periods of unusual or adverse market, economic, regulatory or political conditions generally may exist for long periods of time. Also, there
is the risk that the third party to the short sale will not fulfill its contractual obligations, causing a loss 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"><B>Special Purpose Acquisition Companies (&#147;SPACs&#148;) Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">The Fund may invest in securities of SPACs or similar special purpose entities that pool funds to seek potential acquisition opportunities. Unless and until an acquisition is completed, a SPAC generally invests its assets (less a
portion retained to cover expenses) in US government securities, money market securities or holds cash; if an acquisition that meets the requirements for the SPAC is not completed within a <FONT STYLE="white-space:nowrap">pre-established</FONT>
period of time, the invested funds are returned to the entity&#146;s shareholders. Because SPACs and similar entities are in essence blank check companies without operating history or ongoing business other than seeking acquisitions, the value of
their securities is particularly dependent on the ability of the entity&#146;s management to identify and complete a profitable acquisition. A SPAC&#146;s structure may result in significant dilution of a stockholder&#146;s share value immediately
upon the completion of a business combination due to, among other reasons, interests held by the SPAC sponsor, conversion of warrants into additional shares, shares issued in connection with a business combination and/or certain embedded costs.
There is no guarantee that the SPACs in which the Fund invests will complete an acquisition or that any acquisitions that are completed will be profitable. Some SPACs may pursue acquisitions only within certain industries or regions, which may
increase the volatility of their prices. In addition, </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>216</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<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">
these securities, which are typically traded in the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">over-the-counter</FONT></FONT> market, may be considered illiquid and/or be
subject to restrictions on&nbsp;resale. </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>Smaller Company Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The general risks associated with debt instruments or equity securities are particularly pronounced for securities issued by companies with
small market capitalizations. Small capitalization companies involve certain special risks. They are more likely than larger companies to have limited product lines, markets or financial resources, or to depend on a small, inexperienced management
group. Securities of smaller companies may trade less frequently and in lesser volume than more widely held securities and their values may fluctuate more sharply than other securities. They may also have limited liquidity. These securities may
therefore be more vulnerable to adverse developments than securities of larger companies, and the Fund may have difficulty purchasing or selling securities positions in smaller companies at prevailing market prices. Also, there may be less publicly
available information about smaller companies or less market interest in their securities as compared to larger companies. Companies with <FONT STYLE="white-space:nowrap">medium-sized</FONT> market capitalizations may have risks similar to those of
smaller companies. </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>Sovereign Debt Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition to the other risks applicable to debt investments, sovereign debt may decline in value as a result of default or other adverse
credit event resulting from an issuer&#146;s inability or unwillingness to make principal or interest payments in a timely fashion. A sovereign entity&#146;s failure to make timely payments on its debt can result from many factors, including,
without limitation, insufficient foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currency reserves or an inability to sufficiently manage fluctuations in relative currency valuations, an inability or unwillingness to satisfy the demands
of creditors and/or relevant supranational entities regarding debt service or economic reforms, the size of the debt burden relative to economic output and tax revenues, cash flow difficulties, and other political and social considerations. The risk
of loss to the Fund in the event of a sovereign debt default or other adverse credit event is heightened by the unlikelihood of any formal recourse or means to enforce its rights as a holder of the sovereign debt. In addition, sovereign debt
restructurings, which may be shaped by entities and factors beyond the Fund&#146;s control, may result in a loss in value of the Fund&#146;s sovereign debt holdings. </FONT></P> <P STYLE="margin-top: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>Structured Investments Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Holders of
structured products, including structured notes, credit-linked notes and other types of structured products, bear the risks of the underlying investments, index or reference obligation and are subject to counterparty risk. The Fund may have the
right to receive payments only from the structured product, and generally does not
</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">
have direct rights against the issuer or the entity that sold the assets to be securitized. While certain structured products enable the investor to acquire interests in a pool of securities
without the brokerage and other expenses associated with directly holding the same securities, investors in structured products generally pay their share of the structured product&#146;s administrative and other expenses. Although it is difficult to
predict whether the prices of indices and securities underlying structured products will rise or fall, these prices (and, therefore, the prices of structured products) are generally influenced by the same types of political and economic events that
affect issuers of securities and capital markets generally. If the issuer of a structured product uses shorter term financing to purchase longer term securities, the issuer may be forced to sell its securities at below market prices if it
experiences difficulty in obtaining such financing, which may adversely affect the value of the structured products owned by the Fund. Structured products generally entail risks associated with derivative instruments. </FONT></P>
<P STYLE="margin-top: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>Subprime Risk </B></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 (including Alt Lending ABS), acquired by the Fund may be subprime in quality, or may
become subprime in quality. Although there is no specific legal or market definition of &#147;subprime,&#148; subprime loans are generally understood to refer to loans made to 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 (including Alt Lending ABS), have speculative characteristics and are subject to heightened risks, including the risk of nonpayment of
interest or repayment of principal, and the risks associated with investments in high yield securities. In addition, these instruments could be subject to increased regulatory scrutiny. The Fund is not restricted by any particular borrower credit
criteria when acquiring loans or debt instruments collateralized by loans. </FONT></P> <P STYLE="margin-top: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>Subsidiary Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">To the extent the Fund
invests through one or more of its subsidiaries, the Fund would be exposed to the risks associated with such subsidiary&#146;s investments. Such subsidiaries would likely not be registered as investment companies under the Act and therefore would
not be subject to all of the investor protections of the Act. Changes in the laws of the United States and/or the jurisdiction in which a subsidiary is organized could result in the inability of the Fund and/or the subsidiary to operate as intended
and could adversely affect the Fund. </FONT></P> <P STYLE="margin-top: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>Synthetic Convertible Securities Risk
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The values of synthetic convertible securities will respond differently to market fluctuations than a traditional convertible
security because a synthetic convertible is composed of two or more separate securities or
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>217</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Principal&nbsp;Risks&nbsp;of&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>
<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">
instruments, each with its own market value. Synthetic convertible securities are also subject to the risks associated with derivatives. In addition, if the value of the underlying common stock
or the level of the index involved in the convertible element falls below the strike price of the warrant or option, the warrant or option may lose all&nbsp;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"><B>Tax Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Fund has elected to be
treated as a &#147;regulated investment company&#148; (a &#147;RIC&#148;) under the Code and intends each year to qualify and be eligible to be treated as such, so that it generally will not be subject to U.S. federal income tax on its net
investment income or net short-term or long-term capital gains, that are distributed (or deemed distributed, as described below) to shareholders. In order to qualify and be eligible for such treatment, the Fund must meet certain asset
diversification tests, derive at least 90% of its gross income for such year from certain types of qualifying income, and distribute to its shareholders at least 90% of its &#147;investment company taxable income&#148; as that term is defined in the
Code (which includes, among other things, dividends, taxable interest and the excess of any net short-term capital gains over net long-term capital losses, as reduced by certain deductible expenses). </FONT></P>
<P STYLE="margin-top: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 Fund&#146;s investment strategy will potentially be limited by
its intention to continue qualifying for treatment as a RIC and can limit the Fund&#146;s ability to continue qualifying as such. The tax treatment of certain of the Fund&#146;s investments under one or more of the qualification or distribution
tests applicable to regulated investment companies is uncertain. An adverse determination or future guidance by the IRS or a change in law might affect the Fund&#146;s ability to qualify or be eligible for such treatment. </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, in any year, the Fund were to fail to qualify for treatment as a
RIC under the Code and were ineligible to or did not otherwise cure such failure, the Fund would be subject to tax on its taxable income at corporate rates and, when such income is distributed, shareholders would be subject to further tax on such
distributions to the extent of the Fund&#146;s current or accumulated earnings and profits. </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>U.S. Government Securities Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain
U.S. Government Securities such as U.S. Treasury bills, notes and bonds and mortgage-related securities guaranteed by the GNMA, are supported by the full faith and credit of the United States; others, such as those of Federal Home Loan Banks
(&#147;FHLBs&#148;) or the Federal Home Loan Mortgage Corporation (&#147;FHLMC&#148;), are supported by the right of the issuer to borrow from the U.S. Treasury; others, such as those of the FNMA, are supported by the discretionary authority of the
U.S. Government to purchase the agency&#146;s obligations; and still others are supported only by the credit of the agency, instrumentality or corporation. Although legislation has been enacted to support certain government sponsored entities,
including the FHLBs, FHLMC and
</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">
FNMA, there is no assurance that the obligations of such entities will be satisfied in full, or that such obligations will not decrease in value or default. It is difficult, if not impossible, to
predict the future political, regulatory or economic changes that could impact the government sponsored entities and the values of their related securities or obligations. In addition, certain governmental entities, including FNMA and FHLMC, have
been subject to regulatory scrutiny regarding their accounting policies and practices and other concerns that may result in legislation, changes in regulatory oversight and/or other consequences that could adversely affect the credit quality,
availability or investment character of securities issued by these entities. Yields available from U.S. Government debt securities are generally lower than the yields available from such other securities. The values of U.S. Government Securities
change as interest rates&nbsp;fluctuate. </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>Valuation Risk </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain securities in which the Fund invests may be less liquid and more difficult to value than other types of securities. When market
quotations or pricing service prices are not readily available or are deemed to be unreliable, the Fund values its investments at fair value as determined in good faith pursuant to policies and procedures approved by the Board. Fair value pricing
may require subjective determinations about the value of a security or other asset. As a result, there can be no assurance that fair value pricing will result in adjustments to the prices of securities or other assets or that fair value pricing will
reflect actual market value, and it is possible that the fair value determined for a security or other asset will be materially different from quoted or published prices, from the prices used by others for the same security or other asset and/or
from the value that actually could be or is realized upon the sale of that security or other&nbsp;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"><B>Zero-Coupon Bond, <FONT STYLE="white-space:nowrap">Step-Ups</FONT> and
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-In-Kind</FONT></FONT> Securities&nbsp;Risk </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The market
prices of <FONT STYLE="white-space:nowrap">zero-coupon,</FONT> <FONT STYLE="white-space:nowrap">step-ups</FONT> and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities are generally more
volatile than the prices of securities that pay interest periodically and in cash, and are likely to respond to changes in interest rates to a greater degree than other types of debt securities with similar maturities and credit quality. Because <FONT
STYLE="white-space:nowrap">zero-coupon</FONT> securities bear no interest, their prices are especially volatile. And because <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bondholders do not receive interest payments, the prices of <FONT
STYLE="white-space:nowrap">zero-coupon</FONT> securities generally fall more dramatically than those of bonds that pay interest on a current basis when interest rates rise. The market for <FONT STYLE="white-space:nowrap">zero-coupon</FONT> and <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities may suffer decreased liquidity. In addition, as these securities may not pay cash interest, the Fund&#146;s investment exposure to these securities
and their risks, including credit risk, will increase during the time these securities are held in the Fund&#146;s
</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>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom"><B>218</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>


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

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<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><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">
portfolio. Further, to maintain its qualification for treatment as a RIC and to avoid Fund-level U.S. federal income and/or excise taxes, the Fund is required to distribute to its shareholders
any income it is deemed to have received in respect of such investments, notwithstanding that cash has not been received currently, and the value of <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">paid-in-kind</FONT></FONT>
interest. Consequently, the Fund may have to dispose of portfolio securities under disadvantageous circumstances to generate the cash, or may have to leverage itself by borrowing the cash to satisfy this distribution requirement. The required
distributions, if any, would result in an increase in the Fund&#146;s exposure to these securities. Zero coupon bonds, <FONT STYLE="white-space:nowrap">step-ups</FONT> and
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities allow an issuer to avoid or delay the need to generate cash to meet current interest payments and, as a result, may involve greater credit
risk than bonds that pay interest currently or in cash. The Fund would be required to distribute the income on these instruments as it accrues, even though the Fund will not receive the income on a current basis or in cash. Thus, the Fund may sell
other investments, including when it may not be advisable to do so, to make income distributions to its shareholders.
</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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>219</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_24"></A>Risk&nbsp;Management&nbsp;Strategies<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></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><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 Fund may (but is not required to) use various investment strategies to attempt to hedge
exposure to reduce the risk of price fluctuations of its portfolio securities, the risk of loss, and to preserve capital. Derivatives strategies and instruments that a Fund may use include, among others, reverse repurchase agreements; interest rate
swaps; total return swaps; credit default swaps; basis swaps; other types of swap agreements or options thereon; dollar rolls; futures and forward contracts (including foreign currency exchange contracts); short sales; options on financial futures;
options based on either an index of municipal securities or taxable debt securities whose prices, PIMCO believes, correlate with the prices of the Fund&#146;s investments; other derivative transactions; loans of portfolio securities and when-issued,
delayed delivery and forward commitment transactions. Income earned by a Fund from its hedging and related transactions may be subject to one or more special U.S. federal income tax rules that can affect the amount, timing and/or character of
distributions to holders of the Fund&#146;s Common Shares. For instance, many hedging activities will be treated as capital gain and, if not offset by net realized capital loss, will be distributed to shareholders in taxable distributions. If
effectively used, hedging strategies will offset in varying percentages losses incurred on a Fund&#146;s investments due to adverse interest rate changes. There is no assurance that these hedging strategies will be available at any time or that
PIMCO will determine to use them for a Fund or, if used, that the strategies will be successful. PIMCO may determine not to engage in hedging strategies or to do so only in unusual circumstances or market conditions. In addition, a Fund may be
subject to certain restrictions on its use of hedging strategies imposed by guidelines of one or more ratings agencies that may issue ratings on any preferred shares issued by the Fund. A Fund may take certain actions if short-term interest rates
increase or market conditions otherwise change (or the Fund anticipates such an increase or change) and the Fund&#146;s leverage begins (or is expected) to adversely affect holders of its Common Shares. In order to attempt to offset such a negative
impact of leverage on holders of Common Shares, a Fund may shorten the average maturity or duration of its investment portfolio (by investing in short-term, high quality securities or implementing certain hedging strategies). Should a Fund issue
preferred shares, the Fund also may attempt to reduce leverage by redeeming or otherwise purchasing preferred shares or by reducing any holdings in other instruments that create leverage. The success of any such attempt to limit leverage risk
depends on PIMCO&#146;s ability to accurately predict interest rate or other market changes. Because of the difficulty of making such predictions, a Fund may not be successful in managing its interest rate exposure in the manner described above. In
addition, each Fund has adopted certain investment limitations
</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">
designed to limit investment risk. See &#147;Fundamental Investment Restrictions&#148; below for a description of these limitations. </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"><SUP STYLE="font-size:75%; vertical-align:top">1</SUP> Defined terms
used and not otherwise defined in this section have the meanings set forth in the Principal Investment Strategies and Principal Risks of the Funds sections.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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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>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom"><B>220</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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_25"></A>Effects&nbsp;of&nbsp;Leverage<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></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><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 following table is furnished in response to requirements of the SEC. It is designed to,
among other things, illustrate the effects of leverage through the use of senior securities, as that term is defined under Section 18 of the 1940 Act, on Common Share total return, assuming investment portfolio total returns (consisting of income
and changes in the value of investments held in a Fund&#146;s portfolio) of -10%, -5%, 0%, 5% and 10%. Although not senior securities under the 1940 Act, the table below reflects each Fund&#146;s continued use of reverse repurchase agreements
averaged over the fiscal year ended June 30, 2022 as a percentage of total average managed assets (including assets attributable to such leverage), the estimated annual effective interest expense rate payable by the Fund on such instruments (based
on market conditions as of June 30, 2022, and the annual return that the Fund&#146;s portfolio must experience (net of expenses) in order to cover such costs of the reverse repurchase agreements based on such
</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">
estimated annual effective interest expense rate. The information below does not reflect any Fund&#146;s use of certain other forms of economic leverage achieved through the use of other
instruments or transactions not considered to be senior securities under the 1940 Act, such as covered credit default swaps or other derivative&nbsp;instruments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The assumed investment portfolio returns in the table below are hypothetical figures and are not necessarily indicative of the investment
portfolio returns experienced or expected to be experienced by the Fund. Your actual returns may be greater or less than those appearing below. In addition, actual borrowing expenses associated with reverse repurchase agreements (or dollar rolls or
borrowings, if any) used by the Fund may vary frequently and may be significantly higher or lower than the rate used for the example below.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

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

<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">&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>PCM<BR>Fund,<BR>Inc.<BR>(PCM)</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>PIMCO</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Global<BR>StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><BR>&amp; Income<BR>Fund
(PGP)</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>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc. (RCS)</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>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" 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>PIMCO<BR>Dynamic&nbsp;Income<BR>Opportunities<BR>Fund (PDO)</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>PIMCO<BR>Access<BR>Income<BR>Fund&nbsp;(PAXS)</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>
<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">Reverse Repurchase Agreements as a Percentage of Total average
Managed Assets (Including Assets Attributable to Reverse Repurchase Agreements)</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; ">43.66</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; ">35.50</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; ">44.86</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; ">54.93</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; ">44.92</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; ">15.66</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></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">Estimated Annual Effective Interest Expense Rate Payable by
Fund on Reverse Repurchase&nbsp;Agreements</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; ">0.84</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; ">0.50</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; ">0.55</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; ">1.64</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; ">0.77</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; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.42</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></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">Annual Return Fund Portfolio Must Experience (net of expenses)
to Cover Estimated Annual Effective Interest Expense Rate on Reverse Repurchase Agreements</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; ">0.37</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; ">0.18</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; ">0.25</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; ">0.90</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; ">0.35</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; ">0.22</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></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 Share Total Return for (10.00)% Assumed Portfolio Total
Return</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; ">(18.40</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; ">(15.78</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; ">(18.58</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; ">(24.19</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; ">(18.79</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; ">(12.12</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></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 Share Total Return for (5.00)% Assumed Portfolio Total
Return</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; ">(9.53</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; ">(8.03</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; ">(9.52</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; ">(13.09</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; ">(9.71</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; ">(6.19</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></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 Share Total Return for 0.00% Assumed Portfolio Total
Return</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; ">(0.65</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; ">(0.27</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; ">(0.45</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; ">(2.00</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; ">(0.63</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; ">(0.26</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></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 Share Total Return for 5.00% Assumed Portfolio Total
Return</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; ">8.22</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; ">7.48</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; ">8.62</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; ">9.10</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; ">8.45</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; ">5.66</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></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">Common Share Total Return for 10.00% Assumed Portfolio Total
Return</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; ">17.10</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; ">15.23</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; ">17.69</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; ">20.19</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; ">17.53</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; ">11.59</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><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">Common Share total return is composed of two elements &#151; the distributions paid by a Fund
to holders of Common Shares (the amount of which is largely determined by the net investment income of the Fund after paying dividend payments on any preferred shares issued by the Fund and expenses on any forms of leverage outstanding) and gains or
losses on the value of the securities and other instruments the Fund owns. As required by SEC rules, the table assumes that a Fund is more likely to suffer capital losses than to enjoy capital appreciation. For example, to assume a total return of
0%, a Fund must assume that the income it receives on its investments is entirely offset by losses in the value of those investments. This table reflects hypothetical performance of a Fund&#146;s portfolio and not the actual performance of the
Fund&#146;s Common Shares, the value of which is determined by market forces and other factors.
</FONT></P></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">Should a Fund elect to add additional leverage to its portfolio, any benefits of such
additional leverage cannot be fully achieved until the proceeds resulting from the use of such leverage have been received by the Fund and invested in accordance with the Fund&#146;s investment objectives and policies. As noted above, a Fund&#146;s
willingness to use additional leverage, and the extent to which leverage is used at any time, will depend on many factors, including, among other things, PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions
and other factors. </FONT></P> <P STYLE="margin-top: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"><SUP
STYLE="font-size:75%; vertical-align:top">1</SUP> Defined terms used and not otherwise defined in this section have the meanings set forth in the Principal Investment Strategies and Principal Risks of the Funds sections.
</FONT></P></div><div style="clear:both; height: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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>221</B></TD></TR></TABLE></DIV>
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<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><A NAME="tx296860_26"></A>Fundamental&nbsp;Investment&nbsp;Restrictions<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></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:12pt; font-family:Arial Narrow">PCM Fund, Inc. </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 Fund&#146;s investment objectives and the following investment restrictions are fundamental policies, and, except as described below,
the Fund may not, without the approval of the holders of a majority of the Fund&#146;s outstanding Common Shares and, if issued, preferred shares voting together as a single class, and of the holders of a majority of the outstanding preferred shares
voting as a separate class, change its investment objectives or: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Issue senior securities (including borrowing money for other than temporary purposes) in
excess of the limits set forth in the 1940 Act; or pledge its assets other than to secure such issuances or borrowings or in connection with permitted transactions involving derivative instruments, when-issued and forward commitment transactions and
other permitted investment strategies. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Make investments for the purpose of exercising control or&nbsp;management.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Purchase or sell real estate, commodities or commodity contracts; provided that the Fund may
invest in securities secured by real estate or interests therein or issued by companies that invest in real estate or interests therein, and the Fund may purchase and sell financial futures contracts and options thereon and other derivative
instruments. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Underwrite securities of other issuers except insofar as the Fund may be deemed an
underwriter under the Securities Act of 1933 in selling portfolio securities. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Make loans to other persons, except (i) to the extent that the Fund may be deemed to be
making loans by purchasing debt securities and entering into repurchase agreements in accordance with its investment objectives, policies and limitations and (ii) the Fund may lend its portfolio securities. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Purchase any securities on margin, except that the Fund may obtain such short-term credit as
may be necessary for the clearance of purchases and sales of portfolio securities, and may make margin deposits in connection with the entry into of positions in financial future contracts and options thereon and other derivative instruments.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(7)</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">Make short sales of securities in a manner inconsistent with the 1940 Act, as it may be
interpreted from time to time, or in excess of 25% of the value of the Fund&#146;s total assets. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, as a matter of fundamental policy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(8)</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">The Fund, under normal circumstances, will invest at least 25% of its total assets (i.e.
concentrate) in privately-issued mortgage-related securities not issued or guaranteed as to principal or interest by the U.S. Government or its agencies or instrumentalities. The Fund may not purchase any security if as a result 25% or more of
</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">


<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="26">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
the Fund&#146;s total assets (taken at current value at the time of investment) (i.e. concentrate) would be invested in a single industry (for purposes of this restriction, investment companies
are not considered to be part of any industry). </FONT></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its agencies or instrumentalities or securities
issued by other investment companies, if, as a result, (i) more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or (ii) the Fund would hold more than 10% of the outstanding voting securities of that
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:12pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; 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">Except as described below, the Fund, as a fundamental policy, may not, without the approval of the holders of a majority of the outstanding
Common Shares, voting together as a single class: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Concentrate its investments in a particular &#147;industry,&#148; as that term is used in
the 1940 Act, as interpreted, modified or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Purchase or sell real estate, although it may purchase securities secured by real estate or
interests therein, or securities issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This
restriction shall not prohibit the Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other derivative
instrument, including swap agreements and other derivative instruments, subject to compliance with any applicable provisions of the federal securities or commodities laws. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Borrow money or issue any senior security, except to the extent permitted under the 1940
Act, as interpreted, modified or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Act as an underwriter of securities of other issuers, except to the extent that in
connection with the disposition of portfolio securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or
guaranteed by the U.S. Government or any of its agencies or </FONT></P></div><div style="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="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 VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>222</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">

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<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><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">
instrumentalities or securities issued by other investment companies, if, as a result, (i) more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or (ii)
the Fund would hold more than 10% of the outstanding voting securities of that 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:12pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc. </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">Except as described below, the Fund, as a fundamental policy, may not, without the approval of the holders of a majority of the outstanding
Common Shares, voting together as a single class: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Purchase securities on margin, except that the Fund may obtain any short-term credits
necessary for the clearance of purchases and sales of securities. For purposes of this restriction, the deposit or payment of initial or variation margin in connection with futures contracts or related options will not be deemed to be a purchase of
securities on margin. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Borrow money, except that the Fund may engage in reverse repurchase agreements and dollar
roll transactions and may borrow in an amount not exceeding 33 1/3% of the value of the Fund&#146;s total assets (including the amount borrowed) valued at market, less liabilities (not including the amount borrowed) at the time the borrowing is
made, and may use the proceeds of such borrowing for investment purposes. In addition, the Fund may borrow money for temporary or emergency purposes in an amount not exceeding 5% of the value of the Fund&#146;s total assets (not including the amount
borrowed) provided that the total amount borrowed by the Fund for any purpose does not exceed 33 1/3% of its total assets. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Pledge, hypothecate, mortgage, or otherwise encumber its assets except to secure borrowings
and as margin or collateral for financial futures, swaps and other negotiable transactions in the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">over-the-counter</FONT></FONT> market. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Underwrite the securities of other issuers, except insofar as the Fund may be deemed an
underwriter in the course of disposing of portfolio securities. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Purchase or sell real estate or interests in real estate, except that the Fund may purchase
and sell securities that are secured by real estate or interests in real estate and may purchase securities by companies that invest or deal in real estate. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Invest in commodities, except that the Fund may invest in futures contracts and options
thereon, and options on currencies. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(7)</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">Make loans to others, except through the purchase of qualified debt obligations, the entry
into repurchase agreements and loans of portfolio securities consistent with the Fund&#146;s investment objectives and policies. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(8)</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">Invest in securities of other investment companies registered or required to be registered
under the Investment Company Act of
</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">


<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="26">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
1940, as amended (the &#147;1940 Act&#148;), except as they may be acquired as part of a merger, consolidation, reorganization, acquisition of assets or an offer of exchange, or to the extent
permitted by the 1940 Act. </FONT></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(9)</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">Purchase any securities which would cause more than 25% of the value of the Fund&#146;s
total assets at the time of purchase to be invested in the securities of issuers conducting their principal securities business activities in the same industry; provided that there shall be no limit on the purchase of U.S. government securities,
including securities issued by any agency or instrumentality of the U.S. government, and related repurchase&nbsp;agreements. </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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or
guaranteed by the U.S. Government or any of its agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i) more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer,
or (ii) the Fund would hold more than 10% of the outstanding voting securities of that 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: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">The investment restrictions set forth below are each a fundamental policy of the Fund that may not be changed without the approval of the
holders of a majority of the outstanding Common Shares and any outstanding preferred shares of beneficial interest voting together as a single class, and of the holders of a majority of any outstanding preferred shares of beneficial interest voting
as a separate class. The Fund may not: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Purchase any security if as a result 25% or more of the Fund&#146;s total assets (taken at
current value at the time of investment) would be invested in a single industry (for purposes of this restriction, investment companies are not considered to be part of any industry). As a fundamental policy, the Fund, under normal circumstances,
will invest at least 25% of its total assets in mortgage-related securities not issued or guaranteed as to principal or interest by the U.S. Government or its agencies or instrumentalities and other investments that the Fund&#146;s investment
adviser or <FONT STYLE="white-space:nowrap">sub-adviser</FONT> determines have the same primary economic characteristics. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Purchase or sell real estate, although it may purchase securities secured by real estate or
interests therein, or securities issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This
restriction shall not prohibit the Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures contracts,
</FONT></P></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="91%"></TD>

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

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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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>223</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>

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<TD WIDTH="97%"></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>Fundamental&nbsp;Investment&nbsp;Restrictions<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></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></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">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="26">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements and other derivative instruments, subject to compliance with any applicable
provisions of the federal securities or commodities laws. </FONT></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Borrow money or issue any senior security, except to the extent permitted under the 1940 Act
and as interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Make loans, except to the extent permitted under the Investment Company Act of 1940, as
amended, and as interpreted, modified, or otherwise permitted by regulatory authority having&nbsp;jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Act as an underwriter of securities of other issuers, except to the extent that in
connection with the disposition of portfolio securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or
guaranteed by the U.S. Government or any of its agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i) more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer,
or (ii) the Fund would hold more than 10% of the outstanding voting securities of that 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:12pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities 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">The investment restrictions set forth below are each a fundamental policy of the Fund that may not, be changed without the approval of the
holders of a majority of the Fund&#146;s outstanding Common Shares and, if issued, preferred shares voting together as a single class, and of the holders of a majority of the outstanding preferred shares voting as a separate class. The Fund may not:
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Except for mortgage-related assets as described in the next sentence, purchase any security
if as a result 25% or more of the Fund&#146;s total assets (taken at current value at the time of investment) would be invested in a single industry (for purposes of this restriction, investment companies are not considered to be part of any
industry). As a fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in mortgage-related assets issued by government agencies or other governmental entities or by private originators or issuers,
which for purposes of this investment restriction the Fund treats collectively as an industry or group of related industries. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Purchase or sell real estate, except to the extent permitted under the 1940 Act, as
interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs,
except to the extent permitted under the 1940 Act, as interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. This restriction shall not prohibit the Fund from purchasing, selling or entering into
futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements and other derivative instruments, subject to compliance with any applicable
provisions of the federal securities or commodities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Borrow money or issue any senior security, except to the extent permitted under the 1940
Act, as interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified, or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Act as an underwriter of securities of other issuers, except to the extent that in
connection with the disposition of portfolio securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top: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 Access 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">The investment restrictions set forth below are each a fundamental policy of the Fund that may not be changed without the approval of the
holders of a majority of the Fund&#146;s outstanding Common Shares and, if issued, preferred shares voting together as a single class, and of the holders of a majority of any outstanding preferred shares voting as a separate class. The Fund may not:
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(1)</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">Except for real estate investments and mortgage-related assets as described in the next
sentence, purchase any security if as a result 25% or more of the Fund&#146;s total assets (taken at current value at the time of investment) would be invested in a single industry (for purposes of this restriction, investment companies are not
considered to be part of any industry). As a fundamental policy, the Fund will normally invest at least 25% of its total assets (<I>i.e.</I>, concentrate) in real estate investments and mortgage-related assets issued by government agencies or other
governmental entities or by private originators or issuers, which for purposes of this investment restriction the Fund treats collectively as an industry or group of related industries. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(2)</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">Purchase or sell real estate, except to the extent permitted under the 1940 Act, as
interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(3)</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">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs,
except to the extent permitted under the </FONT></P></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="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>224</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><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="26">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">
1940 Act, as interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. This restriction shall not prohibit the Fund, subject to restrictions
described in the Prospectus and elsewhere in this Statement of Additional Information, from purchasing, selling or entering into futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other
derivative instrument, including swap agreements and other derivative instruments, subject to compliance with any applicable provisions of the federal securities or commodities laws. </FONT></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(4)</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">Borrow money or issue any senior security, except to the extent permitted under the 1940
Act, as interpreted, modified, or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(5)</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">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified, or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="27" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">(6)</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">Act as an underwriter of securities of other issuers, except to the extent that in
connection with the disposition of portfolio securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top: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"><SUP STYLE="font-size:75%; vertical-align:top">1</SUP> References herein to &#147;majority of the outstanding,&#148; when used with respect
to particular shares of a Fund (whether voting together as a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. Defined terms used and not otherwise defined in this section have
the meanings set forth in the Principal Investment Strategies and Principal Risks of the Funds&nbsp;sections.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
</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="91%"></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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>225</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="tx296860_27"></A>Management&nbsp;of&nbsp;the&nbsp;Funds</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">The chart below identifies
Trustees/Directors and Officers of the Funds. Unless otherwise indicated, the address of all persons below is c/o Pacific Investment Management Company LLC, 1633 Broadway, New York, New York 10019. </FONT></P>
<P STYLE="margin-top: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 list of officers and trustees of PIMCO containing information as to
any business, profession, vocation, or employment of a substantial nature engaged in by such officers and directors during the past two years is included in the most recent Form ADV filed by PIMCO pursuant to the Investment Advisers Act of 1940.
</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 Statement of Additional Information, if
available, includes more information about the Trustees/Directors and Officers. To request a free copy, call PIMCO at (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Trustees/Directors </B></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="14%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="29%"></TD>

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

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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Name and Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Position(s) <BR>Held <BR>with&nbsp;the <BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Term of <BR>Office&nbsp;and <BR>Length of <BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Principal Occupation(s)<BR>During the Past 5 Years</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Number <BR>of&nbsp;Portfolios<BR>in&nbsp;Fund<BR>Complex <BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Other <BR>Directorships<BR>Held by<BR>Trustee/<BR>Director<BR>During&nbsp;the<BR>Past&nbsp;5&nbsp;Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="11"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Independent Trustees</B></FONT></TD></TR>
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<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Deborah A. DeCotis</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1952</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Chair of the Board, Trustee/ Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee/Director of PCM, PGP and RCS since 2011, Trustee of PDI since 2012,Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for <FONT
STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PGP, the 2023-2024 fiscal year for PCM, PDI and RCS and the 2024-2025 fiscal year for PDO.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Advisory Director, Morgan Stanley&nbsp;&amp; Co., Inc. (since 1996); Member, Circle Financial Group (since 2009); Member, Council on Foreign Relations (since 2013); Trustee,
Smith College (since 2017); and Director, Watford Re (since 2017). Formerly, <FONT STYLE="white-space:nowrap">Co-Chair</FONT> Special Projects Committee, Memorial Sloan Kettering (2005-2015); Trustee, Stanford University (2010- 2015); Principal,
LaLoop LLC, a retail accessories company (1999-2014); Director, Helena Rubenstein Foundation (1997-2010); and Director, Armor Holdings (2002-2010).</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee, Allianz Funds (2011- 2021); Trustee, Virtus Funds <FONT STYLE="white-space:nowrap">(2021-Present).</FONT></FONT></TD></TR>
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<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sarah E. Cogan</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1956</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee/Director of PCM, PDI, PGP and RCS since 2019, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PDO and PGP, the 2023-2024 fiscal year for PDI and the 2024-2025 fiscal year for PCM and RCS.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Retired Partner, Simpson Thacher&nbsp;&amp; Bartlett LLP (law firm) (1989-2018); Director, Girl Scouts of Greater New York, Inc. (since 2016); and Trustee, Natural Resources
Defense Council, Inc. (since&nbsp;2013).</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee, Allianz Funds (2019- 2021); Trustee, Virtus Funds <FONT STYLE="white-space:nowrap">(2021-Present).</FONT></FONT></TD></TR>
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<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Joseph B. Kittredge, Jr.</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1954</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee/Director of PCM, RCS, PGP, and PDI since 2020, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PDI and RCS, the 2023-2024 fiscal year for PCM and the 2024-2025 fiscal year for PDO and PGP.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee (since 2019) and Governance Committee Chair (since 2020), Vermont Law School; Director and Treasurer, Center for Reproductive Rights (since 2015). Formerly, Director
(2013-2020) and Chair (2018-2020), ACLU of Massachusetts; General Counsel, Grantham, Mayo, Van Otterloo&nbsp;&amp; Co. LLC (2005-2018) and Partner (2007-2018); President, GMO Trust (institutional mutual funds) (2009-2018); Chief Executive Officer,
GMO Trust (2009-2015); President and Chief Executive Officer, GMO Series Trust (platform based mutual funds) <FONT STYLE="white-space:nowrap">(2011-2013).</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Trustee, GMO Trust (2010-2018); Chairman of the Board of Trustees, GMO Series Trust
<FONT STYLE="white-space:nowrap">(2011-2018).</FONT></FONT></TD></TR></TABLE>
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<TD VALIGN="bottom"><B>226</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<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" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Name and Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Position(s) <BR>Held <BR>with&nbsp;the <BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Term of <BR>Office&nbsp;and <BR>Length of <BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Principal Occupation(s)<BR>During the Past 5 Years</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Number <BR>of&nbsp;Portfolios<BR>in&nbsp;Fund<BR>Complex <BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Other <BR>Directorships<BR>Held by<BR>Trustee/<BR>Director<BR>During the<BR>Past&nbsp;5&nbsp;Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kathleen McCartney</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1956</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee since July 2022, expected to stand for election at the annual meeting of the shareholders held during the 2022-2023 fiscal&nbsp;year.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">President, Smith College (since 2013); Director, Five Colleges, Inc., consortium of liberal arts colleges and universities (since 2013); President, Five Colleges, Inc., (since 2020); Formerly, Director,
American Council on Education Board of Directors, (2015-2019); Director, Consortium on Financing Higher Education Board of Directors (2015-2019); Director, edX Board of Directors, online course provider (2012-2013); Director, Bellwether Education
Partners Board, national nonprofit organization (2010-2013); Dean, Harvard Graduate School of Education (2006-2013); Trustee, Tufts University <FONT STYLE="white-space:nowrap">(2007-2013).</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>William B. Ogden, IV</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1945</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director of PCM and RCS since 2008, Trustee of PGP since 2006, Trustee of PDI since 2012, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PCM, the 2023-2024 fiscal year for PDO and PGP and the 2024-2025 fiscal year for PDI and RCS.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Retired. Formerly, Asset Management Industry Consultant; and Managing Director, Investment Banking Division of Citigroup Global Markets Inc.</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee, Allianz Funds (2006- 2021); Trustee, Virtus AllianzGI <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds (2021-Present).</FONT></TD></TR>
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<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Alan Rappaport</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1953</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director of RCS, PCM and PGP since 2012, Trustee of PDI since 2012, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at
the annual meeting of shareholders held during the 2022-2023 fiscal year for PGP, the 2023-2024 fiscal year for PCM, PDO and RCS and the 2024-2025 fiscal year for PDI.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Director, Victory Capital Holdings, Inc., an asset management firm (since 2013). Formerly, Adjunct Professor, New York University Stern School of Business (2011-2020); Lecturer, Stanford University Graduate
School of Business (2013-2020); Advisory Director (formerly Vice Chairman), Roundtable Investment Partners (2009-2018); Member of Board of Overseers, NYU Langone Medical Center (2015-2016); Trustee, American Museum of Natural History (2005-2015);
Trustee, NYU Langone Medical Center (2007-2015); and Vice Chairman (formerly, Chairman and President), U.S. Trust (formerly, Private Bank of Bank of America, the predecessor entity of U.S. Trust) (2001-2008).</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee, Allianz Funds (2010- 2021); Trustee, Virtus AllianzGI <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds (2021-Present).</FONT></TD></TR>
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<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>E. Grace Vandecruze</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1963</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Trustee/Director of PCM, PDI, PDO, PGP and RCS since 2021 and Trustee of PAXS since 2022, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the
annual meeting of shareholders held during the 2022-2023 fiscal year for PDI, PDO and RCS and the 2024-2025 fiscal year for PCM and PGP.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Founder and Managing Director, Grace Global Capital LLC, a strategic advisory firm to the insurance industry (since 2006); Director, The Doctors Company, a medical
malpractice insurance company (since 2020); Chief Financial Officer, Athena Technology Acquisition Corp, a special purpose acquisition company (since 2021); Director, Link Logistic REIT, a real estate company (since 2021); Director and Member of the
Investment&nbsp;&amp; Risk Committee, Resolution Life Group Holdings, a global life insurance group (since 2021); and Director, Wharton Graduate Executive Board. Formerly, Director, Resolution Holdings (2015-2019). Formerly, Director and Member of
the Audit Committee and the Wealth Solutions Advisory Committee, M Financial Group, a life insurance company (2015-2021); Director, SBLI USA, a life insurance company (2015-2018).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">None</FONT></TD></TR></TABLE>
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<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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>227</B></TD></TR></TABLE></DIV>
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<TD WIDTH="96%"></TD>

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<TD></TD></TR>
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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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<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>Management&nbsp;of&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>
<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">


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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="9%"></TD>

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<TD WIDTH="12%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Name and Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Position(s) <BR>Held <BR>with&nbsp;the <BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Term of <BR>Office&nbsp;and <BR>Length of <BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Principal Occupation(s)<BR>During the Past 5 Years</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Number <BR>of&nbsp;Portfolios<BR>in&nbsp;Fund<BR>Complex <BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Other <BR>Directorships<BR>Held by<BR>Trustee/<BR>Director<BR>During the<BR>Past 5&nbsp;Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="11"><FONT COLOR="#333333"><B>Interested Trustees*</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>David N. Fisher**</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1968</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Trustee/Director of PCM, PDI, PGP and RCS since 2019, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of
shareholders held during the 2022-2023 fiscal year for PCM and PDI, the 2023-2024 fiscal year for PGP and RCS and the 2024-2025 fiscal year for PDO.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Managing Director and <FONT STYLE="white-space:nowrap">Co-Head</FONT> of U.S. Global Wealth Management Strategic Accounts, PIMCO (since 2021); Managing Director and Head of Traditional Product Strategies, PIMCO
(2015-2021); and Director, Court Appointed Special Advocates (CASA) of Orange County, a <FONT STYLE="white-space:nowrap">non-profit</FONT> organization (since 2015). Formerly, Global Bond Strategist, PIMCO (2008-2015); and Managing Director and Head
of Global Fixed Income, HSBC Global Asset Management (2005-2008).</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>John C. Maney**</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1959</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Trustee of PGP since 2006, Director of RCS and PCM since 2008, Trustee of PDI since 2012, Trustee of PDO since 2021 and Trustee of PAXS since 2022, expected to stand for <FONT
STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2023-2024 fiscal year for PDO and the 2024-2025 fiscal year for PCM, PDI, PGP and RCS.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">Senior Advisor to PIMCO (since June 2021); <FONT STYLE="white-space:nowrap">Non-Executive</FONT> Director and a member of the Compensation Committee of PIMCO Europe Ltd
(since December 2017). Formerly, Consultant to PIMCO (January 2020-June 2021); Managing Director of Allianz Asset Management of America L.P. (2005-2019); member of the Management Board and Chief Operating Officer of Allianz Asset Management of
America L.P (2006-2019); Member of the Management Board of Allianz Global Investors Fund Management LLC (2007-2014) and Managing Director of Allianz Global Investors Fund Management LLC (2011-2014).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT COLOR="#333333">None</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="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">The Trustee/Director is an &#147;interested person&#148; of the Fund, as defined in
Section&nbsp;2(a)(19) of the 1940 Act, due to their affiliations with PIMCO and its affiliates. </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">Messrs. Fisher&#146;s and Maney&#146;s address is 650 Newport Center Drive, Newport Beach,
California 92660. </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:9pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Officers
</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TR>

<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="20%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="43%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Name,&nbsp;Address&nbsp;and Year<BR>of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Position(s) Held with Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Term of<BR>Office and<BR>Length of</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Time Served</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Eric D. Johnson<SUP STYLE="font-size:75%; vertical-align:top">1</SUP><BR></B>1970</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Executive Vice President and Head of Funds Business Group Americas, PIMCO. President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO
Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Keisha&nbsp;Audain-Pressley</FONT></B><BR>1975</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Chief Compliance Officer</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2018</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Executive Vice President and Deputy Chief Compliance Officer, PIMCO. Chief Compliance Officer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF
Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ryan G. Leshaw<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B><BR></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Chief Legal Officer</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Executive Vice President and Senior Counsel, PIMCO. Chief Legal Officer, PIMCO-Managed Funds. Chief Legal Officer and Secretary, PIMCO Funds, PIMCO Variable Insurance Trust,
PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Associate, Willkie Farr&nbsp;&amp; Gallagher LLP.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Joshua D. Ratner</B><SUP STYLE="font-size:75%; vertical-align:top"><BR></SUP>1976</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Executive Vice President and Head of Americas Operations, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust,
PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Peter G. Strelow<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B><BR>1970</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2019</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Managing Director and <FONT STYLE="white-space:nowrap">Co-Chief</FONT> Operating Officer, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Chief Administrative Officer, PIMCO.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Wu-Kwan</FONT> Kit<SUP STYLE="font-size:75%; vertical-align:top">1</SUP><BR></B>1981</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Vice President, Senior Counsel and Secretary</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Since 2018</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Senior Vice President and Senior Counsel, PIMCO. Vice President, Senior Counsel and Secretary, PIMCO-Managed Funds. Assistant Secretary, PIMCO Funds, PIMCO Variable Insurance
Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Assistant General Counsel, VanEck Associates Corp.</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<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>
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<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>228</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">

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<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">


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<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="20%"></TD>

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<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="43%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Name,&nbsp;Address&nbsp;and Year<BR>of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Position(s) Held with Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Term of<BR>Office and<BR>Length of</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Time Served</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Douglas B. Burrill</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since August 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jeffrey A. Byer<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1976</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Elizabeth A. Duggan<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1964</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since March 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mark A. Jelic<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1981</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kenneth W. Lee<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1972</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since August 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Brian J. Pittluck<SUP STYLE="font-size:75%; vertical-align:top">1</SUP><BR></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1977</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since 2020</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Keith A. Werber<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1973</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since June 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bijal Parikh<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1978</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Treasurer</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Executive Vice President, PIMCO. Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Brandon T. Evans<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1982</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Deputy Treasurer</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since March 2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Senior Vice President, PIMCO. Deputy Treasurer, PIMCO-Managed Funds. Assistant Treasurer, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series
VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Erik C. Brown<SUP STYLE="font-size:75%; vertical-align:top">2</SUP></B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">1967</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333">Executive Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&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:75%; 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 address of these officers is Pacific Investment Management Company LLC, 650 Newport
Center Drive, Newport Beach, California 92660. </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:75%; 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 address of these officers is Pacific Investment Management Company LLC, 401 Congress
Ave., Austin, Texas 78701. </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="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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>229</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_28"></A>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</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:12pt; font-family:Arial Narrow">PCM, PGP, RCS, PDI, PDO </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 Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;), requires that the Board of Trustees/Directors (the
&#147;Board&#148; or the &#147;Trustees&#148;), including a majority of the Trustees who are not &#147;interested persons,&#148; as that term is defined in the 1940 Act (the &#147;Independent Trustees&#148;), of each of PCM Fund, Inc.
(&#147;PCM&#148;), PIMCO Global StocksPLUS<SUP STYLE="font-size:75%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund (&#147;PGP&#148;), PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;), PIMCO Dynamic
Income Fund (&#147;PDI&#148;) and PIMCO Dynamic Income Opportunities Fund (&#147;PDO&#148;) (each, a &#147;Fund&#148; and, collectively, the &#147;Funds&#148;), voting separately, annually approve the continuation of the Investment Management
Agreement between each Fund and Pacific Investment Management Company LLC (&#147;PIMCO&#148;) (each, an &#147;Investment Management Agreement&#148;). At an <FONT STYLE="white-space:nowrap">in-person</FONT> meeting held on June <FONT
STYLE="white-space:nowrap">15-16,</FONT> 2022 (the &#147;Approval Meeting&#148;), the Board, including the Independent Trustees, considered and unanimously approved the continuation of each Investment Management Agreement for an additional <FONT
STYLE="white-space:nowrap">one-year</FONT> period commencing on August&nbsp;1, 2022. In addition, the Board considered and unanimously approved the continuation of the Investment Management Agreements between PIMCO and each wholly-owned subsidiary
of PDI and PDO (each a &#147;Subsidiary&#148; and, together, the &#147;Subsidiaries&#148;) (the &#147;Subsidiary Agreements&#148; and together with each Investment Management Agreement, the &#147;Agreements&#148;), for the same additional <FONT
STYLE="white-space:nowrap">one-year</FONT> period. </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"><FONT COLOR="#333333">In
addition to the Approval Meeting, the Contracts Committee (the &#147;Committee&#148;) and the Performance Committee of the Board held a joint meeting on May&nbsp;16, 2022 to discuss materials provided by PIMCO in connection with the Trustees&#146;
review of the Agreements. The annual contract review process also involved multiple discussions and meetings with members of the Committee and the full Committee (the Approval Meeting, together with such discussions and meetings, the &#147;Contract
Renewal Meetings&#148;). Throughout the process, the Independent Trustees received legal advice from independent legal counsel that is experienced in 1940 Act matters and independent of PIMCO (&#147;Independent Counsel&#148;), and with whom they met
separately from PIMCO during the Contract Renewal Meetings. Representatives from PIMCO attended portions of the Contract Renewal Meetings and responded to questions from the Independent Trustees. The Committee also received and reviewed a memorandum
from Independent Counsel regarding the Trustees&#146; responsibilities in considering each Agreement and the fees paid thereunder. </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"><FONT COLOR="#333333">In connection with their deliberations regarding the proposed continuation of the Agreements, the Board, including the Independent Trustees,
considered such information and factors as they believed, in light of the legal advice furnished to them and their own business judgment, to reasonably be necessary to evaluate the terms of the Agreements. The Trustees also considered the nature,
quality and
</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">
extent of the various investment management, administrative and other services performed by PIMCO under the Agreements. </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"><FONT COLOR="#333333">In evaluating each Agreement, the Board, including the Independent
Trustees, reviewed extensive materials provided by PIMCO in response to questions, inclusive of <FONT STYLE="white-space:nowrap">follow-up</FONT> inquiries, submitted by the Independent Trustees and Independent Counsel. The Board also met with
senior representatives of PIMCO regarding its personnel, operations, and estimated profitability as they relate to the Funds. The Trustees also considered the broad range of information relevant to the annual contract review that is provided to the
Board (including its various standing committees) at meetings throughout the year, including reports on investment performance based on net asset value (&#147;NAV&#148;), market value (both absolute and compared against its Broadridge Performance
Universe (as defined below)) and distribution yield, use of leverage (if applicable), information regarding share price premiums and/or discounts, risks, and other portfolio information, including any use of derivatives, as well as periodic reports
on, among other matters, pricing and valuation, quality and cost of portfolio trade execution, compliance, and shareholder and other services provided by PIMCO and its affiliates. To assist with their review, the Trustees reviewed summaries prepared
by PIMCO that analyzed each Fund based on a number of factors, including fees/expenses, performance, distribution yield, and risk-based factors, as of December&nbsp;31, 2021. Additionally, the Trustees considered the impact of significant market
volatility that occurred before, during, and/or after the period for which information was requested in conducting its evaluation of PIMCO. They also considered, among other information, performance based on NAV and market value, investment
objective and strategy, portfolio managers, assets under management, outstanding leverage, share price premium and/or discount information, annual fund operating expenses, total expense ratio and management fee comparisons between each Fund and its
Broadridge Expense Group (as defined below), and estimated profitability to PIMCO from its relationship with each Fund. In considering the Broadridge Performance Universe and Broadridge Expense Group (both as defined below), the Trustees requested
that PIMCO comment on whether the peer funds selected for each Fund by Broadridge Financial Solutions, Inc. (&#147;Broadridge&#148;) provided an appropriate comparison, and if not, whether PIMCO believes another peer group would provide a more
appropriate comparison. </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"><FONT COLOR="#333333">With respect to the Subsidiary
Agreements, the Trustees considered that PDI and PDO utilize their Subsidiaries to execute their investment strategies, and that PIMCO provides investment advisory and administrative services to the Subsidiaries pursuant to the Subsidiary Agreements
in the same manner as it does for PDI and PDO under their Investment Management Agreements. The Trustees also considered that, with respect to each Subsidiary, PIMCO does not collect or retain a separate advisory or other fee from the Subsidiary,
and that PIMCO&#146;s profitability with respect to PDI and PDO is not impacted as a result of
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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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>230</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
the Subsidiary Agreements. The Trustees determined, therefore, that it&nbsp;was appropriate to consider the approval of the Subsidiary Agreements collectively with their consideration of the
Investment Management Agreement. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition to
approving the continuation of each Agreement at the Approval Meeting, the Board noted that it had also approved, at a separate meeting of the Board on March <FONT STYLE="white-space:nowrap">24-25,</FONT> 2022, an immaterial amendment to each
Investment Management Agreement to provide that, by investing in PIMCO Funds: Private Account Portfolio Series &#151; PIMCO Short-Term Floating NAV Portfolio III and/or PIMCO Funds: Private Account Portfolio Series &#151; PIMCO Short Asset
Portfolio, each a series of PIMCO Funds (the &#147;Central Funds&#148;), 0.005% of each Fund&#146;s management fee will be designated as compensation for the investment advisory services PIMCO provides to the Central Funds, as applicable. The
Trustees considered that the Central Funds are offered as cash management vehicles available only to the Funds and other registered investment companies (or series thereof) for which PIMCO serves as investment adviser and that the Central Funds do
not pay an investment advisory fee to PIMCO. The Trustees considered that the fees payable by each Fund pursuant to the amendments will not increase or otherwise change, PIMCO&#146;s level of services to the Funds under the Investment Management
Agreements will not be reduced in any way and that the amendments will have no effect on PIMCO&#146;s profitability with respect to the Funds. </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"><FONT COLOR="#333333">The Trustees&#146; conclusions as to the continuation of each Agreement were based on a comprehensive consideration of all information
provided to the Trustees during the Contract Renewal Meetings and throughout the year and were not the result of any single factor. Some of the factors that figured particularly in the Trustees&#146; deliberations are described below, although
individual Trustees may have evaluated the information presented differently from one another, attributing different weights to various factors. The Trustees evaluated information available to them on a <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> basis, and their determinations were made separately in respect of each Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">Nature, Extent and Quality of Services </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">As part of their review, the Trustees received and considered descriptions of various functions performed by PIMCO for the Funds, such as
portfolio management, compliance monitoring, portfolio trading practices, and oversight of third-party service providers. They also considered information regarding the overall organization and business functions of PIMCO, including, without
limitation, information regarding senior management, portfolio managers and other personnel providing or proposed to provide investment management, administrative, and/or other services, and general corporate ownership and business operations
unrelated to the Funds. The Trustees examined PIMCO&#146;s abilities to provide high-quality investment management 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 services to the Funds, noting PIMCO&#146;s long history and experience in managing <FONT STYLE="white-space:nowrap">closed-end</FONT> funds, such as the Funds, including experience
monitoring discounts and premiums and complying with New York Stock Exchange (NYSE) requirements. Among other information, the Trustees considered the investment philosophy and research and decision-making processes of PIMCO; the breadth of each
Fund&#146;s investment universe; the experience of key advisory personnel of PIMCO responsible for portfolio management of the Funds; information regarding the Funds&#146; use of leverage; the ability of PIMCO to attract and retain capable
personnel; the background and capabilities of the senior management and staff of PIMCO; the general process or philosophy for determining employee compensation; and the operational infrastructure, including technology and systems and cybersecurity
measures, of PIMCO. The Trustees also considered actions taken by PIMCO to manage the impact on each Fund and its portfolio holdings of market volatility during the time periods for which information was provided. </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"><FONT COLOR="#333333">In addition, the Trustees noted the extensive range of services that
PIMCO provides to the Funds beyond investment management services. In this regard, the Trustees reviewed the extent and quality of PIMCO&#146;s services with respect to regulatory compliance and its ability to comply with the investment policies of
the Funds; the compliance programs and risk controls of PIMCO (including the implementation of new policies and programs); the specific contractual obligations of PIMCO pursuant to the Agreements; the nature, extent, and quality of the supervisory
and administrative services PIMCO is responsible for providing to the Funds; PIMCO&#146;s risk management function; the time and resources PIMCO expends monitoring the leverage employed by the Funds; and conditions that might affect PIMCO&#146;s
ability to provide high-quality services to the Funds in the future under the Agreements, including, but not limited to, PIMCO&#146;s financial condition and operational stability. The Trustees also took into account the entrepreneurial and business
risk that PIMCO has undertaken as investment manager and sponsor of the Funds. Specifically, the Trustees considered that PIMCO&#146;s responsibilities include continual management of investment, operational, enterprise, legal, regulatory, and
compliance risks as they relate to the Funds. The Trustees also noted PIMCO&#146;s activities under its contractual obligation to coordinate, oversee and supervise the Funds&#146; various outside service providers, including its negotiation of
certain service providers&#146; fees and its due diligence and evaluation of service providers&#146; infrastructure, cybersecurity programs, compliance programs, and business continuity programs, among other matters. The Trustees also considered
PIMCO&#146;s ongoing development of its own infrastructure and information technology, including its proprietary software and applications, to support the Funds through, among other things, cybersecurity, business continuity planning, and risk
management. </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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>231</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>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</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></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 Trustees concluded that PIMCO&#146;s investment process, research capabilities and
philosophy were well suited to each Fund given its investment objective and policies, that PIMCO would be able to continue to meet any reasonably foreseeable obligations under each Agreement, and that PIMCO would otherwise be able to continue to
provide investment and <FONT STYLE="white-space:nowrap">non-investment</FONT> services to each Fund of an appropriate extent and 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:12pt; font-family:Arial Narrow">Fee and Expense Information </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 assessing the reasonableness of each Fund&#146;s fees and expenses under its Investment Management Agreement, the Trustees requested and
considered, among other information, the Fund&#146;s management fee and its total expenses as a percentage of average net assets attributable to common shares and as a percentage of average total managed assets (including assets attributable both to
common shares and specified leverage outstanding), in comparison to the management fees and other expenses of a group of industry peer funds identified by Broadridge as pursuing investment strategies with classifications/objectives similar to the
Fund (for each Fund, its &#147;Broadridge Expense Group&#148;) as well as of a broader universe of peer funds identified by Broadridge (for each Fund, its &#147;Broadridge Expense Universe&#148;). In each case, the total expense ratio information
was provided both inclusive and exclusive of interest and borrowing expenses. The Fund-specific fee and expense results discussed below were prepared and provided by Broadridge and were not independently verified by the Trustees. The Trustees noted
that only leveraged <FONT STYLE="white-space:nowrap">closed-end</FONT> funds were considered for inclusion in the Broadridge Expense Groups and Broadridge Expense Universes. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Trustees considered information regarding the investment
performance and fees for other funds and accounts managed by PIMCO, if any, including funds and accounts with comparable investment programs and/or principal investment strategies to those of the Funds, as well as certain other funds requested by
the Trustees with broadly similar strategies and/or investment types. The Trustees considered information provided by PIMCO indicating that, in comparison to certain other products managed by PIMCO, including any
<FONT STYLE="white-space:nowrap">open-end</FONT> funds and exchange-traded funds with broadly similar strategies and/or investment types, there are additional portfolio management challenges in managing
<FONT STYLE="white-space:nowrap">closed-end</FONT> funds such as the Funds. For example, the challenges associated with managing <FONT STYLE="white-space:nowrap">closed-end</FONT> funds may include investing in
<FONT STYLE="white-space:nowrap">non-traditional</FONT> and less liquid holdings, a greater use of leverage, issues relating to trading on a national securities exchange and managing a fund&#146;s dividend practices. In addition, the Independent
Trustees considered information provided by PIMCO as to the generally broader and more extensive services provided to the Funds in comparison to those provided to private funds or institutional or separate accounts; the higher demands
</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">
placed on PIMCO to provide considerable shareholder services due to the volume of investors; the greater entrepreneurial, enterprise, and reputational risk in managing registered <FONT
STYLE="white-space:nowrap">closed-end</FONT> funds; and the expenses, and impact on PIMCO, associated with the more extensive regulatory and compliance requirements to which the Funds are subject in comparison to private funds or institutional or
separate accounts. The Trustees were advised by PIMCO that, in light of these additional challenges and additional services, different pricing structures between <FONT STYLE="white-space:nowrap">closed-end</FONT> funds and other products managed by
PIMCO are to be expected, and that comparisons of pricing structures across these products may not always be apt comparisons, even where other products have comparable investment objectives and strategies to those of the Funds. </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"><FONT COLOR="#333333">The Trustees also took into account that the Funds, with the
exception of RCS, pay management fees on assets attributable to types of leverage that they use (such as reverse repurchase agreements), which increases the amount of management fees payable by each Fund under its Investment Management Agreement
(because each Fund&#146;s fees, except those of RCS, are calculated based on total managed assets, including assets attributable to reverse repurchase agreements and/or certain other forms of leverage outstanding). They noted that RCS&#146;s
management fees are based on daily net assets, including net assets attributable to any preferred shares that may be outstanding, but that RCS does not have any preferred shares outstanding. In this regard, the Trustees took into account that PIMCO
has a financial incentive for the Funds to use or continue to use leverage on which management fees are charged, which may create a conflict of interest between PIMCO, on one hand, and the Funds&#146; common shareholders, on the other. Therefore,
the Trustees noted that the total fees paid by each Fund to PIMCO under the Fund&#146;s unified fee arrangement would therefore vary more with increases and decreases in leverage (only with respect to any preferred shares issued by RCS) than under a
<FONT STYLE="white-space:nowrap">non-unified</FONT> fee arrangement, all other things being equal. The Trustees considered information provided by PIMCO and related presentations as to why each Fund&#146;s use of leverage continues to be appropriate
and in the best interests of the respective Fund under current market conditions. The Trustees noted that each quarter they receive information from PIMCO regarding the Funds&#146; use of leverage. The Trustees also considered PIMCO&#146;s
representation that it will use leverage for the Funds solely as it determines to be in the best interests of the Funds from an investment perspective and without regard to the level of compensation PIMCO receives. The Trustees noted that RCS does
not pay fees on assets attributable to the types of leverage that the Fund currently employs. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Trustees noted that, for each of PGP, PDI, and PDO, the contractual and actual management fee rates for the Fund under its unified fee
arrangement were above the median contractual and actual </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>232</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>
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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; ">(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">
management fees of the other funds in their Broadridge Expense Groups, calculated both on average net assets and on average total managed assets. For RCS, the contractual management fee rate for
the Fund under its unified fee arrangement was above the median contractual management fees of the other funds in its Broadridge Expense Group calculated both on average net assets and on average total managed assets, while the actual management fee
rate for the Fund under its unified fee arrangement was above the median actual management fees of the other funds in its Broadridge Expense Group calculated on average total managed assets and below the median actual management fees of the other
funds in its Broadridge Expense Group calculated on average net assets. For PCM, the contractual management fee rate for the Fund under its unified fee arrangement was at the median contractual management fees of the other funds in its Broadridge
Expense Group calculated both on average net assets and on average total managed assets, while the actual management fee rate for the Fund under its unified fee arrangement was above the median actual management fees of the other funds in its
Broadridge Expense Group calculated both on average net assets and on average total managed assets. In this regard, the Trustees took into account that each Fund&#146;s unified fee arrangement covers substantially all of the Fund&#146;s operating
fees and expenses (&#147;Operating Expenses&#148;), and therefore, all other things being equal, would tend to be higher than the contractual management fee rates of other funds in the Broadridge Expense Group, which generally do not have a unified
fee structure and instead incur Operating Expenses directly and in addition to the management fee. The Trustees determined that a comparison of each Fund&#146;s total expense ratio with the total expense ratios of its Broadridge Expense Group would
generally provide more meaningful comparisons than comparing contractual and actual management fee rates in isolation. </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"><FONT COLOR="#333333">In this regard, the Trustees noted PIMCO&#146;s view that the unified fee arrangements have benefited and will continue to benefit common
shareholders because they provide an expense structure (including Operating Expenses) that is essentially fixed for the duration of the contractual period as a percentage of either total managed assets (including assets attributable to preferred
shares and certain other forms of leverage) or net assets (including assets attributable to preferred shares), as applicable, making it more predictable under ordinary circumstances in comparison to other fee and expense structures, under which the
Funds&#146; Operating Expenses (including certain third-party fees and expenses) could vary significantly over time. The Trustees also considered that the unified fee arrangements generally insulate the Funds and common shareholders from increases
in applicable third-party and certain other expenses because PIMCO, rather than the Funds, would bear the risk of such increases (though the Trustees also noted that PIMCO would benefit from any reductions in such expenses).
</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">In addition, the Trustees noted the Board approved the reorganization (the
&#147;Reorganization&#148;) of PIMCO Income Opportunity Fund and PIMCO Dynamic Credit and Mortgage Income Fund with and into PDI, effective as of the close of business on December&nbsp;10, 2021. The Board considered that, in connection with and
contingent upon the Reorganization, it had approved a reduction in the annual management fee rate paid by PDI from 1.15% to 1.10% of PDI&#146;s average daily total managed assets, effective December&nbsp;13, 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:12pt; font-family:Arial Narrow">Performance Information </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">Fund-specific comparative performance results for the Funds reviewed
by the Trustees are discussed below. With respect to investment performance, the Trustees considered information regarding each Fund&#146;s performance based on NAV and market value, as applicable, net of the Fund&#146;s fees and expenses, both on
an absolute basis and relative to the performance of its Broadridge Performance Universe (as defined below). The Trustees requested information provided by Broadridge regarding the investment performance of a broad universe of funds within the same
investment classification/category that Broadridge determined are comparable to those of each Fund (for each Fund, its &#147;Broadridge Performance Universe&#148;). The comparative performance information was prepared and provided by Broadridge and
was not independently verified by the Trustees. The Trustees also considered information regarding the Funds&#146; comparative yields and risk-adjusted returns. The Trustees recognized that the performance data reflects a snapshot of a period as of
a particular date and that selecting a different performance period could produce significantly different results. They further acknowledged that long-term performance could be impacted by even one period of significant outperformance or
underperformance. The Trustees considered information from PIMCO regarding the risks undertaken by each Fund, including the use of leverage, and PIMCO&#146;s management and oversight of the Fund&#146;s risk profile, including in instances where the
Fund outperformed its Broadridge Performance Universe. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In addition, the Trustees considered matters bearing on the Funds and their advisory arrangements at their meetings throughout the year,
including a review of performance data at each regular meeting (by both the Board and its Performance Committee). </FONT></P> <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">Profitability, Economies of Scale, and <FONT STYLE="white-space:nowrap">Fall-out</FONT> Benefits </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 Trustees considered estimated profitability analyses provided by
PIMCO, which included, among other information, (i)&nbsp;PIMCO&#146;s estimated <FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution operating margin for each Fund, as well as PIMCO&#146;s estimated
<FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution operating margin for all of the <FONT STYLE="white-space:nowrap">closed-end</FONT> funds advised by PIMCO, including the Funds (collectively, the &#147;Estimated Margins&#148;), in
each case for the <FONT STYLE="white-space:nowrap">one-year</FONT> period ended December&nbsp;31, 2021; and (ii)&nbsp;a year-over-year
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>233</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</B></FONT></TD>
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<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">
comparison of PIMCO&#146;s Estimated Margins for the <FONT STYLE="white-space:nowrap">one-year</FONT> periods ended December&nbsp;31, 2021 and December&nbsp;31, 2020. The Trustees also took into
account explanations from PIMCO regarding how certain of PIMCO&#146;s corporate and shared expenses were allocated among the Funds and other funds and accounts managed by PIMCO for purposes of developing profitability estimates. Based on the
profitability analyses provided by PIMCO, the Trustees determined, taking into account the various assumptions made, that such profitability did not appear to be excessive. </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"><FONT COLOR="#333333">The Trustees also considered information regarding possible
economies of scale in the operation of the Funds, including in connection with <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offerings conducted by certain Funds. The Trustees noted that the Funds do
not currently have any breakpoints in their management fees. The Trustees considered that, as <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies, the Funds do not continually offer new shares to raise additional assets (as does
a typical <FONT STYLE="white-space:nowrap">open-end</FONT> investment company), but may raise additional assets through <FONT STYLE="white-space:nowrap">follow-on</FONT> offerings (including <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">at-the-market</FONT></FONT> offerings with respect to PDI) and dividend reinvestments and may also experience asset growth through investment performance and/or the increased use of leverage. The Trustees noted
PIMCO&#146;s assertion that it may share the benefits of potential economies of scale, if any, with the Funds and their shareholders in a number of ways, including investing in portfolio and trade operations management, firm technology and
cybersecurity measures, middle and back office support, legal and compliance, and fund administration logistics; senior management supervision and governance of those services; and the enhancement of services provided to the Funds in return for fees
paid. The Trustees also considered that the unified fee arrangements provide inherent economies of scale because a Fund maintains competitive fixed unified fees even if the particular Fund&#146;s assets decline and/or operating costs increase. The
Trustees further considered that, in contrast, breakpoints may be used as a proxy for charging higher fees on lower asset levels and that when a fund&#146;s assets decline, breakpoints may reverse, which causes expense ratios to increase. The
Trustees also considered that, unlike the Funds&#146; unified fee arrangements, funds with &#147;pass through&#148; administrative fee structures may experience increased expense ratios when fixed dollar fees are charged against declining fund
assets. The Trustees also considered that the unified fee arrangements protect shareholders, during the contractual period, from a rise in operating costs that may result from, among other things, PIMCO&#146;s investments in various business
enhancements and infrastructure. The Trustees noted that PIMCO has made extensive investments in these areas. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Additionally, the Trustees considered <FONT STYLE="white-space:nowrap">so-called</FONT>
<FONT STYLE="white-space:nowrap">&#147;fall-out</FONT> benefits&#148; to PIMCO, such as reputational value derived from serving as investment manager to the Funds and research, statistical and quotation services that PIMCO may receive from
broker-dealers executing the Funds&#146; portfolio transactions on an agency basis.
</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"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> Analysis </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">With regard to the investment performance of each Fund and the fees
charged to each Fund, the Board considered the following information. With respect to performance quintile rankings for a Fund compared to its Broadridge Performance Universe, the first quintile represents the highest (best) performance and the
fifth quintile represents the lowest performance. The Board considered each Fund&#146;s performance and fees in light of the limitations inherent in the methodology for determining such comparative groups. </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">PGP </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">With respect to the Fund&#146;s common share total return performance (based on NAV) relative to its respective Broadridge Performance
Universe, the Trustees noted that the Fund had third quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, second quintile performance for the three- and five-year periods and first quintile performance for the <FONT
STYLE="white-space:nowrap">ten-year</FONT> period ended December&nbsp;31, 2021. </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"><FONT COLOR="#333333">The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) was below the median total expense
ratio (including interest and borrowing expenses) calculated on average total managed assets and at the median total expense ratio (including interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense
Group. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) was below the median total expense ratio (including interest and borrowing expenses) calculated on average total managed assets and above
the median total expense ratio (including interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and
borrowing expenses) calculated on both average total managed assets and average net assets was below the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense
Universe. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">PCM </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">With respect to the Fund&#146;s common share total return
performance (based on NAV) relative to its respective Broadridge Performance Universe, the Trustees noted that the Fund had third quintile performance for the <FONT STYLE="white-space:nowrap">one-</FONT> and three-year periods and second quintile
performance for the five- and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2021. </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"><FONT COLOR="#333333">The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average total
managed assets and average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total
expense ratio (excluding interest </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>234</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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and borrowing expenses) was below the median total expense ratio (excluding interest and borrowing expenses) calculated on average total managed assets and above the median total expense ratio
(excluding interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both
average total managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">RCS </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">With respect to the Fund&#146;s common share total return performance (based on NAV) relative to its respective Broadridge Performance
Universe, the Trustees noted that the Fund had second quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, third quintile performance for the three-year period and first quintile performance for the five- and <FONT
STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2021. </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"><FONT COLOR="#333333">The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average total
managed assets and average net assets was below the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total
expense ratio (excluding interest and borrowing expenses) was at the median total expense ratio (excluding interest and borrowing expenses) calculated on average total managed assets and below the median total expense ratio (excluding interest and
borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense Group and Broadridge Expense Universe. </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">PDI </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">With respect to the Fund&#146;s common share total return performance (based on NAV) relative to its respective Broadridge Performance
Universe, the Trustees noted that the Fund had first quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, second quintile performance for the three-year period and first quintile performance for the five-year period
ended December&nbsp;31, 2021. </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"><FONT COLOR="#333333">The Trustees noted that
the Fund&#146;s total expense ratio (including interest and borrowing expenses) was at the median total expense ratio (including interest and borrowing expenses) calculated on average total managed assets and above the median total expense ratio
(including interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both
average total managed assets and average net assets was above the median total expense ratio
</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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(including interest and borrowing expenses) of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing
expenses) was at the median total expense ratio (excluding interest and borrowing expenses) calculated on average total managed assets and above the median total expense ratio (excluding interest and borrowing expenses) calculated on average net
assets of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was above the median
total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">PDO </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">With respect to the Fund&#146;s common share total return performance (based on NAV) relative to its respective Broadridge Performance
Universe, the Trustees noted that the Fund had first quintile performance for the period since inception ended December&nbsp;31, 2021. </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"><FONT COLOR="#333333">The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) was below the median total expense
ratio (including interest and borrowing expenses) calculated on average total managed assets and above the median total expense ratio (including interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense
Group. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) was below the median total expense ratio (including interest and borrowing expenses) calculated on average total managed assets and above
the median total expense ratio (including interest and borrowing expenses) calculated on average net assets of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and
borrowing expenses) was at the median total expense ratio (excluding interest and borrowing expenses) calculated on average total managed assets and above the median total expense ratio (excluding interest and borrowing expenses) calculated on
average net assets of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was above
the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">Conclusion </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">After reviewing these and other factors described herein, the Trustees concluded, with respect to each Fund, within the context of their
overall conclusions regarding the Agreements, and based on the information provided and related representations made by management, and in their business judgment, that they were satisfied with PIMCO&#146;s responses and efforts relating to the
investment </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>ANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>235</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</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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performance of the Funds. The Trustees also concluded that the fees payable under the Agreements represent reasonable compensation in light of the nature, extent, and quality of the services
provided by PIMCO. Based on their evaluation of factors that they deemed to be material, including, but not limited to, those factors described above, the Board, including the Independent Trustees, unanimously concluded that the continuation of the
Agreements was in the interests of each Fund and its shareholders, and should be approved. </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">PAXS </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">At a meeting held on December&nbsp;9, 2021 (the &#147;Approval Meeting&#148;), the Board of Trustees (the &#147;Board&#148; or
&#147;Trustees&#148;) of PIMCO Access Income Fund (the &#147;Fund&#148;), including the Trustees who are not interested persons (as that term is defined in the Investment Company Act of 1940, as amended) of Pacific Investment Management Company LLC
(&#147;PIMCO&#148;) or the Fund (the &#147;Independent Trustees&#148;), formally considered and unanimously approved a proposed Investment Management Agreement between the Fund and PIMCO (the &#147;Investment Management Agreement&#148;) for an
initial term of two years commencing upon the effective date of the Investment Management Agreement.<SUP STYLE="font-size:75%; vertical-align:top">1</SUP> In connection with their consideration of the Investment Management Agreement, the Independent
Trustees also formally considered and unanimously approved a proposed form of Investment Management Agreement between PIMCO and wholly-owned and/or controlled subsidiaries of the Fund that may be formed by the Fund (the &#147;Subsidiary
Agreement&#148; and together with the Investment Management Agreement, the &#147;Agreements&#148;). </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"><FONT COLOR="#333333">On the day of the Approval Meeting, the Contracts Committee (the &#147;Committee&#148;) of the Board held a separate meeting (the
&#147;Committee Meeting&#148;) and formally considered and recommended to the Board the approval of the Agreements. In advance of the Committee Meeting, PIMCO provided materials to the Committee for its consideration of the Agreements in response to
a request from counsel to the Independent Trustees (&#147;Independent Counsel&#148;), as well as other materials and information PIMCO believed would be useful in evaluating the approval of the Agreements. At the Committee Meeting, members of the
Committee, all of whom are Independent Trustees, considered the materials and information provided by PIMCO bearing on the approval of the Agreements. The Committee also received and reviewed a memorandum from Independent Counsel regarding the
Trustees&#146; responsibilities in evaluating the Agreements, which they discussed with Independent Counsel.
</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">Following the Committee Meeting, the Independent Trustees met separately in executive session
with Independent Counsel to review and discuss all relevant information, including, but not limited to, information provided in response to the request from Independent Counsel. In connection with their deliberations regarding the proposed approval
of the Agreements, the Trustees, including the Independent Trustees, considered such information and factors as they believed, in light of the legal advice furnished to them and their own business judgment, to be relevant. The Trustees also
considered the nature, quality and extent of the various investment management, administrative, and other services to be performed by PIMCO under the&nbsp;Agreements. </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"><FONT COLOR="#333333">It was noted that, in connection with the Committee Meeting, the
Trustees relied upon materials provided by PIMCO, which included, among other items, a memorandum provided by PIMCO and numerous exhibits regarding, among other things, (i)&nbsp;the terms of the Agreements; (ii)&nbsp;comparative fee and expense
information and performance information of comparable PIMCO funds, comparable competitor <FONT STYLE="white-space:nowrap">closed-end</FONT> funds and a composite universe of global income funds developed by Broadridge Financial Solutions,
Inc./Lipper Inc. (&#147;Lipper&#148;); (iii) descriptions of various functions proposed to be performed by PIMCO for the Fund, such as portfolio management, compliance monitoring, risk management, internal audit services, pricing, bookkeeping and
monitoring trading activity; (iv)&nbsp;information regarding PIMCO&#146;s compliance policies applicable to the Fund; (v)&nbsp;the estimated costs to PIMCO of providing these services; (vi)&nbsp;information regarding the organization of certain
departments within PIMCO, including information regarding senior management, portfolio managers and other personnel proposed to provide investment management, administrative, compliance and other services to the Fund; (vii)&nbsp;the estimated
profitability of the Agreements to PIMCO; (viii)&nbsp;information regarding potential economies of scale, (ix)&nbsp;information on potential <FONT STYLE="white-space:nowrap">&#147;fall-out&#148;</FONT> benefits to PIMCO; and (x)&nbsp;information
regarding the organizational complexities associated with limited term <FONT STYLE="white-space:nowrap">closed-end</FONT> funds in comparison to other investment products, including traditional <FONT STYLE="white-space:nowrap">closed-end</FONT> and <FONT
STYLE="white-space:nowrap">open-end</FONT> funds. </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"><FONT COLOR="#333333">With
respect to the Subsidiary Agreement, the Trustees considered that the Fund may utilize one or more subsidiaries (each, a &#147;Subsidiary&#148; and, collectively, the &#147;Subsidiaries&#148;) to execute its investment strategy, and that PIMCO would
provide both investment advisory and administrative services to the Subsidiaries pursuant to the Subsidiary Agreement. The Trustees noted that, if PIMCO were to charge a
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
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<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:75%; 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 Board, including a majority of the Independent Trustees, determined to rely on the relief
granted by an exemptive order issued by the U.S. Securities and Exchange Commission (the &#147;<U>SEC</U>&#148;) that permits fund boards to make certain required approvals involving advisory contracts at meetings held by telephone, video
conference, or other similar methods instead of <FONT STYLE="white-space:nowrap">in-person</FONT> in response to the impact of <FONT STYLE="white-space:nowrap">COVID-19</FONT> on investment advisers and funds. The Board, including a majority of the
Independent Trustees, determined that reliance on the exemptive order was necessary and appropriate due to circumstances related to current or potential effects of <FONT STYLE="white-space:nowrap">COVID-19,</FONT> and prior to commencing the
Approval Meeting, the Board confirmed that all Board members could hear each other simultaneously during the meeting. The Board subsequently ratified the actions taken at the Approval Meeting pursuant to the SEC relief at its <FONT
STYLE="white-space:nowrap">in-person</FONT> meeting on June <FONT STYLE="white-space:nowrap">15-16,</FONT> 2022. </FONT></P></TD></TR></TABLE>
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<TD VALIGN="bottom"><B>236</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>
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<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">
management fee to a Subsidiary for tax or other reasons in the future, PIMCO expects that it would waive the full amount of such management fee. The Trustees determined, therefore, that it was
appropriate to consider the approval of the Subsidiary Agreement collectively with their consideration of the Investment Management Agreement. </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"><FONT COLOR="#333333">In addition to approving the Agreements at the Approval Meeting, the Board also approved, at a subsequent meeting of the Board on March <FONT
STYLE="white-space:nowrap">24-25,</FONT> 2022, an immaterial amendment to the Investment Management Agreement to provide that, by investing in PIMCO Funds: Private Account Portfolio Series &#150; PIMCO Short-Term Floating NAV Portfolio III and/or
PIMCO Funds: Private Account Portfolio Series &#150; PIMCO Short Asset Portfolio, each a series of PIMCO Funds (the &#147;Central Funds&#148;), 0.005% of the Fund&#146;s management fee will be designated as compensation for the investment advisory
services PIMCO provides to the Central Funds, as applicable. The Trustees considered that the Central Funds are offered as cash management vehicles available only to the Fund and other registered investment companies (or series thereof) for which
PIMCO serves as investment adviser and that the Central Funds do not pay an investment advisory fee to PIMCO. The Trustees considered that the fees payable by the Fund pursuant to the amendment will not increase or otherwise change, PIMCO&#146;s
level of services to the Fund under the Investment Management Agreement will not be reduced in any way and that the amendment will have no effect on PIMCO&#146;s profitability with respect to the Fund. </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"><FONT COLOR="#333333">The Trustees&#146; conclusions as to the approval of the Agreements
were based on a comprehensive consideration of all information provided to the Trustees and were not the result of any single factor. Some of the factors that figured particularly in the Trustees&#146; deliberations are described below, although
individual Trustees may have evaluated the information presented differently from one another, attributing different weights to various factors. </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">Nature, Extent and Quality of Services </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">As part of their review, the Trustees examined PIMCO&#146;s abilities to provide high-quality investment management and other services to
the Fund. Among other information, the Trustees considered the investment philosophy and research and decision-making processes to be employed by PIMCO; the experience of key advisory personnel of PIMCO who would be responsible for portfolio
management of the Fund; information regarding the Fund&#146;s anticipated use of leverage; the ability of PIMCO to attract and retain capable personnel; the background and capabilities of the senior management and staff of PIMCO; employee
compensation within PIMCO; and the operational structure, including technology and systems, of PIMCO. </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"><FONT COLOR="#333333">In addition, the Trustees noted the extensive range of services that PIMCO will provide to the Fund under the Agreements beyond
</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 management services. In this regard, the Trustees reviewed the extent and quality of PIMCO&#146;s services to be provided with respect to regulatory compliance and ability to comply
with the investment policies of the Fund; the compliance programs and risk controls of PIMCO; the specific contractual obligations of PIMCO pursuant to the Agreements; the nature, extent, and quality of the supervisory and administrative services
that PIMCO will be responsible for providing to or providing for the Fund; PIMCO&#146;s risk management function; and conditions that might affect PIMCO&#146;s ability to provide high-quality services to the Fund in the future under the Agreements,
including, but not limited to, PIMCO&#146;s financial condition and operational stability. The Trustees also took into account the entrepreneurial, business and other risks PIMCO has undertaken as investment manager and sponsor of the Fund for which
it is entitled to reasonable compensation. The Trustees also noted PIMCO&#146;s anticipated activities under its contractual obligation under the Agreements to coordinate, oversee and supervise the Fund&#146;s various outside service providers. They
also considered PIMCO&#146;s ongoing development of its infrastructure and information technology and its ability to support the Fund through, among other things, cybersecurity, business continuity planning, and risk management. Based on the
foregoing, the Trustees concluded that PIMCO&#146;s investment process, research capabilities and philosophy were well suited to the Fund given its investment objectives and policies, and that PIMCO would be able to meet any reasonably foreseeable
obligations under the Agreements. </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"><FONT COLOR="#333333">As part of its
considerations, the Trustees noted any complexities associated with the Fund being an exchange-traded <FONT STYLE="white-space:nowrap">closed-end</FONT> fund with a twelve-year term that could be extended by the Board under certain circumstances.
The Trustees noted that, as set forth more fully in the Fund&#146;s offering documents, prior to the end of the twelve-year term (as may be extended by the Board in certain circumstances), the Board could authorize the Fund to conduct a tender offer
for all of the Fund&#146;s outstanding common shares at net asset value on the expiration date of the tender offer, with PIMCO bearing the expenses of making such a tender offer, and that, if the Fund has at least $200&nbsp;million of net assets
thereafter, the Board could eliminate the Fund&#146;s limited term feature without shareholder approval. The Trustees also noted that PIMCO proposed entering into an Organizational and Offering Expenses Agreement with the Fund, pursuant to which
PIMCO would pay all organizational costs of the Fund and all offering costs of the Fund&#146;s initial public offering (&#147;IPO&#148;), including, without limitation, underwriting and structuring fees, financial advisor commissions, marketing
costs and the costs of legal and audit services incurred by the Fund in connection with the IPO. The Trustees noted PIMCO&#146;s representation that the compensation proposed to be paid to PIMCO under the Investment Management Agreement is not based
on the offering and organizational expenses to be borne by PIMCO. The </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>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;2022</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>237</B></TD></TR></TABLE></DIV>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</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">
Trustees noted that the Board had received information relating to the advisory fees and total expense ratios of comparable funds against which they were able to review the Fund&#146;s proposed
fees. </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"><FONT COLOR="#333333">The Trustees also took into account the proposed
Support Services Agreements between the Fund and PIMCO Investments LLC (&#147;PI&#148;), under which PI would provide shareholder and financial intermediary support, marketing and communications support, support for the Board and its Committees, as
well as provide support (but not underwriting services) for initial public and secondary offerings of the Fund, subject to and in accordance with the terms and conditions of the proposed Support Services Agreement. Under the proposed Support
Services Agreement, PI would provide these services at its own expense, except that the Support Services Agreement authorizes the Fund to reimburse reasonable and documented
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">out-of-pocket</FONT></FONT> expenses related to the offering of its common shares incurred by certain affiliates, or associated persons thereof, and employees of PIMCO, including in
connection with participation in the road show and related activities (&#147;affiliate expenses&#148;). PIMCO clarified that PI will not act as an underwriter in connection with the Fund&#146;s IPO, but that it will provide, pursuant to the Support
Services Agreements, certain marketing support and shareholder services for the Fund, including in connection with the Fund&#146;s IPO. The Trustees also received information from PIMCO and Fund counsel on the structuring fee arrangements that PIMCO
expects to enter into with various underwriters of the Fund&#146;s IPO, which will set forth various fees to be paid by PIMCO (and not the Fund) to certain underwriters in the IPO, in consideration of certain financial advisory services that the
underwriters will provide in connection with the structuring, designing and organizing of the Fund as well as services related to the sale and distribution of the Fund&#146;s 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:12pt; font-family:Arial Narrow">Fee and Expense Information </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 assessing the reasonableness of the Fund&#146;s proposed fees
under the proposed Investment Management Agreement, the Trustees considered, among other information, the Fund&#146;s management fee as a percentage of total managed assets (including any assets attributable to any reverse repurchase agreements,
dollar rolls/buy backs, borrowings and preferred shares that may be outstanding) minus accrued liabilities (other than liabilities representing reverse repurchase agreements, dollar rolls/buy backs, and borrowings) and its estimated total expense
ratio (calculated as a percentage of common share net assets and excluding interest expense) to those of certain comparable funds. </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"><FONT COLOR="#333333">The Trustees noted that PIMCO manages other funds with investment strategies that are similar, but not identical, to the Fund for
comparative purposes. The Trustees noted that PIMCO also identified <FONT STYLE="white-space:nowrap">closed-end</FONT> funds managed by PIMCO and other fund sponsors that have launched since 2019 and comparable competitor <FONT
STYLE="white-space:nowrap">closed-end</FONT> funds. In addition, the Trustees noted that the comparable information also included a universe
</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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of comparable <FONT STYLE="white-space:nowrap">closed-end</FONT> funds, the Lipper Global Income Funds universe, which is the group of funds in which most of the comparable <FONT
STYLE="white-space:nowrap">closed-end</FONT> funds are included by Lipper. The Trustees specifically considered how the Fund was expected to compare to the comparable funds as to management fee rates and total expense ratios. </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"><FONT COLOR="#333333">The fund-specific fee and expense results discussed below were
compiled by PIMCO based on information from Lipper, and were not independently verified by the Trustees. </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"><FONT COLOR="#333333">The Trustees considered the contractual management fee rates (based on total managed assets) charged by PIMCO to other funds it manages with
investment strategies that are similar, but not identical, to the Fund in comparison to the proposed unified management fee of the Fund. The Trustees noted that the proposed contractual management fee rate for the Fund is higher than the contractual
management fee rates charged by the funds PIMCO identified as the most similar to the Fund. In this regard, the Trustees considered PIMCO&#146;s representation that this is to account for the complexity of the Fund&#146;s investable universe,
including its proposed emphasis on private credit and real estate-related investments. The Trustees also considered the required resources and processes at PIMCO from a risk management perspective associated with those investments, including for
increased regulatory and compliance risk monitoring and investment risk management. The Trustees also noted that the proposed contractual and effective management fee rate for the Fund is lower than the contractual and effective management fee rate
charged by an interval fund managed by PIMCO pursuant to a similar investment strategy due to that fund&#146;s interval fund structure, which requires more complex liquidity management. The Trustees also considered the contractual and effective
management fee rates charged by advisers to other competitor <FONT STYLE="white-space:nowrap">closed-end</FONT> funds. The Trustees noted that the Fund&#146;s proposed contractual and effective management fee rate is higher than the average
contractual and effective management fee rate charged to the comparable competitor <FONT STYLE="white-space:nowrap">closed-end</FONT> funds. They considered PIMCO&#146;s explanation of how such funds differed from the Fund, noting the Fund&#146;s
broader and more diversified approach of investing across the global credit landscape, compared to other funds that focus on one particular part of the market. They noted also PIMCO&#146;s representations regarding the Fund&#146;s increased focus on
more complex, less liquid, and/or private securities, whereas most peers tend to focus on more generic, liquid, and/or public parts of the market. </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"><FONT COLOR="#333333">The Trustees took into account that the Fund&#146;s proposed unified management fee arrangement covers substantially all of the Fund&#146;s
other supervisory and administrative services required by the Fund that are typically paid for or incurred by <FONT STYLE="white-space:nowrap">closed-end</FONT> funds directly in addition to a fund&#146;s management fee (such fees and expenses,
&#147;Operating Expenses&#148;). They noted also that the Fund&#146;s proposed unified effective
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>238</B></TD>
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<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></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; ">(Unaudited)</FONT></TD></TR></TABLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
management fee rate was higher than the effective management fee rate of the Lipper Global Income Funds universe, which includes peer funds that generally do not have a unified fee structure and
bear Operating Expenses directly and in addition to the management fee. They recognized, however, that the comparable PIMCO-sponsored funds also have a unified management fee. </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"><FONT COLOR="#333333">In this regard, the Trustees considered PIMCO&#146;s view that the
proposed unified management fee arrangement for the Fund will benefit common shareholders because it will provide a management fee expense structure (including Operating Expenses) that is essentially fixed for the duration of the contractual period
as a percentage of managed assets, including assets attributable to leverage, making it more predictable under ordinary circumstances in comparison to other fee and expense structures, under which a fund&#146;s Operating Expenses (including certain
third-party fees and expenses) could vary significantly over time. The Trustees also considered that the proposed unified fee arrangement would generally insulate the Fund and common shareholders from increases in applicable third-party and certain
other expenses because PIMCO, rather than the Fund, would bear the risk of such increases (though the Trustees also noted that PIMCO would benefit from any reductions in such expenses). </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"><FONT COLOR="#333333">The Trustees noted that, while the Fund would not be charged a
separate administration fee (recognizing that the proposed management fees include a component for supervisory and administrative services under the unified fee arrangement), it was not clear in all cases whether the peer funds in the Lipper Global
Income Funds universe or the comparable funds managed by other advisers were separately charged such a fee by their investment managers, so that the total expense ratio, as opposed to any individual expense component, represented the most relevant
comparison. As such, the Trustees considered that the total expense ratio seems to provide a more apt comparison than management fee expense because the Fund&#146;s proposed unified fee arrangement would cover Operating Expenses that are typically
paid for or incurred by competitor funds directly in addition to their management fees as discussed below. </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"><FONT COLOR="#333333">Among other information, the Trustees considered the estimated gross total expense ratio (calculated as a percentage of common share net
assets and excluding interest expense) of the Fund compared to the gross total expense ratios of the PIMCO-sponsored funds, recognizing that fees for management and administrative services would be included within the total expense ratios. It was
noted that the Fund&#146;s estimated gross total expense ratio is higher than those of the PIMCO-sponsored funds PIMCO identified as most similar to the Fund and the Lipper Global Income Funds universe. The Trustees also noted that the Fund&#146;s
estimated net total expense ratio is higher than the comparable competitor <FONT STYLE="white-space:nowrap">closed-end</FONT> funds. In this regard, the Board considered
</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">
Management&#146;s representation that this is generally due to Management&#146;s intended and historically greater use of leverage within certain investment strategies that it manages. The Board
noted PIMCO&#146;s representations that this approach allows a fund to increase yield and return potential while still focusing on higher quality securities and not having to take increased credit risk. </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"><FONT COLOR="#333333">The Trustees also took into account that the Fund would pay
management fees on assets attributable to certain types of leverage that it will use (such as reverse repurchase agreements) under the Investment Management Agreement because the Fund&#146;s fees are calculated based on total managed assets
(including any assets attributable to any reverse repurchase agreements, dollar rolls/buy backs, borrowings and preferred shares that may be outstanding, if any) minus accrued liabilities (other than liabilities representing reverse repurchase
agreements, dollar rolls/buy backs and borrowings). In this regard, the Trustees took into account that PIMCO has a financial incentive for the Fund to utilize reverse repurchase agreements, dollar rolls/buy backs, borrowings, preferred shares
and/or certain other forms of leverage on which management fees would be paid, which may create a conflict of interest between PIMCO, on one hand, and the Fund&#146;s common shareholders, on the other. The Trustees further noted that this incentive
may be greater under the proposed unitary management fee arrangement because the Fund&#146;s contractual management fee rate under the unitary fee arrangement is higher than it otherwise would be if it did not cover the Fund&#146;s Operating
Expenses. Therefore, the total fees paid by the Fund to PIMCO under the proposed unitary fee arrangement would vary more with increases and decreases in applicable leverage incurred by the Fund than under a
<FONT STYLE="white-space:nowrap">non-unitary</FONT> fee arrangement, all other things being equal. In this regard, the Trustees took into account assurances from PIMCO that it will use leverage for the Fund solely as it determines such use to be in
the best interest of the Fund from an investment perspective and without regard to the level of compensation PIMCO receives. </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">Profitability, Economies of Scale, Performance Information and <FONT STYLE="white-space:nowrap">Fall-out</FONT> Benefits </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 Trustees also considered estimated profitability analyses
provided by PIMCO for the Fund&#146;s first two years of operations, which included, among other information, PIMCO&#146;s estimated <FONT STYLE="white-space:nowrap">pre-distribution</FONT> advisory profit margin for the Fund and PIMCO&#146;s
estimated <FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution profitability analyses under various scenarios depending on the size of the Fund&#146;s IPO. The Trustees considered that estimated profitability was based, in part, on
average managed assets, which reflect the estimated assets upon which management fees will be assessed, including forms of leverage expected to be utilized by the Fund. The Trustees also took into account explanations from PIMCO regarding how
certain corporate and shared expenses had been </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>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>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2022</TD>
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<TD VALIGN="top" ALIGN="right"><B>239</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Approval&nbsp;of&nbsp;Investment&nbsp;Management&nbsp;Agreement</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; ">(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">
allocated among the Fund and other funds and accounts managed by PIMCO for purposes of developing profitability estimates. The Trustees noted that the profitability estimates had taken into
account organizational and offering costs payable by PIMCO (exclusive of upfront structuring fees and other compensation to be paid by PIMCO to underwriters in the IPO), in estimating PIMCO&#146;s
<FONT STYLE="white-space:nowrap">pre-distribution</FONT> profitability, based on advice from counsel to the Fund that such an approach is reasonable. The Trustees also took into account PIMCO&#146;s estimated post-distribution profitability from the
Fund, which, among other distribution expenses, factored in the amortization of estimated upfront structuring fees to be paid by PIMCO over the expected twelve-year term of the Fund. Based on the profitability analyses provided by PIMCO, the
Trustees determined, taking into account the various assumptions made, that such projected profitability did not appear to be excessive. </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"><FONT COLOR="#333333">The Trustees also took into account that PIMCO is not proposing that the Fund have any breakpoints in its management fees. The Trustees
considered that, as a <FONT STYLE="white-space:nowrap">closed-end</FONT> investment company, the Fund likely would not continually offer new shares to raise additional assets (as does a typical <FONT STYLE="white-space:nowrap">open-end</FONT>
investment company), but may experience asset growth through investment performance and/or the increased use of leverage. The Trustees also considered that the proposed unified fee arrangement provides investors with additional stability and
increased fee certainty during the contractual period. The Trustees noted that, to the extent PIMCO may achieve economies of scale relating to the Fund, it may share the benefits of such economies of scale with the Fund through, for example,
enhancements to investment practices and operations and increasing levels of services to the Fund and its shareholders. The Trustees also considered that PIMCO&#146;s proposed management fee rate for the Fund permits shareholders to immediately
benefit from future economies of scale (if any are achieved, especially in light of the fact that Fund assets likely will not grow following the Fund&#146;s IPO except for any growth resulting from positive performance by nature of the Fund being a <FONT
STYLE="white-space:nowrap">closed-end</FONT> fund or by a <FONT STYLE="white-space:nowrap">follow-on</FONT> <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering) by paying lower fees based on future,
expected assets and that expenses related to operating a registered fund generally increase over time. </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"><FONT COLOR="#333333">The Trustees also considered that the proposed unified fee arrangement protects shareholders from a rise in Operating Expenses that may
result from, including, among other things, PIMCO&#146;s investments in various business enhancements and infrastructure. The Trustees noted that PIMCO has made extensive investments in these areas. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Trustees also reviewed, among other information, information
showing historical performance (based on net asset value and net of fees) of the comparable funds for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year, five-year
</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 <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended September&nbsp;30, 2021, where applicable, and noted that, because it is newly organized, the Fund did not have any performance
history of its own. </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"><FONT COLOR="#333333">Additionally, the Trustees
considered <FONT STYLE="white-space:nowrap">so-called</FONT> <FONT STYLE="white-space:nowrap">&#147;fall-out</FONT> benefits&#148; to PIMCO, such as reputational value derived from serving as investment manager to the Fund, leverage when negotiating
with service providers, and research, statistical and quotation services, if any, PIMCO may receive from broker-dealers executing the Fund&#146;s portfolio transactions on an agency basis. </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">Conclusion </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">After reviewing and considering these and other factors described herein, the Trustees concluded, in their business judgment, within the
context of their overall conclusions regarding the Agreements and based on information provided and related representations made by PIMCO, that they were satisfied that fees payable under the Agreements represent reasonable compensation in light of
the nature, extent and quality of services to be provided by PIMCO, as the case may be, and that, based on the information provided by PIMCO and taking into account the various assumptions made, the profitability of PIMCO did not appear to be
excessive under the Agreements. Based on their evaluation of factors that they deemed to be material, including, but not limited to, those factors described above, the Trustees, including the Independent Trustees, unanimously concluded that the
terms of the Agreements are fair and reasonable to the Fund, that the approval of the Agreements was in the interest of the Fund and its prospective shareholders, and that the Agreements should be approved for an initial term of two years commencing
upon their respective effective dates. </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>240</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx296860_29"></A>Privacy&nbsp;Policy<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></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><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 Funds<SUP STYLE="font-size:75%; vertical-align:top">2,3</SUP> consider customer privacy
to be a fundamental aspect of their relationships with shareholders and are committed to maintaining the confidentiality, integrity and security of their current, prospective and former shareholders&#146;
<FONT STYLE="white-space:nowrap">non-public</FONT> personal information. The Funds have developed policies that are designed to protect this confidentiality, while allowing shareholder needs to be served. </FONT></P>
<P STYLE="margin-top: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">OBTAINING <FONT STYLE="white-space:nowrap">NON-PUBLIC</FONT> PERSONAL
INFORMATION </FONT></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 the course of providing shareholders with
products and services, the Funds and certain service providers to the Funds, such as the Funds&#146; investment advisers or <FONT STYLE="white-space:nowrap">sub-advisers</FONT> (&#147;Advisers&#148;), may obtain
<FONT STYLE="white-space:nowrap">non-public</FONT> personal information about shareholders, which may come from sources such as account applications and other forms, from other written, electronic or verbal correspondence, from shareholder
transactions, from a shareholder&#146;s brokerage or financial advisory firm, financial professional or consultant, and/or from information captured on applicable websites. </FONT></P>
<P STYLE="margin-top: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">RESPECTING YOUR PRIVACY </FONT></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">As a matter of policy, the Funds do not disclose any <FONT
STYLE="white-space:nowrap">non-public</FONT> personal information provided by shareholders or gathered by the Funds to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties, except as required or permitted by law or as necessary for
such third parties to perform their agreements with respect to the Funds. As is common in the industry, <FONT STYLE="white-space:nowrap">non-affiliated</FONT> companies may from time to time be used to provide certain services, such as preparing and
mailing prospectuses, reports, account statements and other information, conducting research on shareholder satisfaction and gathering shareholder proxies. The Funds or their affiliates may also retain
<FONT STYLE="white-space:nowrap">non-affiliated</FONT> companies to market Fund shares or products which use Fund shares and enter into joint marketing arrangements with them and other companies. These companies may have access to a
shareholder&#146;s personal and account information, but are permitted to use this information solely to provide the specific service or as otherwise permitted by law. In most cases, the shareholders will be clients of a third party, but the Funds
may also provide a shareholder&#146;s personal and account information to the shareholder&#146;s respective brokerage or financial advisory firm and/or financial professional or consultant. </FONT></P>
<P STYLE="margin-top: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">SHARING INFORMATION WITH THIRD PARTIES </FONT></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 reserve the right to disclose or report personal or
account information to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties in limited circumstances where the Funds believe in good faith that disclosure is required under law, to cooperate with regulators or law enforcement
authorities, to protect their rights or property, or upon reasonable request by any Fund in which a shareholder has invested. In addition, the Funds may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
disclose information about a shareholder or a shareholder&#146;s accounts to a <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third party at the shareholder&#146;s request or with the
consent of the shareholder. </FONT></P> <P STYLE="margin-top: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">SHARING INFORMATION WITH
AFFILIATES </FONT></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 share shareholder information
with their affiliates in connection with servicing shareholders&#146; accounts, and subject to applicable law may provide shareholders with information about products and services that the Funds or their Advisers, distributors or their affiliates
(&#147;Service Affiliates&#148;) believe may be of interest to such shareholders. The information that the Funds may share may include, for example, a shareholder&#146;s participation in the Funds or in other investment programs sponsored by a
Service Affiliate, a shareholder&#146;s ownership of certain types of accounts (such as IRAs), information about the Funds&#146; experiences or transactions with a shareholder, information captured on applicable websites, or other data about a
shareholder&#146;s accounts, subject to applicable law. The Funds&#146; Service Affiliates, in turn, are not permitted to share shareholder information with <FONT STYLE="white-space:nowrap">non-affiliated</FONT> entities, except as required or
permitted by law. </FONT></P> <P STYLE="margin-top: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">PROCEDURES TO SAFEGUARD PRIVATE
INFORMATION </FONT></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 take seriously the obligation to
safeguard shareholder <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. In addition to this policy, the Funds have implemented procedures that are designed to restrict access to a shareholder&#146;s <FONT
STYLE="white-space:nowrap">non-public</FONT> personal information to internal personnel who need to know that information to perform their jobs, such as servicing shareholder accounts or notifying shareholders of new products or services. Physical,
electronic and procedural safeguards are in place to guard a shareholder&#146;s <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. </FONT></P> <P STYLE="margin-top: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">INFORMATION COLLECTED FROM WEBSITES </FONT></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 or their service providers and partners may collect information from shareholders via websites they maintain. The information
collected via websites maintained by the Funds or their service providers includes client <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. </FONT></P> <P STYLE="margin-top: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 TO THE PRIVACY POLICY </FONT></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">From time to time, the Funds may update or revise this privacy policy. If there are changes to the terms of this privacy policy, documents
containing the revised policy on the relevant website will be updated. </FONT></P> <P STYLE="margin-top: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"><SUP STYLE="font-size:75%; vertical-align:top">1 </SUP>Amended as of June&nbsp;25, 2020. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><SUP
STYLE="font-size:75%; vertical-align:top">2 </SUP>PIMCO Investments LLC (&#147;PI&#148;) serves as the Funds&#146; distributor and does not provide brokerage services or any financial advice to investors in the Funds solely because it distributes
the Funds. This Privacy Policy applies to the activities of PI to the extent that PI regularly effects or engages in transactions with or for a shareholder of a series of a Trust who is the record owner of such shares. For purposes of this Privacy
Policy, references to &#147;the Funds&#148; shall include PI when acting in this capacity. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><SUP
STYLE="font-size:75%; vertical-align:top">3</SUP> When distributing this Policy, a Fund may combine the distribution with any similar distribution of its investment adviser&#146;s privacy policy. The distributed, combined, policy may be written in
the first person (<I>i.e.</I> by using &#147;we&#148; instead of &#147;the Funds&#148;). </FONT></P></div><div style="clear:both; height: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>ANNUAL&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">JUNE&nbsp;30,&nbsp;2022</TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top: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>

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<IMG SRC="g296860g75h91.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">CEF3010AR_063022 </P>

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<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;2.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Code of Ethics. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">As of the end of the period covered by this report, the Registrant has adopted a code of ethics (the &#147;Code&#148;) that applies to the
Registrant&#146;s principal executive officer and principal financial officer. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code to the principal executive officer or principal financial officer
during the period covered by this report. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">A copy of the Code is included as an exhibit to this report. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;3.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Audit Committee Financial Expert. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">The Board of Trustees has determined that Joseph B. Kittredge, Jr., who serves on the Board&#146;s Audit Oversight Committee, qualifies as an
&#147;audit committee financial expert&#148; as such term is defined in the instructions to this Item 3. The Board has also determined that Mr.&nbsp;Kittredge is &#147;independent&#148; as such term is interpreted under this Item 3. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;4.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Principal Accountant Fees and Services. </B></P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(a)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><U>Audit Fees</U></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2022</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ 56,615</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2021</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ 69,211</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">(b)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year
Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>Audit-Related Fees</U><SUP
STYLE="font-size:75%; vertical-align:top">(1)</SUP></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2022</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2021</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">(c)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year
Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>Tax Fees</U>
<SUP STYLE="font-size:75%; vertical-align:top">(2)</SUP></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;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2022</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2021</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">(d)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year
Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>All Other Fees</U>
<SUP STYLE="font-size:75%; vertical-align:top">(3)</SUP></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2022</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2021</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$ &#151;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit Fees&#148; represents fees billed for each of the last two fiscal years for professional services
rendered for the audit and review of the Registrant&#146;s annual financial statements for those fiscal years or services that are normally provided by the accountant in connection with statutory or regulatory filings or engagements for those fiscal
years. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit-Related Fees&#148; represents fees billed for each of the last two fiscal years for assurance and related services
that are reasonably related to the performance of the audit or review of the Registrant&#146;s financial statements, but not reported under &#147;Audit Fees&#148; above, and that include accounting consultations, agreed-upon procedure reports
(inclusive of annual review of basic maintenance testing associated with the Preferred Shares), attestation reports and comfort letters for those fiscal years. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Tax Fees&#148; represents fees billed for each of the last two fiscal years for professional services related to tax compliance, tax
advice and tax planning, including services relating to the filing or amendment of federal, state or local income tax returns, regulated investment company qualification reviews, and tax distribution and analysis reviews. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;All Other Fees&#148; represents fees, if any, billed for other products and services rendered by the principal accountant to the
Registrant other than those reported above under &#147;Audit Fees,&#148; &#147;Audit-Related Fees&#148; and &#147;Tax Fees&#148; for the last two fiscal years. </P> <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;margin-left:14%;border-bottom:1px solid #000000; width:7%">&nbsp;</P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:75%; vertical-align:top">(1) </SUP>There were no &#147;Audit-Related
Fees&#148; for the last two fiscal years. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:75%; vertical-align:top">(2) </SUP>There were no &#147;Tax Fees&#148; for
the last two fiscal years. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:75%; vertical-align:top">(3) </SUP>There were no &#147;All Other Fees&#148; for the last
two fiscal years. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(e)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify"><FONT STYLE="white-space:nowrap">Pre-approval</FONT> policies and procedures </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">(1) The Registrant&#146;s Audit Oversight Committee has adopted <FONT STYLE="white-space:nowrap">pre-approval</FONT> policies and procedures
(the &#147;Procedures&#148;) to govern the Audit Oversight Committee&#146;s <FONT STYLE="white-space:nowrap">pre-approval</FONT> of (i)&nbsp;all audit services and permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided
to the Registrant by its independent accountant, and (ii)&nbsp;all permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided by such independent accountant to the Registrant&#146;s investment adviser and to any entity
controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Registrant (collectively, the &#147;Service Affiliates&#148;) if the services provided directly relate to the Registrant&#146;s
operations and financial reporting. In accordance with the Procedures, the Audit Oversight Committee is responsible for the engagement of the independent accountant to certify the Registrant&#146;s financial statements for each fiscal year. With
respect to the <FONT STYLE="white-space:nowrap">pre-approval</FONT> of <FONT STYLE="white-space:nowrap">non-audit</FONT> services provided to the Registrant and its Service Affiliates, the Procedures provide that the Audit Oversight Committee may
annually <FONT STYLE="white-space:nowrap">pre-approve</FONT> a list of types or categories of <FONT STYLE="white-space:nowrap">non-audit</FONT> services that may be provided to the Registrant or its Service Affiliates, or the Audit Oversight
Committee may <FONT STYLE="white-space:nowrap">pre-approve</FONT> such services on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">project-by-project</FONT></FONT> basis as they arise. Unless a type of service has received
general <FONT STYLE="white-space:nowrap">pre-approval,</FONT> it will require specific <FONT STYLE="white-space:nowrap">pre-approval</FONT> by the Audit Oversight Committee if it is to be provided by the independent accountant. The Procedures also
permit the Audit Oversight Committee to delegate authority to one or more of its members to <FONT STYLE="white-space:nowrap">pre-approve</FONT> any proposed <FONT STYLE="white-space:nowrap">non-audit</FONT> services that have not been previously <FONT
STYLE="white-space:nowrap">pre-approved</FONT> by the Audit Oversight Committee, subject to the ratification by the full Audit Oversight Committee no later than its next scheduled meeting. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">(2) With respect to the services described in paragraphs (b)&nbsp;through (d) of this Item 4, no amount was approved by the Audit Oversight
Committee pursuant to paragraph (c)(7)(i)(C) of Rule <FONT STYLE="white-space:nowrap">2-01</FONT> of Regulation <FONT STYLE="white-space:nowrap">S-X.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(f)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">Not applicable. </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="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(g)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify"></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="86%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

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

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center"><FONT STYLE="white-space:nowrap">Aggregate&nbsp;Non-Audit&nbsp;Fees&nbsp;Billed&nbsp;to&nbsp;Entity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD COLSPAN="5" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center">Entity</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">June&nbsp;30, 2022</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">June&nbsp;30, 2021</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="4" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD 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:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;Pacific Investment Management Company LLC (&#147;PIMCO&#148;)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">13,128,802</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">15,411,504</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD COLSPAN="5" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;Totals</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">13,128,802</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">15,411,504</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE></DIV> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(h)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The Registrant&#146;s Audit Oversight Committee has considered whether the provision of <FONT
STYLE="white-space:nowrap">non-audit</FONT> services that were rendered to the Registrant&#146;s investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the
Registrant which were not <FONT STYLE="white-space:nowrap">pre-approved</FONT> (not requiring <FONT STYLE="white-space:nowrap">pre-approval)</FONT> is compatible with maintaining the principal accountant&#146;s independence. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(i)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">Not applicable. </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="10%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(j)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">Not applicable. </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="10%" 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:10%; font-size:10pt; font-family:Times New Roman">The Registrant has a separately-designated standing audit committee (known as the Audit Oversight Committee) established in accordance with
Section&nbsp;3(a)(58)(A) of the Securities Exchange Act of 1934, as amended. The Audit Oversight Committee is comprised of: </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">Sarah E.
Cogan </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">Deborah A. DeCotis </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">Joseph B. Kittredge, Jr. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">William B. Ogden, IV </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Alan Rappaport </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">E. Grace Vandecruze </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;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:10%; font-size:10pt; font-family:Times New Roman">The information required by this Item 6 is included as part of the annual report to shareholders filed under Item 1 of this Form <FONT
STYLE="white-space:nowrap">N-CSR.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD WIDTH="10%" 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:10%; font-size:10pt; font-family:Times New Roman">Policy Statement: PIMCO adopted a written proxy voting policy (&#147;Proxy Policy&#148;) as required by Rule <FONT
STYLE="white-space:nowrap">206(4)-6</FONT> under the Advisers Act. The Proxy Policy is intended to foster PIMCO&#146;s compliance with its fiduciary obligations and applicable law. The Proxy Policy applies to any voting or consent rights with
respect to securities held in accounts over which PIMCO has discretionary voting authority. The Proxy Policy is designed in a manner reasonably expected to ensure that voting and consent rights are exercised in the best interests of PIMCO&#146;s
clients. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">Overview: As a general matter, PIMCO will adhere to its fiduciary obligations for any proxies it has the authority to vote on
behalf of its clients. Each proxy is voted on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT> basis, taking into account relevant facts and circumstances. When considering client proxies<SUP
STYLE="font-size:75%; vertical-align:top">1</SUP>, PIMCO may determine not to vote a proxy in limited circumstances. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">Equity Securities.<SUP
STYLE="font-size:75%; vertical-align:top"> 2</SUP> PIMCO has retained an Industry Service Provider (&#147;ISP&#148;)<SUP STYLE="font-size:75%; vertical-align:top"> 3</SUP> to provide research and voting recommendations for proxies relating to Equity
Securities in accordance with the ISP&#146;s guidelines. By following the guidelines of an independent third party, PIMCO seeks to mitigate potential conflicts of interest PIMCO may have with respect to proxies covered by the ISP. PIMCO will follow
the recommendations of the ISP unless: (i)&nbsp;the ISP does not provide a voting recommendation; or (ii)&nbsp;a PM/Analyst decides to override the ISP&#146;s voting recommendation. In each case as described above, the Legal and Compliance
department will review the proxy to determine whether an actual or potential conflict of interest exists. When the ISP does not provide a voting recommendation, the relevant PM/Analyst will make a determination regarding how, or if, the proxy will
be voted by completing required documentation. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">Fixed Income Securities. Fixed income securities can be processed as proxy ballots or
corporate action-consents<SUP STYLE="font-size:75%; vertical-align:top">4</SUP> at the discretion of the issuer/ custodian. When processed as proxy ballots, the ISP generally does not provide a voting recommendation and their role is limited to
election processing and recordkeeping. In such instances, any elections would follow the standard process discussed above for Equity Securities.&nbsp;&nbsp;&nbsp;&nbsp;When processed as corporate action-consents, the Legal and Compliance department
will review all election forms to determine whether an actual or potential conflict of interest exists with respect to the PM&#146;s consent election. PIMCO&#146;s Credit Research and Portfolio Management Groups are responsible for issuing
recommendations on how to vote proxy ballots and corporation action-consents with respect to fixed income securities. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">Resolution of
potential/identified conflicts of interest. The Proxy Policy permits PIMCO to seek to resolve material conflicts of interest by pursuing any one of several courses of action. With respect to material conflicts of interest between PIMCO and a client
account, the Proxy Policy permits PIMCO to either: (i)&nbsp;convene a working group to assess and resolve the conflict (the &#147;Proxy Working Group&#148;); or (ii)&nbsp;vote in accordance with protocols previously established by the Proxy Policy,
the Proxy Working Group and/or other relevant procedures approved by PIMCO&#146;s Legal and Compliance department or PIMCO&#146;s Conflict Committee with respect to specific types of conflicts. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO will supervise and periodically review its proxy voting activities and the implementation of the Proxy Policy.
PIMCO&#146;s Proxy Policy, and information about how PIMCO voted a client&#146;s proxies, is available upon request. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">ISP Oversight:
Consistent with its fiduciary obligations, PIMCO will perform periodic due diligence and oversight of ISP&#146;s engaged to provide PIMCO with proxy voting research and recommendations. PIMCO&#146;s due diligence and oversight process includes, but
is not limited to, the evaluation of: the ISP&#146;s capacity and competency to provide proxy voting research and recommendations<SUP STYLE="font-size:75%; vertical-align:top">5</SUP> and the ISP&#146;s compliance program. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> Engagement: As an investment manager, PIMCO may exercise its discretion to engage a <FONT
STYLE="white-space:nowrap">Sub-Adviser</FONT> to provide portfolio management services to certain PIMCO-affiliated Funds. Consistent with its management responsibilities, the <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> will assume the
authority for voting proxies on behalf of PIMCO for these Funds. <FONT STYLE="white-space:nowrap">Sub-Advisers</FONT> may utilize third parties to perform certain services related to their portfolio management responsibilities. As a fiduciary, PIMCO
will maintain oversight of the investment management responsibilities (which may include proxy voting) performed by the <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> and </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">
contracted third parties. </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;margin-left:10%;border-bottom:1px solid #000000; width:31%">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">1</SUP>Proxies generally describe corporate action consent rights (relative to
fixed income securities) and proxy voting ballots (relative to fixed income or equity securities) as determined by the issuer or custodian. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">2 </SUP>The term &#147;Equity Securities&#148; means common and preferred
stock, including common and preferred shares issued by investment companies; it does not include debt securities convertible into equity securities. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">3</SUP> The ISP for Equity Securities proxy voting is Institutional Shareholder
Services (&#147;ISS&#148;), Inc., 1177 Avenue of the Americas 2<SUP STYLE="font-size:75%; vertical-align:top">nd </SUP>Floor, New York NY 10036. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">4 </SUP>Voting or consent rights shall not include matters which are primarily
decisions to buy or sell investments, such as tender offers, exchange offers, conversions, put options, redemptions, and Dutch auctions. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">5</SUP> This includes the adequacy and quality of the ISP&#146;s operational
infrastructure as it relates to its process for seeking timely input from issuers and its voting methodologies. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;8.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Portfolio Managers of Closed-End Management Investment Companies. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">(a)(1)&nbsp;&nbsp;&nbsp;&nbsp; </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">As of September&nbsp;1, 2022, the following individuals have primary responsibility for the <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the PIMCO Strategic Income Fund, Inc. (the &#147;Fund&#148;): </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B>Daniel J. Ivascyn </B>- Mr.&nbsp;Ivascyn has been the lead portfolio manager of the Fund since May 2002. Mr.&nbsp;Ivascyn
is Group Chief Investment Officer and a managing director in the Newport Beach office. Prior to joining PIMCO in 1998, he worked at Bear Stearns in the asset-backed securities group, as well as T. Rowe Price and Fidelity Investments. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B>Daniel H. Hyman - </B>Mr.&nbsp;Hyman has been a portfolio manager of the Fund since June 2012. Mr.&nbsp;Hyman is an
executive vice president in the Newport Beach office. Mr.&nbsp;Hyman is a portfolio manager focusing on mortgage-backed securities and derivatives. Prior to joining PIMCO in 2008, he was a vice president at Credit Suisse where he traded Agency
pass-throughs. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">(a)(2)&nbsp;&nbsp;&nbsp;&nbsp; </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The following summarizes information regarding each of the accounts, excluding the Fund, managed by the Portfolio Managers as
of June&nbsp;30, 2022, including accounts managed by a team, committee, or other group that includes a Portfolio Manager. Unless mentioned otherwise, the advisory fee charged for managing each of the accounts listed below is not based on
performance. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
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<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="8%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="7%"></TD>

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


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">Registered&nbsp;Investment Companies</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">Other&nbsp;Pooled&nbsp;Investment Vehicles</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-right:2pt">Other&nbsp;Accounts</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Portfolio Manager</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>

<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">AUM($million)&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">AUM($million)&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">AUM($million)&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Daniel J. Ivascyn<SUP STYLE="font-size:75%; vertical-align:top">1</SUP></B></P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">19</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">$163,513.04</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000">20</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">$83,564.87</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">8</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">$2,604.04</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" NOWRAP STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Daniel H. Hyman<SUP
STYLE="font-size:75%; vertical-align:top">2 </SUP></B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">7</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">$13,485.28</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">10</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">$3,478.44</TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">29</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">$84,504.95</TD></TR>
</TABLE></DIV> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">1</SUP> Of these Other Pooled Investment
Vehicles, <U>&nbsp;&nbsp;9&nbsp;&nbsp; </U>accounts totaling <U>$17,222.64</U><U></U>&nbsp;million in assets pay an advisory fee that is based in part on the performance of the accounts. Of these Other Accounts, <U></U><U>&nbsp;&nbsp;1&nbsp;&nbsp;
</U>account totaling <U>$286.90</U><U></U>&nbsp;million in assets pays an advisory fee that is based in part on the performance of the accounts. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">2 </SUP>Of these Other Pooled Investment Vehicles,
<U>&nbsp;&nbsp;</U><U>2</U><U>&nbsp;&nbsp;</U>accounts totaling <U>$6.01</U><U></U>&nbsp;million in assets pays an advisory fee that is based in part on the performance of the accounts. Of these Other Accounts,
<U>&nbsp;&nbsp;3</U><U>&nbsp;&nbsp;</U> accounts totaling <U>$6,184.26</U>&nbsp;million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, potential and actual conflicts of interest may arise between a portfolio manager&#146;s
management of the investments of the Fund, on the one hand, and the management of other accounts, on the other. Potential and actual conflicts of interest may also arise as a result of PIMCO&#146;s other business activities and PIMCO&#146;s
possession of material <FONT STYLE="white-space:nowrap">non-public</FONT> information about an issuer. Other accounts managed by a portfolio manager might have similar investment objectives or strategies as the Fund, track the same index as the Fund
or otherwise hold, purchase, or sell securities that are eligible to be held, purchased or sold by the Fund. The other accounts might also have different investment objectives or strategies than the Fund. Potential and actual conflicts of interest
may also arise as a result of PIMCO serving as investment adviser to accounts that invest in the Fund. In this case, such conflicts of interest could in theory give rise to incentives for PIMCO to, </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">
among other things, vote proxies of the Fund in a manner beneficial to the investing account but detrimental to the Fund. Conversely, PIMCO&#146;s duties to the Fund, as well as regulatory or
other limitations applicable to the Fund, may affect the courses of action available to PIMCO-advised accounts (including certain funds) that invest in the Fund in a manner that is detrimental to such investing accounts. In addition, regulatory
restrictions, actual or potential conflicts of interest or other considerations may cause PIMCO to restrict or prohibit participation in certain investments. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Because PIMCO is affiliated with Allianz SE, a large multi-national financial institution, conflicts similar
to those described below may occur between the Fund and other accounts managed by PIMCO and PIMCO&#146;s affiliates or accounts managed by those affiliates. Those affiliates (or their clients), which generally operate autonomously from PIMCO, may
take actions that are adverse to the Fund or other accounts managed by PIMCO. In many cases, PIMCO will not be in a position to mitigate those actions or address those conflicts, which could adversely affect the performance of the Fund or other
accounts managed by PIMCO. In addition, because certain Clients (as defined below) are affiliates of PIMCO or have investors who are affiliates or employees of PIMCO, PIMCO may have incentives to resolve conflicts of interest in favor of these
Clients over other Clients. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Knowledge and Timing of Fund Trades. A potential conflict of interest may
arise as a result of the portfolio manager&#146;s <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the Fund. Because of their positions with the Fund, the portfolio managers know the size,
timing and possible market impact of the Fund&#146;s trades. It is theoretically possible that the portfolio managers could use this information to the advantage of other accounts they manage and to the possible detriment of the Fund. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Investment Opportunities. A potential conflict of interest may arise as a result of the portfolio
manager&#146;s management of a number of accounts with varying investment guidelines. Often, an investment opportunity may be suitable for both the Fund and other accounts managed by PIMCO (each, a &#147;Client,&#148; and collectively, the
&#147;Clients&#148;), but may not be available in sufficient quantities for both the Fund and other Clients to participate fully. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the Fund not receiving
securities that may otherwise be appropriate for it. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the Fund not receiving securities that may otherwise be appropriate for it. Similarly, there may be
limited opportunity to sell an investment held by the Fund and another account. PIMCO has adopted policies and procedures reasonably designed to allocate investment opportunities on a fair and equitable basis over time. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under PIMCO&#146;s allocation procedures, investment opportunities are allocated among various investment
strategies based on individual account investment guidelines and PIMCO&#146;s investment outlook. PIMCO has also adopted additional procedures to complement the general trade allocation policy that are designed to address potential conflicts of
interest due to the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">side-by-side</FONT></FONT> management of the Fund and certain pooled investment vehicles, including investment opportunity allocation issues. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO may take an investment position or action for a Client that may be different from,
or inconsistent with, an action or position taken for one or more other Clients having similar or differing investment objectives. These positions and actions may adversely impact, or in some instances may benefit, one or more affected Clients,
including Clients that are PIMCO affiliates, in which PIMCO has an interest, or which pays PIMCO higher fees or a performance fee. For example, a Client may buy a security and another Client may establish a short position in that same security. The
subsequent short sale may result in a decrease in the price of the security that the other Client holds. Similarly, transactions or investments by one or more Clients may have the effect of diluting or otherwise disadvantaging the values, prices or
investment strategies of another Client. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">When PIMCO implements for one Client a portfolio decision or
strategy ahead of, or contemporaneously with, similar portfolio decisions or strategies of another Client, market impact, liquidity constraints or other factors could result in one or more Clients receiving less favorable trading results, the costs
of implementing such portfolio decisions or strategies could be increased or such Clients could otherwise be disadvantaged. On the other hand, potential conflicts may also arise because portfolio decisions regarding a Client may benefit other
Clients. For example, the sale of a long position or establishment of a short position for a Client may decrease the price of the same security sold short by (and therefore benefit) other Clients, and the purchase of a security or covering of a
short position in a security for a Client may increase the price of the same security held by (and therefore benefit) other Clients. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under certain circumstances, a Client may invest in a transaction in which one or more other Clients are
expected to participate, or already have made or will seek to make, an investment. In addition, to the extent permitted by applicable law, a Client may also engage in investment transactions that may result in other Clients being relieved of
obligations, or that may cause other Clients to divest certain investments (e.g., a Client may make a loan to, or directly or indirectly acquire securities or indebtedness of, a company that uses the proceeds to refinance or reorganize its capital
structure, which could result in repayment of debt held by another Client). Such Clients (or groups of Clients) may have conflicting interests and objectives </P>

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in connection with such investments, including with respect to views on the operations or activities of the issuer involved, the targeted returns from the investment and the timeframe for, and
method of, exiting the investment. When making such investments, PIMCO may do so in a way that favors one Client over another Client, even if both Clients are investing in the same security at the same time. Certain Clients may invest on a
&#147;parallel&#148; basis (i.e., proportionately in all transactions at substantially the same time and on substantially the same terms and conditions). In addition, other accounts may expect to invest in many of the same types of investments as
another account. However, there may be investments in which one or more of such accounts does not invest (or invests on different terms or on a <FONT STYLE="white-space:nowrap">non-pro</FONT> rata basis) due to factors such as legal, tax,
regulatory, business, contractual or other similar considerations or due to the provisions of a Client&#146;s governing documents. Decisions as to the allocation of investment opportunities among such Clients present numerous conflicts of interest,
which may not be resolved in a manner that is favorable to a Client&#146;s interests. To the extent an investment is not allocated pro rata among such entities, a Client could incur a disproportionate amount of income or loss related to such
investment relative to such other Client. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In addition, Clients may invest alongside one another in the
same underlying investments or otherwise pursuant to a substantially similar investment strategy as one or more other Clients. In such cases, certain Clients may have preferential liquidity and information rights relative to other Clients holding
the same investments, with the result that such Clients will be able to withdraw/redeem their interests in underlying investments in priority to Clients who may have more limited access to information or more restrictive withdrawal/redemption
rights. Clients with more limited information rights or more restrictive liquidity may therefore be adversely affected in the event of a downturn in the markets. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Further, potential conflicts may be inherent in PIMCO&#146;s use of multiple strategies. For example,
conflicts will arise in cases where different Clients invest in different parts of an issuer&#146;s capital structure, including circumstances in which one or more Clients may own private securities or obligations of an issuer and other Clients may
own or seek to acquire private securities of the same issuer. For example, a Client may acquire a loan, loan participation or a loan assignment of a particular borrower in which one or more other Clients have an equity investment, or may invest in
senior debt obligations of an issuer for one Client and junior debt obligations or equity of the same issuer for another Client. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Conflicts potentially limiting the Fund&#146;s investment opportunities may also arise when the Fund and
other Clients invest in different parts of an issuer&#146;s capital structure, such as when the Fund owns senior debt obligations of an issuer and other Clients own junior tranches of the same issuer. In such circumstances, decisions over whether to
trigger an event of default, over the terms of any workout, or how to exit an investment may result in conflicts of interest. In order to minimize such conflicts, a portfolio manager may avoid certain investment opportunities that would potentially
give rise to conflicts with other Clients or PIMCO may enact internal procedures designed to minimize such conflicts, which could have the effect of limiting the Fund&#146;s investment opportunities. Additionally, if PIMCO acquires material <FONT
STYLE="white-space:nowrap">non-public</FONT> confidential information in connection with its business activities for other Clients, a portfolio manager may be restricted from purchasing securities or selling securities for the Fund. Moreover, the
Fund or other accounts managed by PIMCO may invest in a transaction in which one or more other funds or accounts managed by PIMCO are expected to participate, or already have made or will seek to make, an investment. Such funds or accounts may have
conflicting interests and objectives in connection with such investments, including, for example and without limitation, with respect to views on the operations or activities of the issuer involved, the targeted returns from the investment, and the
timeframe for, and method of, exiting the investment. Additionally, a fund or other account managed by PIMCO may take an investment position or action that may be different from, or inconsistent with, an investment position or action taken by
another fund or other account managed by PIMCO having similar or differing investment objectives. These positions and actions may adversely impact the Fund. For example, the Fund may buy a security and another fund or other account managed by PIMCO
may establish a short position in that same security or in another security issued by the same issuer. The subsequent short sale may result in a decrease in the price of the security that the first fund holds. When making investment decisions where
a conflict of interest may arise, PIMCO will endeavor to act in a fair and equitable manner as between the Fund and other Clients; however, in certain instances the resolution of the conflict may result in PIMCO acting on behalf of another Client in
a manner that may not be in the best interest, or may be opposed to the best interest, of the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In
each of the situations described above, PIMCO may take actions with respect to the assets held by one Client that are adverse to the other Clients, for example, by foreclosing on loans, by putting an issuer into default, or by exercising rights to
purchase or sell to an issuer, causing an issuer to take actions adverse to certain classes of securities, or otherwise. In negotiating the terms and conditions of any such investments, or any subsequent amendments or waivers or taking any other
actions, PIMCO may find that the interests of a Client and the interests of one or more other Clients could conflict. In these situations, decisions over items such as whether to make the investment or take an action, proxy voting, corporate
reorganization, how to exit an investment, or bankruptcy or similar matters (including, for example, whether to trigger an event of default or the terms of any workout) may result in conflicts of interest. Similarly, if an issuer in which a Client
and one or more other Clients directly or indirectly hold different classes of securities (or other assets, instruments or obligations issued by such issuer or underlying investments of such issuer) encounters financial problems, decisions over the
terms of </P>

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any workout will raise conflicts of interests (including, for example, conflicts over proposed waivers and amendments to debt covenants). For example, a debt holder may be better served by a
liquidation of the issuer in which it may be paid in full, whereas an equity or junior bond holder might prefer a reorganization that holds the potential to create value for the equity holders. In some cases PIMCO may refrain from taking certain
actions or making certain investments on behalf of Clients in order to avoid or mitigate certain conflicts of interest or to prevent adverse regulatory or other effects on PIMCO, or may sell investments for certain Clients (in each case potentially
disadvantaging the Clients on whose behalf the actions are not taken, investments not made, or investments sold). In other cases, PIMCO may not refrain from taking actions or making investments on behalf of certain Clients that have the potential to
disadvantage other Clients. In addition, PIMCO may take actions or refrain from taking actions in order to mitigate legal risks to PIMCO or its affiliates or its Clients even if disadvantageous to a Client&#146;s account. Moreover, a Client may
invest in a transaction in which one or more other Clients are expected to participate, or already have made or will seek to make, an investment. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Additionally, certain conflicts may exist with respect to portfolio managers who make investment decisions on
behalf of several different types of Clients. Such portfolio managers may have an incentive to allocate trades, time or resources to certain Clients, including those Clients who pay higher investment management fees or that pay incentive fees or
allocations, over other Clients. These conflicts may be heightened with respect to portfolio managers who are eligible to receive a performance allocation under certain circumstances as part of their compensation. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO personnel may come into possession of material
<FONT STYLE="white-space:nowrap">non-public</FONT> information (&#147;MNPI&#148;) which, if disclosed, might affect an investor&#146;s decision to buy, sell or hold a security. Should a PIMCO employee come into possession of MNPI with respect to an
issuer, he or she generally will be prohibited from communicating such information to, or using such information for the benefit of, Clients, which could limit the ability of Clients to buy, sell or hold certain investments, thereby limiting the
investment opportunities or exit strategies available to Clients. In addition, holdings in the securities or other instruments of an issuer by PIMCO or its affiliates may affect the ability of a Client to make certain acquisitions of or enter into
certain transactions with such issuer. PIMCO has no obligation or responsibility to disclose such information to, or use such information for the benefit of, any person (including Clients). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO maintains one or more restricted lists of companies whose securities are subject to certain trading
prohibitions due to PIMCO&#146;s business activities. PIMCO may restrict trading in an issuer&#146;s securities if the issuer is on a restricted list or if PIMCO has MNPI about that issuer. In some situations, PIMCO may restrict Clients from trading
in a particular issuer&#146;s securities in order to allow PIMCO to receive MNPI on behalf of other Clients. A Client may be unable to buy or sell certain securities until the restriction is lifted, which could disadvantage the Client. PIMCO may
also be restricted from making (or divesting of) investments in respect of some Clients but not others. In some cases PIMCO may not initiate or recommend certain types of transactions, or may otherwise restrict or limit its advice relating to
certain securities if a security is restricted due to MNPI or if PIMCO is seeking to limit receipt of MNPI. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO may conduct litigation or engage in other legal actions on behalf of one or more Clients. In such
cases, Clients may be required to bear certain fees, costs, expenses and liabilities associated with the litigation. Other Clients that are or were investors in, or otherwise involved with, the subject investments may or may not (depending on the
circumstances) be parties to such litigation actions, with the result that certain Clients may participate in litigation actions in which not all Clients with similar investments may participate, and such nonparticipating Clients may benefit from
the results of such litigation actions without bearing or otherwise being subject to the associated fees, costs, expenses and liabilities. PIMCO, for example, typically does not pursue legal claims on behalf of its separate accounts. Furthermore, in
certain situations, litigation or other legal actions pursued by PIMCO on behalf of a Client may be brought against or be otherwise adverse to a portfolio company or other investment held by a Client. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The foregoing is not a complete list of conflicts to which PIMCO or Clients may be subject. PIMCO seeks to
review conflicts on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT> basis as they arise. Any review will take into consideration the interests of the relevant Clients, the circumstances giving rise to
the conflict, applicable PIMCO policies and procedures, and applicable laws. Clients (and investors in the Fund) should be aware that conflicts will not necessarily be resolved in favor of their interests and may in fact be resolved in a manner
adverse to their interests. PIMCO will attempt to resolve such matters fairly, but even so, matters may be resolved in favor of other Clients which pay PIMCO higher fees or performance fees or in which PIMCO or its affiliates have a significant
proprietary interest. There can be no assurance that any actual or potential conflicts of interest will not result in a particular Client or group of Clients receiving less favorable investment terms in or returns from certain investments than if
such conflicts of interest did not exist. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Certain service providers to the Fund are expected to be owned
by or otherwise related to or affiliated with a Client, and in certain cases, such service providers are expected to be, or are owned by, employed by, or otherwise related to, PIMCO, Allianz SE, their affiliates and/or their respective employees,
consultants and other personnel. PIMCO may, in its sole discretion, determine to provide, or engage or recommend an affiliate of PIMCO to provide, certain services to the Fund, </P>

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instead of engaging or recommending one or more third parties to provide such services. Subject to the governance requirements of a particular fund and applicable law, PIMCO or its affiliates, as
applicable, will receive compensation in connection with the provision of such services. As a result, PIMCO faces a conflict of interest when selecting or recommending service providers for the Fund. Fees paid to an affiliated service provider will
be determined in PIMCO&#146;s commercially reasonable discretion, taking into account the relevant facts and circumstances, and consistent with PIMCO&#146;s responsibilities. Although PIMCO has adopted various policies and procedures intended to
mitigate or otherwise manage conflicts of interest with respect to affiliated service providers, there can be no guarantee that such policies and procedures (which may be modified or terminated at any time in PIMCO&#146;s sole discretion) will be
successful. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B><I>Performance Fees. </I></B>A portfolio manager may advise certain accounts with respect to which the
management fee is based entirely or partially on performance. Performance fee arrangements may create a conflict of interest for the portfolio manager in that the portfolio manager may have an incentive to allocate the investment opportunities that
he or she believes might be the most profitable to such other accounts instead of allocating them to the Fund. PIMCO has adopted policies and procedures reasonably designed to allocate investment opportunities between the Fund and such other
accounts on a fair and equitable basis over time. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">(a)(3) </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">As of June&nbsp;30, 2022, the following explains the compensation structure of the individuals who have primary
responsibility for <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> portfolio management of the Fund: </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B>Portfolio Manager Compensation </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO&#146;s approach to compensation seeks to provide professionals with a Total Compensation Plan and process that is
driven by PIMCO&#146;s mission and CORE values of collaboration, openness, responsibility and excellence. Key Principles on Compensation Philosophy include: </P>
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s compensation practices are designed to attract and retain high performers; </P></TD></TR></TABLE>

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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s compensation philosophy embraces a corporate culture of rewarding behaviors aligned to our CORE
values; </P></TD></TR></TABLE>
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s goal is to ensure key professionals are aligned to PIMCO&#146;s long-term success through awards
linked to firm performance; and </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s &#147;Discern and Differentiate&#148; discipline incorporates individual performance rating to
guide total compensation. </P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The Total Compensation Plan consists of three components. The compensation
program for portfolio managers is designed to align with clients&#146; interests, emphasizing each portfolio manager&#146;s ability to generate long-term investment success for PIMCO&#146;s clients. A portfolio manager&#146;s compensation is not
based solely on the performance of any Fund or any other account managed by that portfolio manager: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Base Salary</I>
&#150; Base salary is determined based on core job responsibilities, positions/levels and market factors. Base salary levels are reviewed annually, when there is a significant change in job responsibilities or position, or a significant change in
market levels. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Performance Bonus</I> &#150; Performance bonuses are designed to reward risk-adjusted performance and
contributions to PIMCO&#146;s broader investment process. The compensation process is not formulaic and the following <FONT STYLE="white-space:nowrap">non-exhaustive</FONT> list of qualitative and quantitative criteria are considered when
determining the total compensation for portfolio managers: </P>
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Performance measured over a variety of longer- and shorter-term periods, including <FONT
STYLE="white-space:nowrap">5-year,</FONT> <FONT STYLE="white-space:nowrap">4-year,</FONT> <FONT STYLE="white-space:nowrap">3-year,</FONT> <FONT STYLE="white-space:nowrap">2-year</FONT> and <FONT STYLE="white-space:nowrap">1-year</FONT>
dollar-weighted and account-weighted, <FONT STYLE="white-space:nowrap">pre-tax</FONT> total and risk-adjusted investment performance as judged against the applicable benchmarks (which may include internal investment performance-related benchmarks)
for each account managed by a portfolio manager (including the Fund) and relative to applicable industry peer groups; greatest emphasis is placed on <FONT STYLE="white-space:nowrap">5-year</FONT> and <FONT STYLE="white-space:nowrap">3-year</FONT>
performance, followed by <FONT STYLE="white-space:nowrap">1-year</FONT> performance; </P></TD></TR></TABLE>
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Consistency of investment performance across portfolios of similar mandate and guidelines, rewarding low
dispersion and consistency of outperformance; </P></TD></TR></TABLE>
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Appropriate risk positioning and risk management mindset which includes consistency with PIMCO&#146;s
investment philosophy, the Investment Committee&#146;s positioning guidance, absence of defaults, and appropriate alignment with client objectives; </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Contributions to mentoring, coaching and/or supervising members of team; </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Collaboration, idea generation, and contribution of investment ideas in the context of PIMCO&#146;s investment
process, Investment Committee meetings, and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of portfolios; </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD WIDTH="1%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">With much lesser importance than the aforementioned factors: amount and nature of assets managed by the
portfolio </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">

<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="16%">&nbsp;</TD>
<TD VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">
manager, contributions to asset retention, and client satisfaction. </P></TD></TR></TABLE>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO&#146;s partnership culture further rewards strong long term risk adjusted returns with promotion decisions almost
entirely tied to long term contributions to the investment process. <FONT STYLE="white-space:nowrap">10-year</FONT> performance can also be considered, though not explicitly as part of the compensation process. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Deferred Compensation</I> &#150; The Long Term Incentive Plan (&#147;LTIP&#148;) is awarded to key professionals.
Employees who reach a total compensation threshold are delivered their annual compensation in a mix of cash and/or deferred compensation. PIMCO incorporates a progressive allocation of deferred compensation as a percentage of total compensation,
which is in line with market practices. </P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">The LTIP provides participants with deferred cash awards that appreciate or depreciate based on PIMCO&#146;s
operating earnings over a rolling three-year period. The plan provides a link between longer term company performance and participant pay, further motivating participants to make a long term commitment to PIMCO&#146;s success. </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Prior to March 2020, M Options were awarded to key professionals. The M Unit program provided
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">mid-to-senior</FONT></FONT> level employees with the potential to acquire an equity stake in PIMCO over their careers to better align employee incentives with the Firm&#146;s
long-term results. Options awarded under the program vest over a number of years and may be converted into <FONT STYLE="white-space:nowrap">non-voting</FONT> PIMCO equity which shares in the profit distributions of the Firm. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Eligibility to participate in the LTIP is contingent upon continued employment at PIMCO and all other applicable eligibility
requirements. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B><I>Profit Sharing Plan</I></B>. Portfolio managers who are Managing Directors of PIMCO receive
compensation from a <FONT STYLE="white-space:nowrap">non-qualified</FONT> profit sharing plan consisting of a portion of PIMCO&#146;s net profits. Portfolio managers who are Managing Directors receive an amount determined by the Compensation
Committee, based upon an individual&#146;s overall contribution to the firm. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">(a)(4) </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The following summarizes the dollar range of securities of the Fund the Portfolio Managers beneficially owned as of
June&nbsp;30, 2022: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="80%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="59%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"><B>Portfolio Manager</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Dollar&nbsp;Range&nbsp;of&nbsp;Equity&nbsp;Securities&nbsp;of&nbsp;the&nbsp;Fund&nbsp;Owned&nbsp;as&nbsp;of&nbsp;June&nbsp;30,&nbsp;2022</B></P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Daniel
J. Ivascyn</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">None</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Daniel
H. Hyman</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"><FONT STYLE="white-space:nowrap">$50,001-$100,000</FONT></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="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;9.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">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="10%" 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:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">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="10%" 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="10%">&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="10%">&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="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="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;12.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Disclosure of Securities Lending Activities for <FONT STYLE="white-space:nowrap">Closed-End</FONT>
Management Investment Companies. </B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; 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="10%" 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="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="10%">&nbsp;</TD>
<TD WIDTH="8%" VALIGN="top" ALIGN="left">(a)(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"><A HREF="d300645dex99a1.htm">Exhibit 99.CODE&#151;Code of Ethics pursuant to Section&nbsp;
406 of the Sarbanes-Oxley Act of 2002. </A> </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="10%">&nbsp;</TD>
<TD WIDTH="8%" VALIGN="top" ALIGN="left">(a)(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"><A HREF="d300645dex99a2.htm">Exhibit 99.CERT&#151;Certifications pursuant to Section&nbsp;
302 of the Sarbanes-Oxley Act of 2002. </A> </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="10%">&nbsp;</TD>
<TD WIDTH="8%" VALIGN="top" ALIGN="left">(a)(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">None. </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="10%">&nbsp;</TD>
<TD WIDTH="8%" VALIGN="top" ALIGN="left">(a)(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">There was no change in the registrant&#146;s independent public accountant for the period covered by the
report. </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="10%">&nbsp;</TD>
<TD WIDTH="8%" 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"><A HREF="d300645dex99b.htm">Exhibit 99.906CERT&#151;Certifications pursuant to Section&nbsp;
906 of the Sarbanes-Oxley Act of 2002. </A> </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:18pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<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>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">By:</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P>
<P STYLE="font-size:1pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D. Johnson</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="4"></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" COLSPAN="3">Date: September&nbsp;1, 2022</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has
been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">By:</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P>
<P STYLE="font-size:1pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D. Johnson</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="4"></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" COLSPAN="3">Date: September&nbsp;1, 2022</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="24"></TD>
<TD HEIGHT="24" COLSPAN="2"></TD>
<TD HEIGHT="24" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">By:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Bijal Y. Parikh</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">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"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="4"></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" COLSPAN="3">Date: September&nbsp;1, 2022</TD></TR>
</TABLE>
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</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(1)
<SEQUENCE>2
<FILENAME>d300645dex99a1.htm
<DESCRIPTION>CODE OF ETHICS PURSUANT TO SECTION 406 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Code of Ethics pursuant to Section 406 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Code of Ethics Pursuant to Section&nbsp;406 of the Sarbanes-Oxley Act of 2002 for Principal
</U></B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Executive and Senior Financial Officers </U></B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Funds </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO
Variable Insurance Trust (&#147;PVIT&#148;) </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO ETF Trust (&#147;ETF&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series (&#147;PES&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series VIT (&#147;PESVIT&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Managed Accounts Trust </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored Interval Funds<SUP STYLE="font-size:75%; vertical-align:top">1</SUP> </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>I.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Covered Officers/Purpose of the Code </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code of Ethics (this &#147;Code&#148;) pursuant to Section&nbsp;406 of the <FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act of
2002 has been adopted by the Funds and, except as provided in Section VI below, applies to each Fund&#146;s Principal Executive Officer, Principal Financial Officer and Principal Accounting Officer (the &#147;Covered Persons&#148;). Each Covered
Person is identified in <U>Exhibit A</U>.) </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code has been adopted for the purpose of promoting: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">full, fair, accurate, timely and understandable disclosure in reports and documents that a Fund files with, or
submits to, the Securities and Exchange Commission (&#147;SEC&#148;) and in other public communications made by a Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">compliance with applicable laws and governmental rules and regulations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the prompt internal reporting of violations of the Code to an appropriate person or persons identified in the
Code; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">accountability for adherence to the Code. </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to conflicts
of interest or the appearance thereof. </P> <P STYLE="font-size:20pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:75%; vertical-align:top">1</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">The listed entities which are <FONT STYLE="white-space:nowrap">open-end</FONT> investment companies are
known as the &#147;Trusts,&#148; the listed entities which are publicly-traded <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies are known as the <FONT STYLE="white-space:nowrap">&#147;Closed-End</FONT> Funds,&#148; and the
listed entities which are <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies operating as &#147;interval&#148; funds under Rule <FONT STYLE="white-space:nowrap">23c-3</FONT> of the 1940 Act are known as the &#147;Interval
Funds.&#148; The Trusts&#146; respective series, the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds, and the Interval Funds are referred to herein as the &#147;Funds.&#148; References to &#147;Trustees&#148; include Directors, as
applicable. </P></TD></TR></TABLE>

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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>II.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Covered Persons Should Handle Ethically Any Actual or Apparent Conflicts of Interest
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify"><B>Overview</B>. A &#147;conflict of interest&#148; occurs when a Covered Person&#146;s private interest interferes
with the interests of, or his service to, the relevant Fund. For example, a conflict of interest would arise if a Covered Person, or a member of the Covered Person&#146;s family, receives improper personal benefits as a result of the Covered
Person&#146;s position with the relevant Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Certain conflicts of interest arise out of the relationships between Covered Persons and
the relevant Fund and already are subject to conflict of interest provisions and procedures in the Investment Company Act of 1940, as amended (including the regulations thereunder, the &#147;1940 Act&#148;) and the Investment Advisers Act of 1940,
as amended (including the regulations thereunder, the &#147;Investment Advisers Act&#148;) and other applicable laws. Indeed, conflicts of interest are endemic for registered management investment companies and those conflicts are both substantially
and procedurally dealt with under the 1940 Act. For example, Covered Persons may not engage in certain transactions with a Fund because of their status as &#147;affiliated persons&#148; of such Fund. The compliance program of each Fund and the
compliance programs of its investment adviser, principal underwriter (with respect to the Trusts) and administrator (each a &#147;PIMCO-Affiliated Service Provider&#148; and, collectively, the &#147;PIMCO-Affiliated Service Providers&#148;<SUP
STYLE="font-size:75%; vertical-align:top">2</SUP>) are reasonably designed to prevent, or identify and correct, violations of many of those provisions, although they are not designed to provide absolute assurance as to those matters. This Code does
not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code. <I>See also</I> Section V of this Code. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual
relationship between a Fund and its applicable PIMCO-Affiliated Service Providers of which the Covered Persons are also officers or employees. As a result, this Code recognizes that the Covered Persons will, in the normal course of their duties
(whether for the Funds or for a PIMCO-Affiliated Service Provider, or for both), be involved in establishing policies and implementing decisions that will have different effects on the PIMCO-Affiliated Service Providers and the Funds. The
participation of the Covered Persons in such activities is inherent in the contractual relationships between the Funds and their applicable PIMCO-Affiliated Service Providers and is consistent with the performance by the Covered Persons of their
duties as officers of the relevant Fund. Thus, if performed in conformity with the provisions of the 1940 Act, the Investment Advisers Act, other applicable law and the relevant Fund&#146;s constitutional documents, such activities will be deemed to
have been handled ethically. Frequently, the 1940 Act establishes, as a mechanism for dealing with conflicts, requirements that such potential conflicts be disclosed to and approved by the Trustees of a Fund who are not &#147;interested
persons&#148; of such Fund under the 1940 Act. In addition, it is recognized by each Fund&#146;s Board of Trustees that the Covered Persons may also be officers or employees of one or more other investment companies covered by this or other codes
and that such service, by itself, does not give rise to a conflict of interest. </P> <P STYLE="font-size:24pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:75%; vertical-align:top">2</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">Each PIMCO-Affiliated Service Provider is identified in <U>Exhibit B.</U> </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">2 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Other conflicts of interest are covered by the Code, even if such conflicts of interest are
not the subject of provisions of the 1940 Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under the Code, but Covered Persons should bear in mind that these examples are not exhaustive. The
overarching principle is that the personal interest of a Covered Person should not be placed improperly before the interest of the relevant Fund, unless the personal interest is disclosed to and reviewed by other officers of such Fund or such
Fund&#146;s Chief Compliance Officer (&#147;CCO&#148;). </P>
<P STYLE="margin-top:8pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;* </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person must not: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">use his personal influence or personal relationships to improperly influence investment decisions or financial
reporting by the relevant Fund whereby the Covered Person would benefit personally to the detriment of such Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">cause the relevant Fund to take action, or fail to take action, for the individual personal benefit of the
Covered Person rather than the benefit of such Fund; or </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">retaliate against any other Covered Person or any employee of the Funds or their PIMCO-Affiliated Service
Providers for reports of potential violations that are made in good faith. </P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">There are some conflict of interest
situations that should always be submitted for review by the President of the relevant Fund (or, with respect to activities of the President, by the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, by
the Fund&#146;s CCO). These conflict of interest situations are listed below: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">service on the board of directors or governing board of a publicly traded entity; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowing acceptance of any investment opportunity or of any material gift or gratuity from any person or entity
that does business, or desires to do business, with the relevant Fund. For these purposes, material gifts do <U>not</U> include (i)&nbsp;gifts from a single giver so long as their aggregate annual value does not exceed the equivalent of $100.00;
(ii) attending business meals, business related conferences, sporting events and other entertainment events at the expense of a giver, so long as the expense is reasonable<SUP STYLE="font-size:75%; vertical-align:top">3</SUP> and both the Covered
Person and the giver are present<SUP STYLE="font-size:75%; vertical-align:top">4</SUP>; or (iii)&nbsp;gifts or meals/conferences/events received from the Covered Person&#146;s employer; </P></TD></TR></TABLE>
<P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">3</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Whether an
entertainment expense is &#147;reasonable&#148; will vary depending on the circumstances. For example, under proposed FINRA (NASD) guidance (Proposed IM 3060, SEC Release <FONT STYLE="white-space:nowrap">No.&nbsp;34-55765,</FONT> May&nbsp;15, 2007),
generally, a business entertainment event that is so lavish or extensive in nature that an attendee would likely feel compelled to direct business to the sponsor of the event, or a business entertainment event that is intended or designed to cause,
or would be reasonably judged to have the likely effect of causing the attendee to act in a manner that is inconsistent with the best interests of a Fund would be unreasonable <I>per se</I>. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:75%; vertical-align:top">4</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;In the event a
Covered Person is a registered representative of the Funds&#146; principal underwriter, the aggregate annual gift value from a single giver shall not exceed $100.00 as required by the rules of FINRA. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">3 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any ownership interest in, or any consulting or employment relationship with, any entities doing business with
the relevant Fund, other than a PIMCO-Affiliated Service Provider or an affiliate of a PIMCO-Affiliated Service Provider.<SUP STYLE="font-size:75%; vertical-align:top">5</SUP> This restriction shall not apply to or otherwise limit the ownership of
publicly traded securities of such entities doing business with the relevant Fund so long as the Covered Person&#146;s ownership does not exceed more than 2% of the outstanding securities of the relevant class; or </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowingly have a direct or indirect financial interest in commissions, transaction charges or spreads paid by
the relevant Fund for effecting portfolio transactions or for selling or redeeming shares of a Fund other than an interest arising from the Covered Person&#146;s employment. This restriction shall not apply to or otherwise limit the direct or
indirect ownership of publicly traded securities of any such company so long as the Covered Person&#146;s ownership does not exceed more than 2% of the particular class of security outstanding. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>III.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Disclosure and Compliance </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">No Covered Person should knowingly misrepresent, or cause others to misrepresent, facts about the relevant
Fund to others, whether within or outside such Fund, including to such Fund&#146;s Board of Trustees and auditors, and to governmental regulators and <FONT STYLE="white-space:nowrap">self-regulatory</FONT> organizations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">each Covered Person should, to the extent appropriate within his area of responsibility, consult with other
officers and employees of the Funds, applicable PIMCO Affiliated Service Providers, other service providers, or with counsel to the Funds with the goal of promoting full, fair, accurate, timely and understandable disclosure in the registration
statements or periodic reports that the Funds file with, or submit to, the SEC (which, for sake of clarity, does not include any sales literature, omitting prospectuses, or &#147;tombstone&#148; advertising prepared by the relevant Fund&#146;s
principal underwriter(s)); and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">it is the responsibility of each Covered Person to promote compliance with the standards and restrictions
imposed by applicable laws, rules and regulations. </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:50pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify">However, PIMCO employees and PIMCO
Investments LLC registered representatives are subject to the respective firm&#146;s internal policies on accepting gifts and entertainment and must abide by the limitations imposed by such policies. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:75%; vertical-align:top">5</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;For purposes of the Code, an
&#147;affiliate&#148; of a Service Provider is (a) any natural person or entity directly or indirectly owning, controlling, or holding with power to vote, 5% or more of the outstanding voting securities of the Service Provider; (b) any natural
person or entity 5% or more of whose outstanding voting securities are directly or indirectly owned by, controlled, or held with power to vote, by the Service Provider; (c) any person directly or indirectly controlling, controlled by, or under
common control with, the Service Provider; or (d) any officer, director, partner, copartner, or employee of the Service Provider. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">4 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IV.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Reporting and Accountability </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person must: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">upon adoption of the Code (or thereafter as applicable, upon becoming a Covered Person), affirm in writing to
the relevant Fund that he has received, read, and understood the Code; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">annually thereafter affirm to the relevant Fund that he has complied with the requirements of the Code by
completing the Annual Certification of Compliance attached hereto as <U>Exhibit C</U>; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">provide full and fair responses to all questions asked in any Trustee and Officer Questionnaire provided by
the relevant Fund as well as with respect to any supplemental request for information; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">notify the President of the relevant Fund promptly if he or she is convinced to a moral certainty that there
has been a material violation of this Code (with respect to violations by a President, the Covered Person shall report to the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, to the Fund&#146;s CCO).
</P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The President of each Fund is responsible for applying this Code to specific situations in which questions are
presented under it and, in consultation with the Fund&#146;s CCO, has the authority to interpret this Code in any particular situation. However, any reviews sought by the President will be considered by the Chairman of the relevant Fund or, if the
same person holds the titles of President and Chairman, by the Fund&#146;s CCO. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The Funds will follow these procedures in investigating
and enforcing this Code: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the President will take all appropriate action to investigate any potential material violations reported to
him, which actions may include the use of internal or external counsel, accountants or other personnel; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if, after such investigation, the President believes that no material violation has occurred, the President is
not required to take any further action; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any matter that the President believes is a material violation will be reported to the applicable Fund&#146;s
CCO; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if the CCO concurs that a material violation has occurred, it will inform and make a recommendation to the
Fund&#146;s Board of Trustees, which will consider appropriate action, which may include review of, and appropriate modifications to applicable policies and procedures; notification to appropriate personnel of a PIMCO-Affiliated Service Provider or
its board; or a recommendation to dismiss the Covered Person; and </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">5 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">A Fund&#146;s CCO or Board of Trustees may grant waivers under this Code, as each deems
appropriate. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>V.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Public Disclosure of Changes and Waivers </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any changes to this Code will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s <FONT
STYLE="white-space:nowrap">N-CSR.</FONT> Any waivers under this Code relating to a Covered Person will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s
<FONT STYLE="white-space:nowrap">N-CSR.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VI.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Other Policies and Procedures </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code shall be the sole code of ethics adopted by the Funds for purposes of Section&nbsp;406 of the
<FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Funds or the Funds&#146; PIMCO-Affiliated Service Providers
govern or purport to govern the behavior or activities of the Covered Persons who are subject to this Code, they are superseded by this Code to the extent that they conflict with the provisions of this Code. The Funds&#146; and their
PIMCO-Affiliated Service Providers&#146; codes of ethics under Rule <FONT STYLE="white-space:nowrap">17j-1</FONT> under the 1940 Act and the PIMCO-Affiliated Service Providers&#146; more detailed compliance policies and procedures are separate
requirements applying to the Covered Persons and others, and are not part of this Code. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code will not be interpreted or applied in
any manner that would violate the legal rights of any Covered Person as an employee under applicable law. For example, nothing in this Code or the Exhibits attached hereto prohibits or in any way restricts any Covered Person from reporting possible
violations of law or regulation to, otherwise communicating directly with, cooperating with or providing information to any governmental or regulatory body or any self-regulatory organization or making other disclosures that are protected under
applicable law or regulations of the SEC or any other governmental or regulatory body or self-regulatory organization. A Covered Person does not need prior authorization of PIMCO, a Fund or a PIMCO-Affiliated Service Provider before taking any such
action and is not required to inform PIMCO, a Fund or a PIMCO-Affiliated Service Provider if he or she chooses to take such action. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Amendments </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any material amendments to this Code must be approved or ratified by a majority vote of the Board of Trustees. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VIII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Confidentiality </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected
accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone except as permitted by the Board of Trustees. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">6 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IX.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Internal Use </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any
fact, circumstance, or legal conclusion. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">7 </P>


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

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>History of Amendments </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>History of adoptions and amendments: </U></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B><B></B>Adopted:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">September 29, 2004</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Effective:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">October 5, 2004</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">April 1, 2005</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">May 24, 2005</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">February 24, 2009 (added ETF)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March 31, 2009</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">August 11, 2009</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March 30, 2010 (added PES and PESVIT)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March 1, 2011</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">February 27, 2013</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">November 7, 2013 (non-material changes)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">February 26, 2014 (non-material changes)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">August 14, 2014 (added PIMCO Managed Accounts Trust and PIMCO Sponsored Closed-End Funds)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"><B></B>Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">January 17, 2015</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top">Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">December 14, 2016 (added PIMCO Sponsored Interval Funds)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top">Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">February 15, 2017 (Open-End Funds Boards); March 23, 2017 (Approved by PIMCO Managed Accounts Trust, PIMO Sponsored Closed-End Funds and PIMCO Sponsored Interval Funds)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top">Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">May 28, 2019 (updated Exhibit A for PIMCO Managed Accounts Trust, PIMO Sponsored Closed-End Funds and PIMCO Sponsored Interval Funds)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top">Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">June 15, 2019 (updated Exhibit A for OEF/ETF)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top">Amended:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">January 1, 2021 (updated PFO/PAO in Exhibit A)</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">8 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit A </B></P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>Persons Covered by this Code of Ethics </U></P> <P STYLE="font-size:8pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="98%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="28%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="21%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="middle" STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Trust</B></P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal
Executive</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal
Financial</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal Accounting</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">ETF</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PES</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PESVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Managed Accounts Trust</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Sponsored Interval Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bijal Parikh</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bijal Parikh</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Note that a listed officer is only a &#147;Covered Person&#148; of the Fund(s) for which he or she serves as a
Principal Executive Officer, Principal Financial Officer or Principal Accounting Officer. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">A-1 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit B </B></P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify"><U>PIMCO-Affiliated Service Providers</U>* </P> <P STYLE="font-size:14pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="22%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="77%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Investment Adviser</P>
<P STYLE="font-size:9pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Pacific Investment Management Company LLC (&#147;PIMCO&#148;)</P>
<P STYLE="font-size:9pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Principal</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Underwriter**</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">PIMCO Investments
LLC</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Administrator***</P>
<P STYLE="font-size:8pt;margin-top:0pt;margin-bottom:0pt" align="left">&nbsp;</P> <P STYLE="font-size:8pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">PIMCO</P>
<P STYLE="font-size:8pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">* None of the PIMCO-Affiliated Service Providers are publicly traded companies. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">** PIMCO Investments LLC does not serve as the principal underwriter for the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">*** Each Fund retains PIMCO to provide administrative services, either under separate administration agreements or under their advisory or
management agreements. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">B-1 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit C </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">ANNUAL CERTIFICATION OF COMPLIANCE </P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; text-indent:7%; font-size:12pt; font-family:Times New Roman" ALIGN="justify">I hereby certify that I have complied with the requirements of the Code of Ethics Pursuant to Section&nbsp;406 of the
Sarbanes-Oxley Act of 2002 for Principal Executive and Senior Financial Officers (the &#147;Code&#148;) for the year ended December&nbsp;31, ___. I also agree to cooperate fully with any investigation or inquiry as to whether a possible violation of
the foregoing Code has occurred. </P> <P STYLE="font-size:30pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

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

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


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Date: ______________________</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Signature</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">C-1 </P>

</BODY></HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(2)
<SEQUENCE>3
<FILENAME>d300645dex99a2.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 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:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Eric D. Johnson, certify
that: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&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: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">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: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">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: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">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have: </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="84%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="36%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Date:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">September&nbsp;1, 2022</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Signature:</P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Title:</P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">President (Principal Executive Officer)</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></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: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:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Bijal Y. Parikh, certify
that: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&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: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">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: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">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: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">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(c)</FONT> under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule
<FONT STYLE="white-space:nowrap">30a-3(d)</FONT> under the Investment Company Act of 1940) for the registrant and have: </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="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>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="84%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="49%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="29%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Date:</P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">September&nbsp;1, 2022</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Signature:</P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Bijal Y. Parikh</P> <P STYLE="margin-top:0pt;margin-bottom:1pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"></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">Title:</P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</P>
<P STYLE="margin-top:0pt;margin-bottom:1pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TYPE>EX-99.(B)
<SEQUENCE>4
<FILENAME>d300645dex99b.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.906CERT </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(b)</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:12pt; 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" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:5pt">
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">By:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">By:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Bijal Y. Parikh</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&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:5pt">
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Name:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Name:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Bijal Y. Parikh</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&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="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:10pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:10pt; font-family:Times New Roman">&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:5pt">
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">September&nbsp;1, 2022</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date:</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">September&nbsp;1, 2022</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:5pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; 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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