<SEC-DOCUMENT>0001752724-20-059698.txt : 20200325
<SEC-HEADER>0001752724-20-059698.hdr.sgml : 20200325
<ACCEPTANCE-DATETIME>20200325165927
ACCESSION NUMBER:		0001752724-20-059698
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		4
CONFORMED PERIOD OF REPORT:	20200131
FILED AS OF DATE:		20200325
PERIOD START:           	20201031

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			MFS INTERMEDIATE INCOME TRUST
		CENTRAL INDEX KEY:			0000826735
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05440
		FILM NUMBER:		20742882

	BUSINESS ADDRESS:	
		STREET 1:		111 HUNTINGTON AVENUE
		STREET 2:		24TH FLOOR
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02199
		BUSINESS PHONE:		18006372929

	MAIL ADDRESS:	
		STREET 1:		111 HUNTINGTON AVENUE
		STREET 2:		24TH FLOOR
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02199

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	MFS MULTI GOVERNMENT INTERMEDIATE TRUST
		DATE OF NAME CHANGE:	19880308

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	INTERNATIONAL GOVERNMENT INCOME TRUST
		DATE OF NAME CHANGE:	19880211
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdEnd>2020-10-31</repPdEnd>
      <repPdDate>2020-01-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <totAssets>469572915.83</totAssets>
      <totLiabs>249481.67</totLiabs>
      <netAssets>469323434.16</netAssets>
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        <name>New Jersey Economic Development Authority</name>
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        <name>EXPERIAN FINANCE PLC</name>
        <lei>635400RKRK5EGXSPC782</lei>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <name>United States Treasury</name>
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          <isin value="US9128284B36"/>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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          <isin value="US3137FK4M50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-25</maturityDt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US9128283W81"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-15</maturityDt>
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      <invstOrSec>
        <name>CNH Industrial NV</name>
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        <title>CNH Industrial NV</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
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      <invstOrSec>
        <name>FAIRFAX FINL HLDGS LTD</name>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-17</maturityDt>
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      <invstOrSec>
        <name>DEXIA CREDIT LOCAL</name>
        <lei>F4G136OIPBYND1F41110</lei>
        <title>Dexia Credit Local SA</title>
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        <curCd>USD</curCd>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-15</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US3128PDDD90"/>
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        <curCd>USD</curCd>
        <valUSD>4966.06000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-01</maturityDt>
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      <invstOrSec>
        <name>Baidu Inc</name>
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        <title>Baidu Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-29</maturityDt>
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        <name>United States Treasury</name>
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        <title>United States Treasury Note/Bond</title>
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        <name>COMM Mortgage Trust</name>
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        <name>VOLKSWAGEN GROUP AMERICA</name>
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        <name>WESTINGHOUSE AIR BRAKE</name>
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        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae I Pool</title>
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        <name>GS Mortgage Securities Trust</name>
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        <name>FirstEnergy Corp</name>
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        <title>FirstEnergy Corp</title>
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        <name>Small Business Administration Participation Certs</name>
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        <title>United States Small Business Administration</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corp</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027XAP5</cusip>
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          <isin value="US03027XAP50"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4271886.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TRUIST FIN CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
        <cusip>867914BM4</cusip>
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          <isin value="US867914BM42"/>
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        <balance>1803000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1834338.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH INDUSTRIAL CAP LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH Industrial Capital LLC</title>
        <cusip>12592BAJ3</cusip>
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          <isin value="US12592BAJ35"/>
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        <balance>472000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>504773.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Transelec SA</name>
        <lei>549300DPF7MAL5F6CR86</lei>
        <title>Transelec SA</title>
        <cusip>89366LAD6</cusip>
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          <isin value="US89366LAD64"/>
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        <balance>228000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241110.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FBTA4</cusip>
        <identifiers>
          <isin value="US3137FBTA49"/>
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        <balance>1457127.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1539382.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828J27</cusip>
        <identifiers>
          <isin value="US912828J272"/>
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        <balance>9900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10216335.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280BM0</cusip>
        <identifiers>
          <isin value="US404280BM08"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1541090.40000000</valUSD>
        <pctVal>0.328364255400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tricon American Homes</name>
        <lei>N/A</lei>
        <title>Tricon American Homes 2016-SFR1 Trust</title>
        <cusip>89613BAA5</cusip>
        <identifiers>
          <isin value="US89613BAA52"/>
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        <balance>1258999.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262532.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Emera US Finance LP</name>
        <lei>N/A</lei>
        <title>Emera US Finance LP</title>
        <cusip>29103DAF3</cusip>
        <identifiers>
          <isin value="US29103DAF33"/>
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        <balance>492000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497896.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GGS7</cusip>
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          <isin value="US38141GGS75"/>
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        <balance>1924000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2069198.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397ZK2</cusip>
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          <isin value="US345397ZK23"/>
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        <balance>1074000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1102441.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.09000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828VS6</cusip>
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          <isin value="US912828VS66"/>
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        <balance>12710000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13231805.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Syracuse Industrial Development Agency</name>
        <lei>N/A</lei>
        <title>SYRACUSE NY INDL DEV AGY PILOT REVENUE</title>
        <cusip>87172NBE7</cusip>
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          <isin value="US87172NBE76"/>
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        <balance>3635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3768404.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>31398QHB6</cusip>
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          <isin value="US31398QHB68"/>
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        <balance>637003.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>636736.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.22000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AB4</cusip>
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          <isin value="US225401AB47"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1544547.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
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          <annualizedRt>3.57000000</annualizedRt>
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      <invstOrSec>
        <name>TOLL ROAD INV PART II</name>
        <lei>N/A</lei>
        <title>Toll Road Investors Partnership II LP</title>
        <cusip>88948ABC0</cusip>
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          <isin value="US88948ABC09"/>
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        <balance>1525000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1111361.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828B66</cusip>
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          <isin value="US912828B667"/>
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        <balance>8385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8855673.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AID-UKRAINE</name>
        <lei>N/A</lei>
        <title>Ukraine Government AID Bonds</title>
        <cusip>903724AL6</cusip>
        <identifiers>
          <isin value="US903724AL62"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2504009.08000000</valUSD>
        <pctVal>0.533535915265</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-29</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828R36</cusip>
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          <isin value="US912828R366"/>
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        <balance>4080000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4133550.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>958490.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GGE35"/>
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        <balance>5400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5529120.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.12000000</annualizedRt>
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      <invstOrSec>
        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
        <title>BBVA USA</title>
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        <curCd>USD</curCd>
        <valUSD>1867673.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Credit Suisse AG</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>Credit Suisse AG</title>
        <cusip>22546DAA4</cusip>
        <identifiers>
          <isin value="US22546DAA46"/>
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        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023656.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TD AMERITRADE HOLDING CO</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD Ameritrade Holding Corp</title>
        <cusip>87236YAF5</cusip>
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          <isin value="US87236YAF51"/>
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        <balance>3150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3380753.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands Inc</title>
        <cusip>21036PBB3</cusip>
        <identifiers>
          <isin value="US21036PBB31"/>
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        <balance>3306000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3691757.70000000</valUSD>
        <pctVal>0.786612692078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>United Technologies Corp</title>
        <cusip>913017CY3</cusip>
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          <isin value="US913017CY37"/>
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        <balance>1753000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2017854.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBE4</cusip>
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          <isin value="US06738EBE41"/>
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        <balance>3857000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4041830.41000000</valUSD>
        <pctVal>0.861203621173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.61000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RECKITT BENCKISER TSY</name>
        <lei>213800LAXWIUOOBZ3908</lei>
        <title>Reckitt Benckiser Treasury Services PLC</title>
        <cusip>75625QAB5</cusip>
        <identifiers>
          <isin value="US75625QAB59"/>
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        <balance>2274000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2395705.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHERWIN-WILLIAMS CO</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin-Williams Co/The</title>
        <cusip>824348AV8</cusip>
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          <isin value="US824348AV80"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4191701.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUINIX INC</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix Inc</title>
        <cusip>29444UBD7</cusip>
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          <isin value="US29444UBD72"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3061020.00000000</valUSD>
        <pctVal>0.652219722520</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891AAU1</cusip>
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          <isin value="US44891AAU16"/>
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        <balance>1769000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1810846.53000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM CRP /  CAYMN FI</name>
        <lei>N/A</lei>
        <title>Broadcom Corp / Broadcom Cayman Finance Ltd</title>
        <cusip>11134LAH2</cusip>
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          <isin value="US11134LAH24"/>
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        <balance>3900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4115495.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology Inc</title>
        <cusip>595017AN4</cusip>
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          <isin value="US595017AN45"/>
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        <balance>1213000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1242445.96000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.92000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>United Technologies Corp</title>
        <cusip>913017CR8</cusip>
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          <isin value="US913017CR85"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2143507.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>24703DAZ4</cusip>
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          <isin value="US24703DAZ42"/>
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        <balance>2054000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2286630.60000000</valUSD>
        <pctVal>0.487218500838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TOLL ROAD INV PART II</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Reynolds American Inc</name>
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        <name>PPL WEM LTD/WESTERN PWR</name>
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        <name>Small Business Administration Participation Certs</name>
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        <name>MARTIN MARIETTA MATERIAL</name>
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        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
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        <name>Chesapeake Funding II LLC</name>
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        <name>Roper Technologies Inc</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <name>Small Business Administration Participation Certs</name>
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        <name>Transelec SA</name>
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        <name>MFS Institutional Money Market Portfolio</name>
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        <name>AVOLON HOLDINGS FNDG LTD</name>
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        <name>CIGNA CORP</name>
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        <name>UBS GROUP AG</name>
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        <name>Loomis Sayles Ltd</name>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-08-15</maturityDt>
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      <invstOrSec>
        <name>Village of Bridgeview IL</name>
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          <isin value="US108555GF49"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-01</maturityDt>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <title>United States Treasury Note/Bond</title>
        <cusip>912828K74</cusip>
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          <isin value="US912828K742"/>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Shackleton CLO LTD</name>
        <lei>549300VJPG28RMYCYW83</lei>
        <title>Shackleton 2015-VIII CLO Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-20</maturityDt>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
        <title>United States Small Business Administration</title>
        <cusip>83162CLK7</cusip>
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          <isin value="US83162CLK70"/>
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        <balance>24613.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24920.46000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
        <title>United States Small Business Administration</title>
        <cusip>83162CNM1</cusip>
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          <isin value="US83162CNM19"/>
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          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824BE9</cusip>
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          <isin value="US002824BE94"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1700509.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-30</maturityDt>
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          <annualizedRt>3.40000000</annualizedRt>
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      <invstOrSec>
        <name>LOW INCOME INVESTMENT</name>
        <lei>N/A</lei>
        <title>Low Income Investment Fund</title>
        <cusip>54750AAB2</cusip>
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          <isin value="US54750AAB26"/>
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        <balance>1905000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-01</maturityDt>
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          <annualizedRt>3.71000000</annualizedRt>
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      <invstOrSec>
        <name>Glencore Funding LLC</name>
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        <balance>1518000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-30</maturityDt>
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          <annualizedRt>4.13000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae I Pool</title>
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        <valUSD>328953.92000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>NatWest Markets PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NatWest Markets PLC</title>
        <cusip>63906AAA8</cusip>
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        <balance>800000.00000000</balance>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
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          <annualizedRt>3.55000000</annualizedRt>
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        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-10</maturityDt>
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          <annualizedRt>4.63000000</annualizedRt>
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      <invstOrSec>
        <name>LOW INCOME INVESTMENT</name>
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        <cusip>54750AAA4</cusip>
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          <isin value="US54750AAA43"/>
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          <annualizedRt>3.39000000</annualizedRt>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group AG</title>
        <cusip>90351DAC1</cusip>
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        <invCountry>CH</invCountry>
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          <maturityDt>2020-09-24</maturityDt>
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        <name>Corp Andina de Fomento</name>
        <lei>UKZ46SXGNYCZK0UOZE76</lei>
        <title>Corp Andina de Fomento</title>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397VR1</cusip>
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        <balance>1250000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-01</maturityDt>
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        <name>Valero Energy Corp</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corp</title>
        <cusip>91913YAU4</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
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        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>E*TRADE Financial Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-24</maturityDt>
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      <invstOrSec>
        <name>ONCOR ELECTRIC DELIVERY</name>
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        <title>Oncor Electric Delivery Co LLC</title>
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          <isin value="US68233JAR59"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-01</maturityDt>
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      <invstOrSec>
        <name>CROWN CASTLE INTL CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-01</maturityDt>
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      <invstOrSec>
        <name>Sinopec Capital 2013 Ltd</name>
        <lei>N/A</lei>
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        <balance>733000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-24</maturityDt>
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      <invstOrSec>
        <name>CONSERVATION FUND</name>
        <lei>N/A</lei>
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          <isin value="US20848FAA84"/>
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        <balance>563000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
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          <annualizedRt>3.47000000</annualizedRt>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
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        <title>United States Small Business Administration</title>
        <cusip>83162CLN1</cusip>
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          <isin value="US83162CLN10"/>
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        <curCd>USD</curCd>
        <valUSD>25790.07000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-01</maturityDt>
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          <annualizedRt>6.44000000</annualizedRt>
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      <invstOrSec>
        <name>ALIMENTATION COUCHE-TARD</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>Alimentation Couche-Tard Inc</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Allergan Funding SCS</name>
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        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-15</maturityDt>
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        <name>HCA INC</name>
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        <title>HCA Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>Lloyds Banking Group PLC</name>
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        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
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        <invCountry>GB</invCountry>
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        <name>CHARTER COMM OPT LLC/CAP</name>
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        <name>SBA Tower Trust</name>
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        <title>SBA Tower Trust</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ING Bank NV</name>
        <lei>3TK20IVIUJ8J3ZU0QE75</lei>
        <title>ING Bank NV</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-25</maturityDt>
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      <invstOrSec>
        <name>ENEL FINANCE INTL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RECKITT BENCKISER TSY</name>
        <lei>213800LAXWIUOOBZ3908</lei>
        <title>Reckitt Benckiser Treasury Services PLC</title>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-26</maturityDt>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
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          <isin value="US83162CLM37"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-01</maturityDt>
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        <name>Michigan Finance Authority</name>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>UBS GROUP AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-23</maturityDt>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-05</maturityDt>
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        <name>Enterprise Fleet Financing LLC</name>
        <lei>RKWYUSIDZTWNAX1D9U96</lei>
        <title>Enterprise Fleet Financing LLC</title>
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        <valUSD>54251.86000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-20</maturityDt>
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          <annualizedRt>2.13000000</annualizedRt>
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        <name>Republic of Poland</name>
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        <title>Republic of Poland Government International Bond</title>
        <cusip>857524AB8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-23</maturityDt>
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          <annualizedRt>5.00000000</annualizedRt>
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        <name>ROYAL BK SCOTLND GRP PLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-18</maturityDt>
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        <name>AMERICAN INTL GROUP</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-01</maturityDt>
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        <name>Apple Inc</name>
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        <title>Apple Inc</title>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>BP Capital Markets PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
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        <invCountry>GB</invCountry>
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        <name>Enel Americas SA</name>
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        <title>Enel Americas SA</title>
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        <invCountry>CL</invCountry>
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        <name>United Technologies Corp</name>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-31</maturityDt>
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          <annualizedRt>2.13000000</annualizedRt>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>Puerto Rico Electric Power Authority</name>
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        <name>Small Business Administration Participation Certs</name>
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        <name>ANHEUSER-BUSCH INBEV FIN</name>
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          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Falcon Franchise Loan LLC</name>
        <lei>N/A</lei>
        <title>Falcon Auto Dealership Loan Trust 2001-1</title>
        <cusip>30605AAN3</cusip>
        <identifiers>
          <isin value="US30605AAN37"/>
        </identifiers>
        <balance>62343.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4140.87000000</valUSD>
        <pctVal>0.000882306251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.72000000</annualizedRt>
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      <invstOrSec>
        <name>Glencore Funding LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>Glencore Funding LLC</title>
        <cusip>378272AQ1</cusip>
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          <isin value="US378272AQ19"/>
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        <balance>1887000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1974511.51000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Reynolds American Inc</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>Reynolds American Inc</title>
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        <balance>1340000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.288976848647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>31297C5V8</cusip>
        <identifiers>
          <isin value="US31297C5V83"/>
        </identifiers>
        <balance>8952.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10265.99000000</valUSD>
        <pctVal>0.002187401960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36296FS61</cusip>
        <identifiers>
          <isin value="US36296FS615"/>
        </identifiers>
        <balance>24459.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27822.91000000</valUSD>
        <pctVal>0.005928301886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
        <cusip>55336VAR1</cusip>
        <identifiers>
          <isin value="US55336VAR15"/>
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        <balance>3395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3555529.86000000</valUSD>
        <pctVal>0.757586261671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828U65</cusip>
        <identifiers>
          <isin value="US912828U659"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10069921.90000000</valUSD>
        <pctVal>2.145625205786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Time Warner Cable LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
        <cusip>88732JBA5</cusip>
        <identifiers>
          <isin value="US88732JBA51"/>
        </identifiers>
        <balance>2770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2841913.63000000</valUSD>
        <pctVal>0.605534141947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128286T2</cusip>
        <identifiers>
          <isin value="US9128286T26"/>
        </identifiers>
        <balance>9000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9673945.29000000</valUSD>
        <pctVal>2.061253409882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gainesville Hospital District</name>
        <lei>N/A</lei>
        <title>GAINESVILLE TX HOSP DIST</title>
        <cusip>363060DW1</cusip>
        <identifiers>
          <isin value="US363060DW16"/>
        </identifiers>
        <balance>2330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2711654.00000000</valUSD>
        <pctVal>0.577779374015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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    <signature>
      <ncom:dateSigned>2020-02-27</ncom:dateSigned>
      <ncom:nameOfApplicant>MFS INTERMEDIATE INCOME TRUST</ncom:nameOfApplicant>
      <ncom:signature>Kasey Phillips</ncom:signature>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>NPORT_754079641616780.htm
<TEXT>
<HTML>
<HEAD>
<!--Document created using ArcReporting-->
<!--Copyright 2020 DFIN-->
</HEAD>
<BODY bgcolor="white">
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
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<DIV
style="color:#333333;font-family:Arial;font-size:14pt;font-style:Normal;font-weight:bold;line-height:17pt;text-align:left;text-decoration:none;text-transform:none;">Quarterly Report</DIV>
<DIV
style="color:#333333;font-family:Arial;font-size:14pt;font-style:Normal;font-weight:Normal;line-height:17pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">January 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:215pt;width:100%;" type="Block">
<DIV
style="color:#741046;font-family:Arial;font-size:37pt;font-style:Normal;font-weight:Normal;line-height:40pt;text-align:left;text-decoration:none;text-transform:none;">MFS<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">&#174;</SUP><FONT
style="font-size:12.5pt;line-height:15.5pt;">&nbsp;</FONT> Intermediate Income Trust</DIV>
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style="width:100%;" type="Block">
<DIV
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<DIV
style="color:#000000;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:Normal;line-height:14pt;margin-top:1pt;text-align:left;text-decoration:none;text-transform:none;">1/31/20 (unaudited)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Portfolio of Investments is a
complete list of all securities owned by your fund. It is categorized by broad-based asset classes.</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; 99.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Aerospace &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Boeing Co., 2.95%,&#8201;2/01/2030&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,500,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,544,561</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Asset-Backed &amp; Securitized &#8211; 2.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Chesapeake Funding II LLC, 2017-3A, &#8220;A2&#8221;, FLR, 2.016% (LIBOR - 1mo. + 0.34%),&#8201;8/15/2029&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,775,520
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,776,751</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Commercial Mortgage Trust, 2017-COR2, &#8220;A3&#8221;, 3.51%,&#8201;9/10/2050&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,676,352
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,836,568
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Enterprise Fleet Financing LLC, 2017-1, &#8220;A2&#8221;, 2.13%,&#8201;7/20/2022&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">54,240
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">54,252
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Falcon Franchise Loan LLC, 9.989%,&#8201;1/05/2023&#8201;(i)(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">62,344
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:43.14pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,141
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">GS Mortgage Securities Trust, 4.592%,&#8201;8/10/2043&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,568,340
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,583,583
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JPMorgan Chase &amp; Co., 4.717%,&#8201;2/15/2046&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,148,243
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,185,367
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Loomis, Sayles &amp; Co., CLO, 2015-2A, &#8220;A1R&#8221;, FLR, 2.731% (LIBOR - 3mo. + 0.9%),&#8201;4/15/2028&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,117,883
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,116,281
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Shackleton CLO Ltd., 2015-8A, &#8220;A1R&#8221;, FLR, 2.746% (LIBOR - 3mo. + 1.51%),&#8201;10/20/2027&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,989,166
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,989,470
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Tricon American Homes Trust, 2015-SFR1, &#8220;1A&#8221;, 2.589%,&#8201;11/17/2033&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,259,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,262,532
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UBS Commercial Mortgage Trust, 2017-C1, &#8220;A4&#8221;, 3.544%,&#8201;11/15/2050&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">875,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">958,491
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>13,767,436
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Automotive &#8211; 2.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BMW U.S. Capital LLC, 3.1%,&#8201;4/12/2021&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,770,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,799,566</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ford Motor Credit Co. LLC, 5.085%,&#8201;1/07/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,074,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,102,441
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ford Motor Credit Co. LLC, 5.75%,&#8201;2/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,250,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,292,178
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">General Motors Financial Co., Inc., 3.95%,&#8201;4/13/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,700,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,847,952
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Hyundai Capital America, 3.75%,&#8201;7/08/2021&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,769,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,810,847
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Volkswagen Group of America Co., 2.85%,&#8201;9/26/2024&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,765,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,819,684
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>10,672,668
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Brokerage &amp; Asset Managers &#8211; 2.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">E*TRADE Financial Corp., 2.95%,&#8201;8/24/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,500,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,580,688</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Low Income Investment Fund, 3.386%,&#8201;7/01/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">705,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">733,238
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Low Income Investment Fund, 3.711%,&#8201;7/01/2029&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,905,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,008,081
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">TD Ameritrade Holding Corp., 3.3%,&#8201;4/01/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,150,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,380,753
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>9,702,760
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Building &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Martin Marietta Materials, Inc., 3.5%,&#8201;12/15/2027&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,946,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,163,015</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Business Services &#8211; 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Equinix, Inc., 2.9%,&#8201;11/18/2026&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,000,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,061,020</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Cable TV &#8211; 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.908%,&#8201;7/23/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,350,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,513,870</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Time Warner Cable, Inc., 4%,&#8201;9/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,770,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">2,841,914
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>4,355,784
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Chemicals &#8211; 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Sherwin-Williams Co., 3.125%,&#8201;6/01/2024&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,000,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">4,191,701</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Computer Software &#8211; 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Dell International LLC/EMC Corp., 4.9%,&#8201;10/01/2026&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,054,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,286,631</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Microsoft Corp., 3.125%,&#8201;11/03/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,110,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,340,614
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,627,245
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Computer Software - Systems &#8211; 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Apple, Inc., 3.35%,&#8201;2/09/2027&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,700,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,929,558</FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:63.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">1</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
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style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Conglomerates &#8211; 2.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Roper Technologies, Inc., 2.8%,&#8201;12/15/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">651,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;">662,593</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Technologies Corp., 3.1%,&#8201;6/01/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">947,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">977,955
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Technologies Corp., 3.65%,&#8201;8/16/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,321,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,534,277
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Technologies Corp., 3.125%,&#8201;5/04/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,000,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,143,508
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Technologies Corp., 4.125%,&#8201;11/16/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,753,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,017,855
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Westinghouse Air Brake Technologies Corp., 4.95%,&#8201;9/15/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,760,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">4,251,239
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>13,587,427
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Consumer Products &#8211; 1.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Reckitt Benckiser Treasury Services PLC, 3.625%,&#8201;9/21/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,274,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,395,706</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Reckitt Benckiser Treasury Services PLC, 2.75%,&#8201;6/26/2024&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,000,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">4,137,554
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>6,533,260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Consumer Services &#8211; 2.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Alibaba Group Holding Ltd., 2.8%,&#8201;6/06/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,605,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,642,629</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Booking Holdings, Inc., 3.55%,&#8201;3/15/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,737,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,986,543
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Conservation Fund, 3.474%,&#8201;12/15/2029&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">563,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">579,430
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Experian Finance PLC, 2.75%,&#8201;3/08/2030&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,636,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,678,704
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Toll Road Investors Partnership II LP, Capital Appreciation, 0%,&#8201;2/15/2026&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">480,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">366,373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Toll Road Investors Partnership II LP, Capital Appreciation, 0%,&#8201;2/15/2027&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,525,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,111,361
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Toll Road Investors Partnership II LP, Capital Appreciation, 0%,&#8201;2/15/2029&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,392,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">922,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Toll Road Investors Partnership II LP, Capital Appreciation, 0%,&#8201;2/15/2031&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">480,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">288,643
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>10,575,788
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Electronics &#8211; 1.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Broadcom Corp./Broadcom Cayman Finance Ltd., 3.875%,&#8201;1/15/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,900,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">4,115,496</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Microchip Technology, Inc., 3.922%,&#8201;6/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,213,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,242,446
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,357,942
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Emerging Market Quasi-Sovereign &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 4.75%,&#8201;2/08/2022&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">228,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;">239,061</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Sinopec Capital (2013) Ltd. (People's Republic of China), 3.125%,&#8201;4/24/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">733,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">752,833
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;"></FONT>991,894
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Emerging Market Sovereign &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Republic of Poland, 5%,&#8201;3/23/2022&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">772,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;">824,048</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Energy - Integrated &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BP Capital Markets PLC, 4.742%,&#8201;3/11/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,810,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,867,369</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Eni S.p.A., 4%,&#8201;9/12/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,327,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,413,677
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,281,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Financial Institutions &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Avolon Holdings Funding Ltd., 3.95%,&#8201;7/01/2024&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,123,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,288,363</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Avolon Holdings Funding Ltd., 3.25%,&#8201;2/15/2027&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">583,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">590,089
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,878,452
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Food &amp; Beverages &#8211; 2.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Anheuser-Busch InBev Worldwide, Inc., 3.3%,&#8201;2/01/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,198,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,342,003</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Conagra Brands, Inc., 4.6%,&#8201;11/01/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,987,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,364,901
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Constellation Brands, Inc., 4.4%,&#8201;11/15/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,306,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,691,758
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Wm. Wrigley Jr. Co., 3.375%,&#8201;10/21/2020&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,876,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,894,815
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>12,293,477
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Insurance &#8211; 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">American International Group, Inc., 3.75%,&#8201;7/10/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,808,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,043,623</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">American International Group, Inc., 3.9%,&#8201;4/01/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,850,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,103,005
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>6,146,628
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:29.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">2</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Insurance - Property &amp; Casualty &#8211; 1.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Allied World Assurance Co. Holdings Ltd., 4.35%,&#8201;10/29/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,110,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,365,481</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fairfax Financial Holdings Ltd., 4.85%,&#8201;4/17/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,971,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,333,406
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>6,698,887
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">International Market Quasi-Sovereign &#8211; 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Dexia Credit Local S.A. (Kingdom of Belgium), 1.875%,&#8201;9/15/2021&#8201;(n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,510,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,519,669</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Internet &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Baidu, Inc., 3.875%,&#8201;9/29/2023&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,361,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,433,770</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Machinery &amp; Tools &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">CNH Industrial Capital LLC, 4.2%,&#8201;1/15/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">472,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;">504,774</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">CNH Industrial Capital LLC, 3.85%,&#8201;11/15/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,066,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,246,849
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,751,623
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Major Banks &#8211; 12.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank of America Corp., 3.124% to 1/20/2022, FLR (LIBOR - 3mo. + 1.16%) to&#8201;1/20/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">5,400,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">5,529,121</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank of America Corp., 4.125%,&#8201;1/22/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,876,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,123,520
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank of New York Mellon Corp., 3.5%,&#8201;4/28/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,446,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,639,848
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Barclays PLC, 4.61%,&#8201;2/15/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,857,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,041,830
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Credit Suisse Group AG, 3.574%,&#8201;1/09/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,544,548
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Credit Suisse Group AG, 6.5%,&#8201;8/08/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">915,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,023,656
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Goldman Sachs Group, Inc., 5.75%,&#8201;1/24/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,924,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,069,198
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Goldman Sachs Group, Inc., 3%,&#8201;4/26/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,720,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,745,575
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Goldman Sachs Group, Inc., 2.908% to 6/05/2022, FLR (LIBOR - 3mo. + 1.053%) to &#8201;6/05/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,750,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,788,797
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">HSBC Holdings PLC, 3.262% to 3/13/2022, FLR (LIBOR - 3mo. + 1.055%) to&#8201;3/13/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,000,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,103,463
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">HSBC Holdings PLC, 3.033% to 11/22/2022, FLR (LIBOR - 3mo. + 0.923%) to&#8201;11/22/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,541,090
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ING Bank N.V., 5.8%,&#8201;9/25/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,912,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,261,746
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JPMorgan Chase &amp; Co., 4.625%,&#8201;5/10/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,890,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,996,468
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JPMorgan Chase &amp; Co., 3.125%,&#8201;1/23/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,692,520
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Lloyds Bank PLC, 3.75%,&#8201;1/11/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,400,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,502,592
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Mitsubishi UFJ Financial Group, Inc., 2.95%,&#8201;3/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">656,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">664,879
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley, 3.875%,&#8201;1/27/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">5,400,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">5,913,955
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">NatWest Markets PLC, 3.625%,&#8201;9/29/2022&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">800,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">832,942
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Royal Bank of Scotland Group, PLC, FLR, 4.892% (LIBOR - 3mo. + 1.754%),&#8201;5/18/2029&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,442,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,827,747
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Sumitomo Mitsui Financial Group, Inc., 3.102%,&#8201;1/17/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,145,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,187,373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UBS Group Funding (Switzerland) AG, 4.253%,&#8201;3/23/2028&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,449,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,725,003
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UBS Group Funding Ltd., 3%,&#8201;4/15/2021&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,505,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,543,546
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UBS Group Funding Ltd., FLR, 3.374% (LIBOR - 3mo. + 1.44%),&#8201;9/24/2020&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,680,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,693,942
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>59,993,359
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Medical &amp; Health Technology &amp; Services &#8211; 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Cigna Corp., FLR, 2.549% (LIBOR - 3mo. + 0.65%),&#8201;9/17/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,000,222</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">HCA, Inc., 4.125%,&#8201;6/15/2029&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,215,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,479,257
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,479,479
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Medical Equipment &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Abbott Laboratories, 3.4%,&#8201;11/30/2023&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,600,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,700,510</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Metals &amp; Mining &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Glencore Funding LLC, 4.125%,&#8201;5/30/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,518,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,596,862</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Glencore Funding LLC, 3.875%,&#8201;10/27/2027&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,887,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,974,511
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,571,373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Midstream &#8211; 1.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MPLX LP, 3.5%,&#8201;12/01/2022&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,584,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,639,519</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MPLX LP, 4%,&#8201;3/15/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,395,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,555,530
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,195,049
</TD></TR></TABLE>
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style="margin-top:26.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">3</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
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<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:88.52%;" colspan="4">Mortgage-Backed &#8211; 1.0%
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:11.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 5%,&#8201;12/01/2020
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:22.40pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">587
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:37.68pt;">620</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 6.5%,&#8201;11/01/2031
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">630,816
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">728,752
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 4.224%,&#8201;3/25/2020
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">637,004
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">636,737
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 5.5%,&#8201;6/01/2020
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">10,496
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">10,514
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 6%, 5/01/2021 - 8/01/2034
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">13,858
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">15,232
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.064%,&#8201;8/25/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,457,127
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,539,383
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.187%,&#8201;9/25/2027
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">550,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">601,221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 4.06%,&#8201;10/25/2028
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">780,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">902,991
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 6%, 6/15/2033 - 10/15/2036
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">406,693
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">464,153
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 5.87%,&#8201;4/20/2058
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">24,459
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">27,823
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>4,927,426
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Municipals &#8211; 4.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bridgeview, IL, Stadium and Redevelopment Projects, 5.06%,&#8201;12/01/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">4,185,840</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Gainesville, TX, Hospital District, &#8220;A&#8221;, 5.711%,&#8201;8/15/2033&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,330,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,711,654
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Howard University, 2.757%,&#8201;10/01/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,250,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,251,726
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Michigan Finance Authority Hospital Refunding Rev. (Trinity Health Credit Group), &#8220;T&#8221;, 3.084%,&#8201;12/01/2034&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,625,075
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">New Jersey Economic Development Authority State Pension Funding Rev., Capital Appreciation, &#8220;B&#8221;, 0%,&#8201;2/15/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,704,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,496,280
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Puerto Rico Electric Power Authority Rev., &#8220;RR&#8221;, 5%,&#8201;7/01/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,675,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,704,480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Syracuse, NY, Industrial Development Agency PILOT Rev. (Carousel Center Project), &#8220;B&#8221;, 5%,&#8201;1/01/2036&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,635,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">3,768,404
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>19,743,459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Oils &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Marathon Petroleum Corp., 3.625%,&#8201;9/15/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,003,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,062,703</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Valero Energy Corp., 3.4%,&#8201;9/15/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,353,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">2,496,342
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,559,045
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Other Banks &amp; Diversified Financials &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BBVA USA, 2.875%,&#8201;6/29/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,826,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,867,673</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">SunTrust Banks, Inc., 2.7%,&#8201;1/27/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,803,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">1,834,338
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,702,011
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Pharmaceuticals &#8211; 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Allergan Funding SCS, 3.45%,&#8201;3/15/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,088,178</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bristol-Myers Squibb Co., 2.75%,&#8201;2/15/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,628,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">2,704,176
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,792,354
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Retailers &#8211; 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Alimentation Couche-Tard, Inc., 2.7%,&#8201;7/26/2022&#8201;(n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,700,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,747,083</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Supranational &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Corporacion Andina de Fomento, 4.375%,&#8201;6/15/2022&#8201;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,950,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">3,106,291</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Telecommunications - Wireless &#8211; 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">American Tower Corp., REIT, 3.55%,&#8201;7/15/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">4,271,887</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Crown Castle International Corp., 3.65%,&#8201;9/01/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">947,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,022,513
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">SBA Tower Trust, 2.877%,&#8201;7/09/2021&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">586,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">589,744
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>5,884,144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Tobacco &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Reynolds American, Inc., 6.875%,&#8201;5/01/2020&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,340,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,356,236</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Reynolds American, Inc., 3.25%,&#8201;6/12/2020&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">614,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">616,364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>1,972,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Government Agencies and Equivalents &#8211; 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">AID Ukraine, 1.847%,&#8201;5/29/2020&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,500,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">2,504,009</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 6.35%,&#8201;4/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">24,613
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">24,920
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 6.34%,&#8201;5/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">29,041
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">29,528
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 6.44%,&#8201;6/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">25,233
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:5pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">25,790
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:21.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">4</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Government Agencies and Equivalents &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 6.625%,&#8201;7/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">27,791
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:27.48pt;">28,322</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 5.34%,&#8201;11/01/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">97,818
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">99,821
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 4.93%,&#8201;1/01/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">67,118
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:39.06pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">70,144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 5.36%,&#8201;11/01/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">152,267
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">162,886
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 5.39%,&#8201;12/01/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">96,898
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">103,592
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;"></FONT>3,049,012
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Treasury Obligations &#8211; 39.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.625%,&#8201;8/15/2020&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">7,525,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">7,565,858</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.375%,&#8201;3/15/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">18,815,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">19,000,210
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.75%,&#8201;11/30/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">10,000,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">10,069,922
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.75%,&#8201;2/28/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">14,420,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">14,541,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.75%,&#8201;5/15/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">13,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">13,627,617
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.125%,&#8201;12/31/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">14,635,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">14,974,578
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.5%,&#8201;8/15/2023&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">12,710,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">13,231,805
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.75%,&#8201;2/15/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">8,385,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">8,855,674
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.375%,&#8201;8/15/2024&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">9,230,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">9,654,364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2%,&#8201;2/15/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">9,900,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">10,216,336
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2%,&#8201;8/15/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">5,225,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">5,400,323
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.25%,&#8201;11/15/2025&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">14,255,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">14,938,238
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.625%,&#8201;5/15/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,080,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,133,550
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2%,&#8201;11/15/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">12,585,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:24.78pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">13,048,580
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.625%,&#8201;11/30/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">9,400,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">9,520,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.375%,&#8201;5/15/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,075,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,338,761
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.75%,&#8201;2/15/2028&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,650,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,005,162
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.375%,&#8201;5/15/2029&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">9,000,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">9,673,945
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:9.12pt;"></FONT>186,796,466
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Utilities - Electric Power &#8211; 2.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Emera U.S. Finance LP, 2.7%,&#8201;6/15/2021&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:4.5pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">492,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:23.40pt;">497,897</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Enel Americas S.A., 4%,&#8201;10/25/2026&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">252,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">267,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Enel Finance International N.V., 2.75%,&#8201;4/06/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,560,047
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Enel Finance International N.V., 4.875%,&#8201;6/14/2029&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,615,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,871,489
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">FirstEnergy Corp., 3.9%,&#8201;7/15/2027&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,827,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,093,897
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Oncor Electric Delivery Co., 4.1%,&#8201;6/01/2022&#8201;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,206,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:28.86pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,314,965
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">PPL WEM Holdings PLC, 5.375%,&#8201;5/01/2021&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">546,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">561,976
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Transelec S.A., 4.625%,&#8201;7/26/2023&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.12pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.12pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">927,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.12pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">981,461
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Transelec S.A., 4.25%,&#8201;1/14/2025&#8201;(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.12pt;text-align:left;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">228,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:34.98pt;padding-top:1.12pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">241,110
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:13.20pt;"></FONT>13,390,592
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:78.61%;" colspan="3">Total Bonds
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:2.03pt;"></FONT>467,499,912
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Investment Companies (h) &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:88.52%;" colspan="4">Money Market Funds &#8211; 0.3%
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:11.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:0pt;padding-right:2pt;padding-top:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MFS Institutional Money Market Portfolio, 1.62% (v)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-right:4.5pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-right:2pt;padding-top:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,537,467
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:7.5pt;padding-top:2pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.28pt;">1,537,621</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-top:2pt;text-align:left;vertical-align:bottom;width:99.63%;" colspan="5">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:78.61%;" colspan="3">Other Assets, Less Liabilities &#8211; 0.1%
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:31.98pt;padding-top:2.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;">290,881
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;padding-top:2pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:88.52%;" colspan="4">Net Assets &#8211; 100.0%
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:2.03pt;"></FONT>469,328,414
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:97.94%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:2pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.44%;">(h)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:97.56%;">An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end,
the aggregate values of the fund's investments in affiliated issuers and in unaffiliated issuers were $1,537,621 and $467,499,912, respectively.
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:2pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:2pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-top:2pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.44%;">(i)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:97.56%;">Interest only security for which the fund receives interest on notional principal (Par amount). Par amount shown is the notional principal and does not reflect the cost of the
security.
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.44%;">(n)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:97.56%;">Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from
registration, normally to qualified institutional buyers. At period end, the aggregate value of these securities was $73,381,419, representing 15.6% of net assets.
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:2.44%;">(v)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:4pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:97.56%;">Affiliated issuer that is available only to investment companies managed by MFS. The rate quoted for the MFS Institutional Money Market Portfolio is the annualized
seven-day yield of the fund at period end.
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:4pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-top:1.25pt;text-align:left;vertical-align:top;width:0%;">&#160;
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
</DIV>
<DIV
style="margin-top:30pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;margin-top:32pt;text-align:right;text-decoration:none;text-transform:none;">5</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:8pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="2">The following abbreviations are used in this report and are defined:
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.26%;">AID
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.30%;">U.S. Agency for International Development
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.26%;">CLO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.30%;">Collateralized Loan Obligation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.26%;">FLR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.30%;">Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference
rates are USD unless otherwise noted.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.26%;">LIBOR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.30%;">London Interbank Offered Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:4.26%;">REIT
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:96.30%;">Real Estate Investment Trust
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">See attached supplemental
information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.</DIV>
</DIV>
<DIV
style="margin-top:586pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">6</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#741046;font-family:Arial;font-size:15pt;font-style:Normal;font-weight:bold;line-height:18pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Supplemental Information</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:Normal;line-height:14pt;margin-top:1pt;text-align:left;text-decoration:none;text-transform:none;">1/31/20 (unaudited)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:7pt;text-align:left;text-decoration:none;text-transform:none;">The fund is an investment company
and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment
Companies.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">(1)&nbsp;Investment Valuations</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:2pt;text-align:left;text-decoration:none;text-transform:none;">Debt instruments and floating rate
loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. &nbsp;Short-term instruments with a maturity at issuance of 60 days or
less may be valued at amortized cost, which approximates market value.&nbsp;Open-end investment companies are generally valued at net asset value per share.&nbsp;Securities and other assets generally valued on the
basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation.&nbsp;In determining values, third-party pricing services can utilize both transaction data and market
information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data.&nbsp;The values of foreign securities and other assets and liabilities expressed in foreign
currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">The Board of Trustees has delegated
primary responsibility for determining or causing to be determined the value of the fund&#8217;s investments (including any fair valuation) to the adviser pursuant to valuation policies and procedures approved by the
Board. If the adviser determines that reliable market quotations are not readily available, investments are valued at fair value as determined in good faith by the adviser in accordance with such procedures under the
oversight of the Board of Trustees. Under the fund&#8217;s valuation policies and procedures, market quotations are not considered to be readily available for most types of debt instruments and floating rate loans and
many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services. In addition, investments may be valued at fair value if the adviser determines
that an investment&#8217;s value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior
to the determination of the fund&#8217;s net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is
principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost
and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an
investment. The value of an investment for purposes of calculating the fund&#8217;s net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an
investment used to determine the fund&#8217;s net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an
investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Various inputs are used in
determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value
hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a
particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or
liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk). Level 3 includes unobservable inputs,
which may include the adviser's own assumptions in determining the fair value of investments. The following is a summary of the levels used as of January 31, 2020 in valuing the fund's assets or liabilities:</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:78.00%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:8pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:49.50%;">Financial Instruments
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.28%;">Level 1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:14.22%;">Level 2
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.79%;">Level 3
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:14.22%;">Total
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">U.S. Treasury Bonds &amp; U.S. Government Agencies &amp; Equivalents
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:31.64pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.28%;
">$&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:14.22%;">$189,845,478
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.79%;">$&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:14.22%;">$189,845,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Non - U.S. Sovereign Debt
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">7,441,902
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">7,441,902
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Municipal Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">19,743,459
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">19,743,459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">U.S. Corporate Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">153,017,699
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">153,017,699
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Residential Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">6,189,958
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">6,189,958
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Commercial Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">7,568,150
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">7,568,150
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Asset-Backed Securities (including CDOs)
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">4,936,754
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">4,936,754
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Foreign Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">78,756,512
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">78,756,512
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Mutual Funds
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:12.28%;">1,537,621
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:43.88pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:14.22%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">1,537,621
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:0pt;padding-right:7.5pt;padding-top:2.38pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:49.50%;">Total
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.28%;">$1,537,621
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;">$467,499,912
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.79%;">$&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:7.5pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;">$469,037,533
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">For further information regarding
security characteristics, see the Portfolio of Investments.</DIV>
</DIV>
<DIV
style="margin-top:107pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Supplemental Information&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:13pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">(2)&nbsp;Investments in Affiliated
Issuers</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:4pt;text-align:left;text-decoration:none;text-transform:none;">An affiliated issuer may be
considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. For the purposes of this report, the following were affiliated issuers:</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:4pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:42.11%;">Affiliated Issuers
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.30%;">Beginning<BR>
Value
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:4pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.78%;">Purchases
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">Sales<BR>
Proceeds
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.07%;">Realized<BR>
Gain<BR>
(Loss)
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.06%;">Change in<BR>
Unrealized<BR>
Appreciation or<BR>
Depreciation
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.02%;">Ending<BR>
Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:0pt;padding-right:6pt;padding-top:2.38pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.11%;">MFS Institutional Money Market Portfolio
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.30%;">$3,881,383
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">$22,342,438
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">$24,686,221
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.07%;">$203
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.06%;">$(182)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.02%;">$1,537,621
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:4pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.56%;">Affiliated Issuers
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.78%;">Dividend<BR>
Income
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.78%;">Capital Gain<BR>
Distributions
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:0pt;padding-right:6pt;padding-top:2.38pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:75.56%;">MFS Institutional Money Market Portfolio
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.78%;">$17,721
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;text-transform:none;
vertical-align:bottom;width:12.78%;">$&#8212;
</TD></TR></TABLE>
</DIV>
</DIV>
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<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">8</DIV>
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</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
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