<SEC-DOCUMENT>0001145443-17-000989.txt : 20170929
<SEC-HEADER>0001145443-17-000989.hdr.sgml : 20170929
<ACCEPTANCE-DATETIME>20170929132841
ACCESSION NUMBER:		0001145443-17-000989
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		3
CONFORMED PERIOD OF REPORT:	20170731
FILED AS OF DATE:		20170929
DATE AS OF CHANGE:		20170929
EFFECTIVENESS DATE:		20170929

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JOHN HANCOCK INCOME SECURITIES TRUST
		CENTRAL INDEX KEY:			0000759866
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-04186
		FILM NUMBER:		171110620

	BUSINESS ADDRESS:	
		STREET 1:		C/O JOHN HANCOCK FUNDS
		STREET 2:		601 CONGRESS STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02210
		BUSINESS PHONE:		617-663-3000

	MAIL ADDRESS:	
		STREET 1:		C/O JOHN HANCOCK FUNDS
		STREET 2:		601 CONGRESS STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02210

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	HANCOCK JOHN INCOME SECURITIES TRUST /MA
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>d329246.htm
<DESCRIPTION>N-Q
<TEXT>
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN">
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<HEAD>
<TITLE></TITLE>
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<BODY style="FONT-FAMILY: Times New Roman"><P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">UNITED STATES<BR>
SECURITIES AND EXCHANGE COMMISSION<BR>
Washington, D.C. 20549</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>FORM N-Q</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED<BR>
 MANAGEMENT INVESTMENT COMPANIES</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">Investment Company Act file number <U>811- 4186</U></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><U>John Hancock Income Securities Trust</U><BR>
(Exact name of registrant as specified in charter)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><U>601 Congress Street, Boston, Massachusetts
02210</U><BR>
(Address of principal executive offices) (Zip code)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">Salvatore Schiavone, Treasurer</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">601 Congress Street</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center"><U>Boston, Massachusetts 02210</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center">(Name and address of agent for service)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 36pt; text-align: center">Registrant&rsquo;s telephone number, including
area code: <U>617-663-4497</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 12pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 20%">&nbsp;</TD>
    <TD STYLE="width: 42%">Date of fiscal year end: </TD>
    <TD STYLE="width: 38%">October 31 </TD></TR>
<TR STYLE="vertical-align: top; background-color: white">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top; background-color: white">
    <TD>&nbsp;</TD>
    <TD>Date of reporting period: </TD>
    <TD>July 31, 2017 </TD></TR>
</TABLE>
<BR>
<!-- MARKER FORMAT-SHEET="Scotch Line Single" -->
<HR ALIGN="LEFT" WIDTH="100%" SIZE="1" NOSHADE>
<PAGE>
<BR>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">ITEM 1. SCHEDULE OF INVESTMENTS</P>
<BR>
<!-- MARKER FORMAT-SHEET="Scotch Line Single" -->
<HR ALIGN="LEFT" WIDTH="100%" SIZE="1" NOSHADE>


<PAGE>
<DIV style="display:block;width:98%;">
<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P></P>
<BR>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:8px;line-height:1.1;font-size:22pt;">John Hancock</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:8px;line-height:1.1;font-size:22pt;">Income Securities Trust</P>
</DIV>
</DIV>

<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;"><B>Quarterly portfolio holdings <FONT style="padding-top:0px;">
7/31/17</FONT></B></DIV>
</DIV>

<DIV style="  display:block;">
<P style="margin-top:1pt;margin-bottom:1pt;padding-left:0pt;text-indent:0pt;">
<IMG SRC="jhnq_logo.jpg" ALT="jhnq_logo.jpg" style="max-width:900px;">
&#8201;</P>
</DIV>

<HR>

<P style="page-break-before:always;margin:0pt;margin-bottom:28pt;line-height:10pt;font-family:Arial;font-size:8pt;"></P>
</DIV>


<TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD style="PADDING-LEFT: 18pt; PADDING-BOTTOM: 1pt; PADDING-TOP: 1pt" noWrap align=left width="100%" bgColor=#04548b><FONT style="FONT-SIZE: 14pt" face=Arial color=#ffffff>Fund&#146;s
investments</FONT></TD></TR></TABLE><BR><BR><BR><BR>
<div STYLE="padding-left: 2pt" align=left><B><FONT face=Arial size=2>As of 7-31-17
(unaudited)</FONT></B></div>
<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">U.S. Government and Agency obligations 17.4% (11.6% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$31,514,339</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $29,968,218)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>U.S. Government 4.6%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>U.S. Treasury</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Bond (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,793,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,830,891</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Note (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,337,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>3,299,849</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Note (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>348,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>350,596</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Treasury Inflation Protected Security (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,832,758</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>2,829,602</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>U.S. Government Agency 12.8%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal Home Loan Mortgage Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>737,861</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>746,364</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,481,393</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,601,521</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal National Mortgage Association</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-42</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,580,267</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>2,602,745</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>782,259</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>788,585</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-42</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,915,171</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>4,058,808</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-01-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,928,448</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>3,045,951</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,414,123</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,462,910</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-40</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>311,050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>331,732</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>479,678</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>512,246</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>968,815</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,025,966</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,864,069</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,977,818</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,494,438</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,588,900</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,747,649</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>2,967,776</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-41</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>338,053</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>373,585</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>30
      Yr Pass Thru</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-40</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>106,454</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>118,494</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Foreign government obligations 0.7% (0.5% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$1,283,278</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $1,161,450)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Argentina 0.7%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>1,283,278</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Provincia de Buenos Aires</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Bond (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>390,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>398,061</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Republic of Argentina</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Bond (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-26-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>155,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>159,263</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Bond</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-22-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>376,075</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Bond (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.280</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-31-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>322,469</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>349,879</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Corporate bonds 95.0% (63.4% of Total
    investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$172,299,287</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $167,251,980)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Consumer discretionary 10.1%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>18,254,786</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Auto components 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lear Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>273,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>292,478</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nemak SAB de CV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-28-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>306,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>315,180</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ZF
      North America Capital, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-29-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>292,950</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Automobiles 1.9%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Daimler Finance North America LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-05-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>260,781</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ford Motor Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>145,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>140,512</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ford Motor Credit Company LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-02-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>928,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,036,521</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>General Motors Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-02-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>507,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>547,907</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>General Motors Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-02-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>380,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>430,491</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>General Motors Financial Company, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>560,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>565,625</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>General Motors Financial Company, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-13-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>444,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>456,247</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Diversified consumer services 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Laureate Education, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>184,875</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Service Corp. International</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>254,700</FONT></TD></TR></TABLE><BR>
<TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2</FONT></TD></TR></TABLE><BR>
<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Consumer discretionary (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Hotels, restaurants and leisure 1.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CCM
      Merger, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>195,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$204,331</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Chester Downs &amp; Marina LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>288,400</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Eldorado Resorts, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>140,400</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>GLP
      Capital LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>277,552</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Hilton Grand Vacations Borrower LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>142,188</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>International Game Technology PLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>225,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>248,344</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Jacobs Entertainment, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>124,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>134,540</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Mohegan Gaming &amp; Entertainment (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>327,438</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Seminole Tribe of Florida, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.535</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>410,636</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Waterford Gaming LLC (B)(D)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-14</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>99,739</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>0</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Household durables 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Beazer Homes USA, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>412,946</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Internet and direct marketing retail 0.9%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Expedia, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>705,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>777,027</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>QVC, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>333,798</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>QVC, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-02-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,996</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>QVC, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>307,447</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Leisure products 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Vista Outdoor, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>261,375</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Media 4.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>21st Century Fox America, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-20-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,020,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,276,235</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Altice Financing SA (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>375,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>397,266</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cengage Learning, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>230,550</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Charter Communications Operating LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.484</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-23-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>606,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>715,308</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Clear Channel Worldwide Holdings, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>289,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>299,476</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lions Gate Entertainment Corp. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>147,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>154,350</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>McGraw-Hill Global Education Holdings LLC
    (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>75,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>72,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MDC
      Partners, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>270,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,350</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Midcontinent Communications (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>140,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>151,746</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Myriad International Holdings BV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-21-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>433,238</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Omnicom Group, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>285,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>289,241</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sinclair Television Group, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>335,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>348,400</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sirius XM Radio, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>102,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>104,040</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sirius XM Radio, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>195,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>199,169</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sirius XM Radio, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>845,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>869,294</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sirius XM Radio, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>375,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>393,019</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sirius XM Radio, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>278,250</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Time Warner Cable LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>375,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>412,569</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Time Warner, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>374,645</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Viacom, Inc. (6.250% to 2-28-27, then 3 month LIBOR +
      3.899%)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-28-57</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>80,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>82,091</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>WMG
      Acquisition Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>165,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>169,538</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>WMG
      Acquisition Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>388,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Multiline retail 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Macy&#146;s Retail Holdings, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>284,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>268,888</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Specialty retail 0.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>L
      Brands, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>475,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>518,938</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>L
      Brands, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>250,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>240,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Consumer staples 4.3%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>7,804,525</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Beverages 2.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Anheuser-Busch InBev Finance, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>880,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>989,940</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Coca-Cola European Partners US LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,073,057</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Consumer staples (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Beverages
      (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Molson Coors Brewing Company (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1.450</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-15-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>165,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>$163,545</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Molson Coors Brewing Company (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>3.000</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-15-26</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>390,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>379,646</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Pernod Ricard SA (A)(B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>04-07-21</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1,125,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1,257,293</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Food and staples
      retailing 0.9%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Alimentation Couche-Tard, Inc.
    (A)(B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>2.700</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-26-22</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>230,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>230,515</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>CVS Health Corp. (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>2.875</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>06-01-26</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>248,472</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>CVS Health Corp. (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-20-45</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>510,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>586,131</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>SUPERVALU, Inc.</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>7.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>11-15-22</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>168,725</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Whole Foods Market, Inc.</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.200</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>12-03-25</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>374,221</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Food products
      0.9%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Bunge, Ltd. Finance Corp. (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>8.500</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>06-15-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>389,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>434,075</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kraft Heinz Foods Company (A)(B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>221,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>237,954</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kraft Heinz Foods Company (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.200</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-15-45</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>378,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>410,425</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Mondelez International Holdings Netherlands
      BV (A)(B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1.625</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>10-28-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>380,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>377,197</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Post Holdings, Inc. (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-01-27</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>175,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>185,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Household products
      0.1%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kronos Acquisition Holdings, Inc.
    (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>9.000</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>08-15-23</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>214,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>215,070</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Personal products
      0.2%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Revlon Consumer Products Corp.</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>02-15-21</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>190,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>157,700</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Revlon Consumer Products Corp.
    (A)(C)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>08-01-24</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>225,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>170,859</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Tobacco
    0.1%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Vector Group, Ltd. (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>02-01-25</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>140,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>144,200</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Energy 10.9%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>19,714,240</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Energy equipment and
      services 0.2%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Antero Midstream Partners LP</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>09-15-24</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>275,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>283,938</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><B><FONT face=Arial size=1>Oil, gas and consumable
      fuels 10.7%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Boardwalk Pipelines LP (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.450</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-15-27</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>136,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>140,129</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Cenovus Energy, Inc.</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.450</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>09-15-42</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>380,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>318,155</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Cheniere Corpus Christi Holdings LLC
      (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>06-30-27</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>135,363</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Cheniere Corpus Christi Holdings
    LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-31-25</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>160,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>173,400</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Cimarex Energy Company (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>06-01-24</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>248,839</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Colorado Interstate Gas Company LLC
      (A)(B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.150</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>08-15-26</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>233,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>232,314</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Columbia Pipeline Group, Inc. (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>06-01-25</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>540,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>579,411</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Continental Resources, Inc. (A)(C)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>09-15-22</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>548,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>543,205</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>DCP Midstream Operating LP</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>2.700</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>04-01-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>308,063</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>DCP Midstream Operating LP (5.850% to
      5-21-23, then 3 month LIBOR +</FONT></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="8%"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="9%"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="11%"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 10pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>3.850%) (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.850</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>05-21-43</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>344,100</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>DCP Midstream Operating LP (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>9.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-15-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>405,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>451,069</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Enbridge Energy Partners LP (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>10-15-20</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>416,622</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Enbridge Energy Partners LP (8.050% to
      10-1-17, then 3 month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 10pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>3.797%)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>8.050</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>10-01-77</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>264,338</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Enbridge, Inc. (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.250</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>12-01-26</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>311,613</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Energy Transfer LP (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.200</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>04-15-27</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>130,599</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Energy Transfer LP (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>5.150</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-15-45</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>345,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>336,257</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Energy Transfer LP (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>9.700</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-15-19</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>425,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>474,212</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>EnLink Midstream Partners LP</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.850</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-15-26</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>326,442</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Enterprise Products Operating LLC
      (A)(E)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>4.877</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>08-01-66</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>440,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>441,760</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Gulfport Energy Corp. (B)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>10-15-24</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>80,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>79,152</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kerr-McGee Corp.</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>6.950</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>07-01-24</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1,035,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>1,225,151</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kinder Morgan Energy Partners LP
    (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-01-21</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>500,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>512,976</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>Kinder Morgan Energy Partners LP
    (A)</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 8%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>7.750</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 9%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>03-15-32</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 11%; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>195,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: #cccccc 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt; border-bottom: #cccccc 1pt solid"><FONT face=Arial size=1>250,758</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Energy (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Oil, gas and consumable fuels (continued)</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lukoil International Finance BV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.416</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-24-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>675,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$679,388</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Newfield Exploration Company (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>139,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>145,776</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Newfield Exploration Company (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-30-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>115,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>121,469</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nostrum Oil &amp; Gas Finance BV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>206,107</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ONEOK Partners LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>162,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>177,221</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Petrobras Global Finance BV</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-20-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>481,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>410,413</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Petrobras Global Finance BV</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-17-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>545,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>590,235</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Petro-Canada (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,263,647</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Petroleos Mexicanos</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-24-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>339,918</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Petroleos Mexicanos (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-13-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>85,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>90,568</FONT></TD></TR>
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    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Regency Energy Partners LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>95,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>101,978</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Regency Energy Partners LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>490,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>504,700</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Regency Energy Partners LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>90,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>99,652</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Resolute Energy Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>227,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>229,270</FONT></TD></TR>
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    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sabine Pass Liquefaction LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>261,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>264,705</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sabine Pass Liquefaction LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>245,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>262,358</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sabine Pass Liquefaction LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>191,127</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Shell International Finance BV (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-11-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>725,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>771,159</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sunoco Logistics Partners Operations LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>460,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>454,144</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sunoco Logistics Partners Operations LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>377,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>397,355</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tallgrass Energy Partners LP (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>133,088</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tapstone Energy LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>105,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>89,775</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Teekay Offshore Partners LP (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-30-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>460,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>447,350</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tesoro Logistics LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>140,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>149,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tesoro Logistics LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>414,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tesoro Logistics LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>289,513</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Williams Companies, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-24-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>525,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>544,031</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Williams Companies, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-24-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>327,600</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Williams Partners LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>355,004</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Williams Partners LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>690,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>722,898</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>YPF
      SA (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-28-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>411,625</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials 30.1%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>54,635,977</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Banks 16.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ABN
      AMRO Bank NV (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-18-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>205,858</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Australia &amp; New Zealand Banking Group, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-19-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>480,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>482,237</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Australia &amp; New Zealand Banking Group, Ltd. (6.750% to
      6-15-26, then 5 Year</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>U.S. ISDAFIX + 5.168%) (A)(B)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>223,791</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Bank of America Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-21-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>371,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>380,083</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Bank of America Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-26-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>177,852</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Bank of America Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-22-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>328,220</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Bank of America Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-03-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>580,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>613,493</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR
      +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.553%) (A)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-10-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>610,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>690,063</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BankUnited, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-17-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>455,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>475,154</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Banque Federative du Credit Mutuel SA (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-20-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>470,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>471,072</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Barclays Bank PLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>10.179</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-12-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>575,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>721,032</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Barclays PLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-12-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>355,977</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BPCE SA (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>475,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>492,678</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BPCE SA (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-22-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,145,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,282,944</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Branch Banking &amp; Trust Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>710,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>714,320</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Citigroup, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.350</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-02-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>455,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>452,751</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Citigroup, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-09-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>430,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>455,969</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Citigroup, Inc. (5.875% to 3-27-20, then 3 month LIBOR +
      4.059%) (A)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-27-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>630,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>662,288</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Banks (continued)</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR +
      4.517%) (A)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>525,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$589,785</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Citizens Bank NA (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-26-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>440,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>440,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Commerzbank AG (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-19-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>424,981</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cooperatieve Rabobank UA (11.000% to 6-30-19, then 3
      month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>10.868%) (A)(B)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>11.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-30-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,157,600</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S.
      Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.898%) (B)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-23-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>600,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>676,812</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Credit Agricole SA (8.125% to 9-19-18, then 5 Year U.S.
      Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>6.283%) (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-19-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>250,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>265,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Fifth Third Bancorp (5.100% to 6-30-23, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.033%) (A)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-30-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>433,650</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HBOS PLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-21-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>825,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>855,494</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HSBC Holdings PLC (6.375% to 9-17-24, then 5 Year U.S.
      ISDAFIX +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.705%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-17-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>213,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year U.S.
      ISDAFIX +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>5.514%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>372,878</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ING
      Bank NV (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-25-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,135,590</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>JPMorgan Chase &amp; Co. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>410,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>407,521</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>JPMorgan Chase &amp; Co. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>720,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>779,618</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>JPMorgan Chase &amp; Co. (5.300% to 5-1-20, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.800%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>465,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>486,623</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>JPMorgan Chase &amp; Co. (6.750% to 2-1-24, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.780%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>805,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>922,128</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lloyds Banking Group PLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.650</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-24-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>880,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>926,970</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year
      U.S. Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.760%) (F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-27-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>385,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>428,313</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>M&amp;T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR
      + 3.520%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>345,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>362,681</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Manufacturers &amp; Traders Trust Company
(A)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.842</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>485,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>480,156</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>PNC
      Bank NA (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-28-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>570,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>571,566</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Popular, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>274,300</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Royal Bank of Scotland Group PLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-12-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>335,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>343,611</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Royal Bank of Scotland Group PLC (8.000% to 8-10-25, then
      5 Year U.S. Swap</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Rate + 5.720%) (A)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-10-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>218,876</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Royal Bank of Scotland Group PLC (8.625% to 8-15-21, then
      5 Year U.S. Swap</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Rate + 7.598%) (F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>220,876</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Santander Holdings USA, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-24-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>635,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>641,418</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Santander UK Group Holdings PLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>365,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>381,863</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S.
      Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>6.238%) (A)(B)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-13-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>371,450</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Societe Generale SA (8.000% to 9-29-25, then 5 Year U.S.
      ISDAFIX +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>5.873%) (A)(B)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-29-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>488,355</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Societe Generale SA (8.250% to 11-29-18, then 5 Year U.S.
      Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>6.394%) (F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-29-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>385,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>408,539</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Standard Chartered PLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-19-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>750,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>749,348</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sumitomo Mitsui Banking Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-10-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>598,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>603,339</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sumitomo Mitsui Trust Bank, Ltd. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-06-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>565,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>566,209</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>SunTrust Bank (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>450,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>448,319</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Synovus Financial Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>276,114</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month
      LIBOR</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>+
      3.040%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.850</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>335,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>345,050</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month
      LIBOR</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>+
      3.678%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>520,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>585,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wells Fargo &amp; Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.650</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-04-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,725</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wells Fargo &amp; Company (5.875% to 6-15-25, then 3
      month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.990%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>975,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,081,031</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wells Fargo &amp; Company, Series K (7.980% to 3-15-18,
      then 3 month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.770%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.980</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>383,413</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Capital markets 4.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ares Capital Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>430,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$439,459</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S.
      Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.598%) (A)(B)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-11-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>335,563</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>FS
      Investment Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>440,673</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>FS
      Investment Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>290,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>295,849</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Jefferies Group LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.850</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>422,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>446,919</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Jefferies Group LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>262,370</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Macquarie Bank, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-10-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>520,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>549,686</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Morgan Stanley (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>257,163</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Morgan Stanley (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-27-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>413,679</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Morgan Stanley (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-26-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>450,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>485,933</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Morgan Stanley (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-13-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>895,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>977,092</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>S&amp;P Global, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>495,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>522,333</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>S&amp;P Global, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>367,448</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Stifel Financial Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-18-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>321,864</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Goldman Sachs Group, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-25-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>255,675</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Goldman Sachs Group, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-13-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>880,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>885,102</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Goldman Sachs Group, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.850</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-26-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>685,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>699,119</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Consumer finance 3.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ally Financial, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-05-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>329,128</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ally Financial, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-30-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>645,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>690,150</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Express Company</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>506,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>506,407</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Capital One Financial Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-24-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>275,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>277,036</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Capital One Financial Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,100,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,126,936</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Capital One Financial Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-28-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>570,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>559,781</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Capital One Financial Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-29-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>440,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>449,696</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Credit Acceptance Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>404,875</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Credito Real SAB de CV (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-20-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>210,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Discover Bank (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-13-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>510,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>514,522</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Discover Financial Services</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-06-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>750,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>768,496</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Discover Financial Services</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-27-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>85,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>93,057</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Enova International, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>390,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>409,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Diversified financial services 1.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ASP
      AMC Merger Sub, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>203,206</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Doric Nimrod Air Alpha 2013-1 Class B Pass Through Trust
      (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-30-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>136,681</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>140,946</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Exela Intermediate LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>10.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>135,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>131,544</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Flagstar Bancorp, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>272,584</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ladder Capital Finance Holdings LLLP (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>95,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>97,969</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Leucadia National Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-18-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>655,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>705,791</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NewStar Financial, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>445,875</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR +
      3.580%) (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.650</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-53</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>419,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>449,378</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Insurance 3.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aquarius &amp; Investments PLC (6.375% to 9-1-19, then 5 Year
      U.S. Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>5.210%)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>461,753</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AXA
      SA (6.379% to 12-14-36, then 3 month LIBOR + 2.256%) (A)(B)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.379</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-14-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AXA
      SA (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>175,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>249,375</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Brighthouse Financial, Inc. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-22-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>595,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>589,334</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CNO
      Financial Group, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-30-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>450,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>478,125</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Liberty Mutual Group, Inc. (7.800% to 3-15-37, then 3 month
      LIBOR</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>+3.576%) (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-07-87</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>705,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>884,775</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MetLife, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-66</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>410,433</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MetLife, Inc. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-08-68</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>468,169</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Insurance (continued)</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nippon Life Insurance Company (5.100% to 10-16-24, then 5
      Year U.S. ISDAFIX</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>+
      3.650%) (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-16-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>365,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$391,463</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Prudential Financial, Inc. (5.200% to 3-15-24, then 3
      month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.040%) (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>270,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>287,213</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Prudential Financial, Inc. (5.875% to 9-15-22, then 3
      month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.175%) (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-42</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>267,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>297,371</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Teachers Insurance &amp; Annuity Association of America
      (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.270</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>430,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>443,781</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Hartford Financial Services Group, Inc. (8.125% to 6-15-18, then 3
      month</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>LIBOR + 4.603%) (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-68</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>540,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>565,650</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Thrifts and mortgage finance 1.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MGIC Investment Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>99,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>107,910</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nationstar Mortgage LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>302,375</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nationstar Mortgage LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>348,704</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nationstar Mortgage LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>304,219</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Quicken Loans, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>550,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>575,438</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Radian Group, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>179,350</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Radian Group, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>330,031</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Stearns Holdings LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>164,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>168,920</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Health care 5.4%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>9,790,396</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Biotechnology 0.8%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AbbVie, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-14-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>433,818</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Shire Acquisitions Investments Ireland DAC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-23-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>485,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>484,531</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Shire Acquisitions Investments Ireland DAC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-23-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>625,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>615,279</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Health care equipment and supplies 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Becton, Dickinson and Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.133</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-06-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>421,824</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Zimmer Biomet Holdings, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>440,338</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Health care providers and services 2.7%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cardinal Health, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.948</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-14-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>356,478</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Community Health Systems, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>281,750</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Community Health Systems, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>215,269</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>DaVita, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>315,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>319,662</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Express Scripts Holding Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,094,698</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HCA, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>320,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>346,300</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HCA, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>375,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>406,875</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HCA, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>300,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>346,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>LifePoint Health, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>285,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>297,141</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MEDNAX, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>267,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Select Medical Corp. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>370,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Team Health Holdings, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>60,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>58,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Universal Health Services, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>246,600</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Universal Health Services, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>309,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>321,360</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Life sciences tools and services 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Quintiles IMS, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>269,750</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Pharmaceuticals 1.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Allergan Funding SCS (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,041,923</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Mylan NV (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-07-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>339,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>341,829</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Mylan NV (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>481,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>491,852</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Valeant Pharmaceuticals International, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>375,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>319,219</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Industrials 10.8%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>19,522,279</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Aerospace and defense 0.9%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Engility Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>77,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>83,545</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Industrials (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Aerospace and defense (continued)</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Huntington Ingalls Industries, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>250,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$268,750</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Huntington Ingalls Industries, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>361,813</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lockheed Martin Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>386,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>386,313</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Lockheed Martin Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>331,810</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Textron, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>265,921</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Air freight and logistics 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>XPO
      Logistics, Inc. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>425,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>441,469</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Airlines 4.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Air
      Canada 2013-1 Class C Pass Through Trust (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>319,688</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>America West Airlines 2000-1 Pass Through Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.057</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-02-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>73,849</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>83,080</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2011-1 Class B Pass Through Trust
      (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-31-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>468,993</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>480,718</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2013-2 Class A Pass Through Trust
      (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>335,561</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>360,268</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2015-1 Class B Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>508,238</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>504,427</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2016-1 Class A Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>180,742</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>188,189</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2017-1 Class A Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>195,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>203,531</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2017-1 Class AA Pass Through Trust
      (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.650</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>300,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>310,260</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines 2017-2 Class A Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>168,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>168,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Airlines Pass Through Trust 2001-01</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.977</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-23-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>121,304</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>127,369</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>British Airways 2013-1 Class A Pass Through Trust
      (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-20-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>535,694</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>575,871</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>British Airways 2013-1 Class B Pass Through Trust
      (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-20-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>136,668</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>142,477</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 1997-4 Class A Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-02-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>20,136</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>20,337</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 1998-1 Class A Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.648</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>7,902</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>7,925</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 1999-1 Class A Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.545</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-02-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>95,386</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>99,440</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 2000-2 Class B Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.307</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-02-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>25,465</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>26,547</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 2007-1 Class A Pass Through Trust
      (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.983</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-19-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>416,204</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>455,743</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Continental Airlines 2012-1 Class B Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-11-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>142,701</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>150,907</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Delta Air Lines 2002-1 Class G-1 Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.718</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-02-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>517,632</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>582,983</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Delta Air Lines 2010-1 Class A Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-02-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>88,192</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>91,389</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Delta Air Lines 2011-1 Class A Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.300</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>180,999</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>189,144</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Delta Air Lines, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>476,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>490,254</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Northwest Airlines 2007-1 Class A Pass Through
      Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.027</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>297,719</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>328,122</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>United Airlines 2014-2 Class A Pass Through Trust
      (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-03-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>443,187</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>456,482</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>United Airlines 2014-2 Class B Pass Through
    Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-03-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>433,101</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>448,801</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>United Airlines 2016-1 Class A Pass Through Trust
      (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-07-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>284,780</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>US
      Airways 2010-1 Class A Pass Through Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-22-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>324,702</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>361,231</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>US
      Airways 2012-1 Class A Pass Through Trust (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>247,685</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>278,967</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Building products 1.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Builders FirstSource, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>10.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>247,788</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Masco Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,863</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Masco Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>275,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>294,297</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Owens Corning</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,095,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,162,784</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Commercial services and supplies 0.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>LSC
      Communications, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>290,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>304,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Prime Security Services Borrower LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>9.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>284,644</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tervita Escrow Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>60,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>60,900</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Construction and engineering 0.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AECOM</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>415,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>418,113</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tutor Perini Corp. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>88,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>94,600</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Electrical equipment 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>EnerSys (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-30-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>95,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>97,613</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Industrials (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Industrial conglomerates 0.7%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>General Electric Company (5.000% to 1-21-21, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.330%) (A)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-21-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,148,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$1,210,325</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Machinery 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Neovia Logistics Services LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>177,913</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Professional services 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>IHS
      Markit, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>110,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>115,775</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>IHS
      Markit, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>152,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>163,050</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verisk Analytics, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>645,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>669,053</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Trading companies and distributors 2.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AerCap Global Aviation Trust (6.500% to 6-15-25, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.300%) (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>376,250</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AerCap Ireland Capital DAC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-30-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>463,929</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AerCap Ireland Capital DAC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>373,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>404,154</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ahern Rentals, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>349,575</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Air
      Lease Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>170,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>173,312</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aircastle, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>620,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>659,680</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aircastle, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>233,275</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aircastle, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>195,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>210,844</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aircastle, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>160,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>180,200</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>International Lease Finance Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>254,880</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>International Lease Finance Corp. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>290,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>306,173</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>United Rentals North America, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>274,300</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>United Rentals North America, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>175,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>185,938</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Information technology 5.9%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>10,694,539</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Communications equipment 0.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Nokia OYJ</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-12-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>150,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>154,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Telefonaktiebolaget LM Ericsson</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>545,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>552,589</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Electronic equipment, instruments and components
      1.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Arrow Electronics, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-12-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>270,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>272,308</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CDW
      LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>47,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>49,086</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ingram Micro, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>365,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>376,240</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Jabil, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>700,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>743,050</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Keysight Technologies, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-06-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>270,327</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Tech Data Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>601,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>635,880</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Zebra Technologies Corp. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>270,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>287,381</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Internet software and services 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>eBay, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.150</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-05-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>240,787</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Match Group, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>283,075</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>VeriSign, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>145,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>147,175</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>VeriSign, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>270,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>287,550</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>IT services 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sixsigma Networks Mexico SA de CV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-07-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>200,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>201,600</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Semiconductors and semiconductor equipment 0.7%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Micron Technology, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>291,200</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Micron Technology, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>250,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>278,848</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NXP
      BV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>645,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>696,716</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Software 1.9%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Activision Blizzard, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>403,075</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Activision Blizzard, Inc. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>365,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>393,470</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Autodesk, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>410,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>408,034</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CA,
      Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>364,297</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Information technology (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Software (continued)</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CA,
      Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>281,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$294,944</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Electronic Arts, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>558,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>615,126</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>j2
      Cloud Services LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>119,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>123,909</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Microsoft Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-03-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>535,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>593,009</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Open Text Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>286,863</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Technology hardware, storage and peripherals
      0.8%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dell International LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.020</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>825,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>921,235</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dell International LLC (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>85,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>94,594</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dell International LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.350</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>333,846</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NCR
      Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>90,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>93,825</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Materials 2.7%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>5,014,663</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Chemicals 1.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Braskem Finance, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-07-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>515,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>556,844</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NOVA Chemicals Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>535,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>537,675</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Platform Specialty Products Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>535,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>555,063</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Chemours Company</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>67,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>70,601</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Chemours Company</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>456,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>489,680</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>The
      Sherwin-Williams Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>305,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>307,023</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Construction materials 0.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cemex SAB de CV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-05-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>389,250</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>U.S. Concrete, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>145,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>154,788</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Containers and packaging 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ardagh Packaging Finance PLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>229,646</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cascades, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>233,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>241,155</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Metals and mining 0.6%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Arconic, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>390,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>414,863</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Commercial Metals Company</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>82,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>85,485</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Novelis Corp. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-30-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>95,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>99,988</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Vale Overseas, Ltd.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-10-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>248,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>275,652</FONT></TD></TR>
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    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Vedanta Resources PLC (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-30-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>249,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Paper and forest products 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Boise Cascade Company (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>80,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>83,200</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Norbord, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>274,750</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Real estate 3.4%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>6,121,216</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Equity real estate investment trusts 3.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Tower Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>305,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>311,802</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Tower Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>575,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>569,834</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Tower Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>435,362</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Crown Castle Towers LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.883</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-40</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>710,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>756,744</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Crown Castle Towers LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.113</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-40</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>451,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>485,334</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Equinix, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>221,656</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Iron Mountain, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>405,863</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Iron Mountain, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>440,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>465,300</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MPT
      Operating Partnership LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>320,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>330,400</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Omega Healthcare Investors, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>301,648</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Omega Healthcare Investors, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>366,532</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Omega Healthcare Investors, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>180,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>191,829</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ventas Realty LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>575,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>577,017</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>VEREIT Operating Partnership LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.600</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-06-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>523,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>548,867</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Welltower, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>146,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>153,028</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Telecommunication services 4.7%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>$8,517,876</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Diversified telecommunication services 3.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AT&amp;T, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>800,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>839,430</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AT&amp;T, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.900</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-14-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>450,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>451,152</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AT&amp;T, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>287,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>276,002</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AT&amp;T, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>770,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>814,932</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cincinnati Bell, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>237,938</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>GCI, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>288,188</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Liquid Telecommunications Financing PLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-13-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>209,160</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Radiate Holdco LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>245,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>245,306</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sprint Spectrum Company LLC (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.360</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-20-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>263,575</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Telecom Italia Capital SA</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.200</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-18-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>365,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>445,756</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verizon Communications, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-01-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>255,423</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verizon Communications, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.672</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-55</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>272,335</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verizon Communications, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.862</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-21-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>830,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>815,541</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verizon Communications, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.012</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-21-54</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>255,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>247,841</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wind Acquisition Finance SA (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-23-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>369,591</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Zayo Group LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>125,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>132,500</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Wireless telecommunication services 1.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CC
      Holdings GS V LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.849</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>350,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>369,066</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Digicel Group, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-30-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>385,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>369,119</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Digicel, Ltd. (A)(B)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>282,094</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Millicom International Cellular SA (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-22-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>210,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>214,988</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Millicom International Cellular SA (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>300,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>312,063</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MTN
      Mauritius Investments, Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.755</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-11-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>225,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>216,788</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sprint Capital Corp. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>305,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>332,450</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>T-Mobile USA, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.125</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>245,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>256,638</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Utilities 6.7%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>12,228,790</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Electric utilities 3.8%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Abengoa Transmision Sur SA (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-30-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>249,050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>272,710</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Broadcom Corp. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>500,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>503,536</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Broadcom Corp. (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>594,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>609,834</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Duke Energy Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,043,758</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Electricite de France SA (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-13-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>268,779</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Electricite de France SA (5.250% to 1-29-23, then 10 Year
      U.S. Swap Rate +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.709%) (A)(B)(C)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-29-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>485,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>501,369</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Emera US Finance LP (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>210,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>212,955</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Empresa Electrica Angamos SA (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>367,229</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Exelon Generation Company LLC (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,045,613</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>FirstEnergy Corp. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.850</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>192,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>196,682</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>FPL
      Energy National Wind LLC (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.608</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-10-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>52,946</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>53,137</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Israel Electric Corp., Ltd. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-21-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>432,180</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NextEra Energy Capital Holdings, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>490,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>505,093</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Southern California Edison Company (6.250% to 2-1-22, then 3
      month LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>4.199%) (F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-01-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>320,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>356,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Southern Power Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>475,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>473,125</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Gas utilities 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>AmeriGas Partners LP</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-20-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>183,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>184,830</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Independent power and renewable electricity producers
      1.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Greenko Dutch BV (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-24-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>309,721</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NRG
      Energy, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>585,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>606,938</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NRG
      Energy, Inc. (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>305,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>313,388</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NRG
      Yield Operating LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.375</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>760,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>794,200</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Utilities (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Multi-utilities 1.7%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Berkshire Hathaway Energy Company (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.480</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>550,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$803,247</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CMS
      Energy Corp. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,099,067</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dominion Energy, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.579</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>242,319</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dominion Energy, Inc. (A)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.625</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-01-24</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,032,280</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Convertible bonds 0.2% (0.1% of Total
    investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$288,369</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $288,335)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Utilities 0.2%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>288,369</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Independent power and renewable electricity producers
      0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>NRG
      Yield, Inc. (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-20</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>290,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>288,369</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Capital preferred securities (G) 0.8% (0.5% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$1,383,382</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $1,291,604)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials 0.8%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>1,383,382</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Banks 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BAC
      Capital Trust XIV, Series G (E)(F)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-18-17</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>373,548</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sovereign Capital Trust VI</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.908</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-13-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>489,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>492,056</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Capital markets 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>State Street Corp. (A)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.246</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-01-77</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>370,240</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Insurance 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MetLife Capital Trust IV (7.875% to 12-15-32, then 3 month
      LIBOR +</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>3.960%) (A)(B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.875</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-67</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>110,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>147,538</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Term loans (H) 0.3% (0.2% of Total investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$467,756</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $561,680)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials 0.1%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>151,875</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Capital markets 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>LSF9 Atlantis Holdings LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.227</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-01-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>150,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>151,875</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Industrials 0.1%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>139,311</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Aerospace and defense 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>WP
      CPP Holdings LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.811</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-28-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>143,250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>139,311</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Utilities 0.1%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>176,570</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Electric utilities 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ExGen Texas Power LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.046</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-16-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>272,228</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>176,570</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Collateralized mortgage obligations 21.0% (14.0% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$38,138,566</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $36,446,834)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Commercial and residential 18.6%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>American Home Mortgage Investment Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-1, Class 1A1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.656</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-25-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>400,663</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>389,876</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Americold 2010 LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2010-ARTA, Class D (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>7.443</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-14-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>605,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>678,660</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BAMLL Commercial Mortgage Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-200P, Class F (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.596</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-14-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>415,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>390,830</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>BBCMS Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-MSQ, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.990</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>480,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>481,124</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-SLP, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.159</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>215,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>213,091</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Bear Stearns Adjustable Rate Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-1, Class B2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.382</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>49,557</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>33,273</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-2, Class A1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.260</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>206,044</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>207,964</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Bear Stearns ALT-A Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-5, Class 1A4 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.792</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>207,197</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>199,486</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-7, Class 11A1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.772</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>387,866</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>375,174</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 10pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Commercial and residential (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BHMS Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-ATLS, Class DFL (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.076</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-05-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>620,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$624,502</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>BWAY Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-1515, Class F (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.927</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-10-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>595,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>581,809</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1740, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.787</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-10-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>370,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>368,695</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1740, Class XA IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.896</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-10-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>6,885,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,170</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>BXHTL Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-JWRZ, Class DR2 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.915</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>445,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>451,967</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-JWRZ, Class GL2 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.914</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>410,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>414,978</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BXP
      Trust 2017-GM</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-GM, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.425</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-13-39</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>380,698</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CD
      Commercial Mortgage Trust (Citigroup/Deutsche Bank AG)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-CD3, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.563</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>462,312</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CGBAM Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-SMRT, Class F (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.786</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-10-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>320,702</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CGDB Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-BIO, Class E (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.726</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>100,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>100,284</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CGGS Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-RNDA, Class DFX (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.387</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-33</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>563,578</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>570,555</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CLNS Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-IKPR, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.326</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-11-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>160,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>160,652</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Cold Storage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-ICE3, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.326</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>355,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>357,663</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche
      Bank AG)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-CR6, Class XA IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.348</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-10-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,774,942</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>124,086</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-CR27, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.361</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-10-48</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>247,595</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Commercial Mortgage Trust (Deutsche Bank AG)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-CR3, Class XA IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.059</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-15-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,241,817</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>226,769</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-300P, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.394</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-10-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>620,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>648,546</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-CR11, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.160</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-10-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>895,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>980,309</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-CR13, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.747</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-10-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>435,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>457,554</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-FL4, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.764</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-13-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>600,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>595,311</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-TWC, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.474</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-13-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>445,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>446,805</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Commercial Mortgage Trust (Deutsche Bank AG/Morgan
      Stanley)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-PAT, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.139</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-13-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>775,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>776,273</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Commercial Mortgage Trust (Deutsche Bank)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-LC4, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.934</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-10-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>384,553</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Commercial Mortgage Trust (Wells Fargo)</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-CR2, Class XA IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.678</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,938,289</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>131,803</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-CR16, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.902</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-10-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>552,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>565,246</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Core Industrial Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-CALW, Class F (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.850</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>362,122</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>DBJPM Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-C3, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.494</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-10-49</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>130,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>126,601</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-C6, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.174</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-10-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>241,280</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Deutsche Mortgage Securities, Inc. Mortgage Loan
      Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2004-4, Class 2AR1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.772</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-25-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>224,500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>219,506</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>GAHR Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-NRF, Class DFX (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.382</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>345,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>350,088</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-NRF, Class EFX (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.382</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>495,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>496,112</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Great Wolf Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-WOLF, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.659</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>520,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>520,646</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>GS
      Mortgage Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-GC17, Class XA IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.231</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>5,536,003</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>384,753</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-NEW, Class C (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.790</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-10-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>165,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>165,834</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-RENT, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.067</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>420,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>433,319</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-485L, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.982</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-37</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>240,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>249,800</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-GS5, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.299</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-10-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>190,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>194,053</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Commercial and residential (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>GS
      Mortgage Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-GS6, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.322</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>185,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$191,136</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>HarborView Mortgage Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid">&nbsp;</TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-2, Class IX IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.321</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-19-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,647,110</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>235,761</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-9, Class 2A1C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.678</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-20-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>462,639</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>454,117</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2007-3, Class ES IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.350</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-19-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>6,328,654</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>97,025</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2007-4, Class ES IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.350</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-19-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>6,689,337</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>95,310</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2007-6, Class ES IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.343</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-19-37</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>5,353,559</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>67,043</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>HILT Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-ORL, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.376</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>310,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>306,145</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Hilton USA Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-HHV, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.194</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-05-38</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>285,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>282,456</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Hudsons Bay Simon JV Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-HBFL, Class DFL (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.726</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-05-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>305,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>303,463</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>IMT
      Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-APTS, Class CFX (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.614</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>190,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>190,141</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>IndyMac Index Mortgage Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR12, Class AX2 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.783</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,698,081</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>311,674</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR8, Class AX2 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.544</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,809,398</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>275,046</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR18, Class 1X IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.660</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>6,046,192</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>398,930</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR18, Class 2X IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.450</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>5,460,851</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>202,932</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>JPMBB Commercial Mortgage Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-C19, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.665</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-15-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>725,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>753,331</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>JPMorgan Chase Commercial Mortgage Securities
    Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-HSBC, Class XA IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.431</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-05-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,815,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>173,117</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-FL5, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.259</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,030,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,018,650</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-PHH, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.259</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>760,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>759,990</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-MAR7, Class C (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.490</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-05-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>480,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>492,236</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-SGP, Class B (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.976</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-15-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>360,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>363,379</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-JP3, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.482</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-49</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>183,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>175,506</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MAD
      Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-330M, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.108</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>245,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>247,450</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MASTR Alternative Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-2, Class 4A3 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.616</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>155,598</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>149,036</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Merrill Lynch Mortgage Investors Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-2, Class 1A (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.665</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>296,870</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>297,096</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Morgan Stanley Bank of America Merrill Lynch
    Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-C7, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.143</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>293,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>291,139</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-C18, Class 300D</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.279</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>380,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>399,917</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Morgan Stanley Capital I Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-150E, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.295</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-09-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,050,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,082,484</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MortgageIT Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-2, Class 1A2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.892</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>207,434</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>198,452</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MSCG Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-SNR, Class D (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>6.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>465,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>463,976</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MSDB Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-712F, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.749</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-11-39</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>60,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>60,778</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Olympic Tower Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-OT, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.945</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-39</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>326,832</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>One
      Market Plaza Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1MKT, Class D (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.146</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-10-32</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>190,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>194,673</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Opteum Mortgage Acceptance Corp. Asset Backed Pass
      Through Certificates</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-3, Class APT (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.522</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>210,774</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>208,347</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>TMSQ Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2011-1500, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.963</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-10-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>340,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>332,861</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>UBS
      Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-C1, Class B</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.822</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>405,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>442,664</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>UBS-Barclays Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-C2, Class XA IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.383</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-10-63</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,706,024</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>196,351</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Commercial and residential (continued)</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>VNDO Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-PENN, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.947</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-13-29</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>612,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$628,630</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>VNDO Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-350P, Class D (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.903</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-10-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>455,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>449,573</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>WaMu Mortgage Pass Through Certificates</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR8, Class 2AB2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.652</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>398,665</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>388,764</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>Wells Fargo Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-120B, Class C (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.710</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-18-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>935,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>929,542</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-BTC, Class E (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.550</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-16-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>620,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>566,463</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-LC22, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.541</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>317,489</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-RB1, Class C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.311</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-50</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>241,735</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt; border-bottom: rgb(204,204,204) 1pt solid"><FONT face=Arial size=1>WF-RBS Commercial Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; border-bottom: rgb(204,204,204) 1pt solid"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt; border-bottom: rgb(204,204,204) 1pt solid"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-C9, Class XA IO (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.071</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-15-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,506,700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>326,904</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-C15, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.479</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>155,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>165,233</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-C16, Class B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.980</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>265,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>289,551</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>U.S. Government Agency 2.4%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 14%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal Home Loan Mortgage Corp.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-DNA1, Class M2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.082</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>380,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>390,968</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-DNA3, Class M2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.232</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-25-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>280,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>287,481</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K005, Class AX IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.354</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-25-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,270,687</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>62,707</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K017, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.358</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-25-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,728,274</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>132,526</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K018, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.381</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-25-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,457,768</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>170,740</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K021, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.472</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-25-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>952,924</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>56,532</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K022, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.259</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>8,772,219</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>448,550</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K707, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.521</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-25-18</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,295,939</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>36,006</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K709, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.510</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-25-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,148,084</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>62,187</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K710, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.741</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-19</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,328,910</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>79,836</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series K718, Class X1 IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.645</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-25-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>16,581,596</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>408,987</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Government National Mortgage Association</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2012-114, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.816</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-16-53</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,576,662</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>85,437</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-142, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.998</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,520,444</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>126,939</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-162, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.996</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,304,950</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,279</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-174, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.901</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-16-56</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,147,547</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>176,160</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-87, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.007</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,039,092</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>154,184</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-109, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.612</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-16-57</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>2,620,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>166,983</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-20, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.749</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,085,739</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>283,621</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-22, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.047</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-16-57</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,455,591</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>140,240</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-3, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.907</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,801,305</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>294,673</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-46, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.619</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-16-57</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,092,667</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>208,139</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-61, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.766</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-16-59</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,840,384</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>156,950</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-74, Class IO</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.781</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-16-58</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>3,403,413</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>229,684</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Asset backed securities 10.7% (7.2% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$19,415,461</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $18,971,017)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ACE
      Securities Corp. Home Equity Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-HE3, Class M2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.907</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>205,692</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>205,430</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Aegis Asset Backed Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-4, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.682</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>825,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>817,391</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ameriquest Mortgage Securities, Inc.</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-R3, Class M2 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.702</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>480,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>476,100</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Applebee&#146;s Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-1, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.277</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-05-44</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,000,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>984,632</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Arby&#146;s Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1A, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.969</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-30-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>628,800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>646,054</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Argent Securities, Inc.</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2003-W10, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.312</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-25-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>214,738</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>209,774</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2004-W6, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.057</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-34</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>103,315</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>100,305</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>BMW
      Vehicle Owner Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-A, Class A4</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.370</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-27-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>325,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$321,474</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Capital One Multi-Asset Execution Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-A1, Class A1</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>01-17-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,050,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,055,485</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Chrysler Capital Auto Receivables Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-BA, Class A4 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.870</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>260,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>258,879</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CKE
      Restaurant Holdings, Inc.</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2013-1A, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.474</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-20-43</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,016,881</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,015,774</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Coinstar Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1A, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.216</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-25-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>379,050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>388,061</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>ContiMortgage Home Equity Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 1995-2, Class A5</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.100</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-15-25</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>21,066</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>15,282</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Countrywide Asset-Backed Certificates Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2004-10, Class AF5B (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.933</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>271,556</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>271,619</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>CSMC Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2006-CF2, Class M1 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.702</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>171,494</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>171,206</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>DB
      Master Finance LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1A, Class A2II (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.980</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-20-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>483,863</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>496,133</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Domino&#146;s Pizza Master Issuer LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1A, Class A23 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.118</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-25-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>585,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>590,230</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Driven Brands Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1A, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>5.216</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-20-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>447,038</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>445,397</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>FOCUS Brands Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1A, Class A2I (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.857</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-30-47</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>144,638</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>146,769</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ford Credit Auto Owner Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-C, Class A4</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.400</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>290,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>286,968</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-B, Class A4</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.870</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>127,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>126,869</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>GSAA Home Equity Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-11, Class 3A1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.486</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>224,510</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>220,683</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Home Equity Asset Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-3, Class M4 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.856</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>235,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>231,590</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Honda Auto Receivables Owner Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-2, Class A4</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.870</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>140,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>140,038</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Merrill Lynch Mortgage Investors Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-WMC1, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.982</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>256,559</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>240,373</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>MVW
      Owner Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-22-31</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>90,030</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>89,455</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>New
      Century Home Equity Loan Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-1, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.907</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>425,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>413,803</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>RAAC Series Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2006-SP4, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.556</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>175,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>168,160</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Saxon Asset Securities Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2006-2, Class A3C (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.366</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>425,797</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>414,926</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Sonic Capital LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-1A, Class A2 (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.472</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-20-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>223,688</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>223,808</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Specialty Underwriting &amp; Residential Finance
      Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2006-BC 1, Class A2D (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.532</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-25-36</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>828,685</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>826,100</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Structured Asset Securities Corp. Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2005-AR1, Class M1 (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.662</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-25-35</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>187,480</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>186,950</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Synchrony Credit Card Master Note Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-1, Class A</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.040</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>395,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>396,817</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Taco Bell Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-1A, Class A2I (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.832</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-25-46</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>511,138</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>524,402</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Towd Point Mortgage Trust</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-5, Class A1 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>10-25-56</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>556,287</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>557,297</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-2, Class A1 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>04-25-57</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>149,079</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>150,513</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Towd Point Mortgage Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-2, Class 1M2 (B)(E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.492</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>11-25-60</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>300,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>312,876</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Toyota Auto Receivables Owner Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-C, Class A4</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.280</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-15-22</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>335,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>334,946</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Verizon Owner Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-2A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>1.680</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-20-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>710,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>708,359</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.060</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>09-20-21</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>810,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$813,362</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wendys Funding LLC</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1A, Class A2I (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.371</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>06-15-45</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,783,238</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,801,016</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Westgate Resorts LLC</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.150</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-20-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>336,068</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>335,332</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2014-1A, Class B (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-20-26</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>224,626</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>225,353</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.750</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>05-20-27</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>163,381</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>163,731</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2015-2A, Class B (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>4.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>07-20-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>237,007</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>238,698</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2016-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-20-28</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>208,219</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>210,225</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-1A, Class A (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>3.050</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>12-20-30</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>295,730</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>296,857</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>World Omni Auto Receivables Trust</FONT></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 10pt"><FONT face=Arial size=1>Series 2017-B, Class A3</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>2.150</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>02-15-23</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>160,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>159,959</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="8%"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="9%"></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Shares</FONT></B></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Common stocks 0.2% (0.2% of Total investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$452,240</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $515,695)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Energy 0.2%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>452,240</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Oil, gas and consumable fuels 0.2%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Royal Dutch Shell PLC, ADR, Class A</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>8,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>$452,240</FONT></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Preferred securities (I) 1.8% (1.2% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$3,199,357</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $3,064,493)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Consumer staples 0.3%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>577,344</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Food and staples retailing 0.3%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Ocean Spray Cranberries, Inc., 6.250% (B)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>6,250</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>577,344</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Financials 0.5%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>918,232</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Banks 0.1%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Wells Fargo &amp; Company, Series L, 7.500%</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>192</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>254,880</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Diversified financial services 0.4%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>GMAC Capital Trust I, 6.967% (E)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>24,985</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>663,352</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Real estate 0.5%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>789,748</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Equity real estate investment trusts 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Crown Castle International Corp., Series A, 6.875%
      (A)(C)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>740</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>789,748</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Utilities 0.5%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>914,033</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Multi-utilities 0.5%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Dominion Energy, Inc., 6.750%</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>13,140</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>669,877</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>DTE
      Energy Company, 6.500%</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>4,475</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>244,156</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Rate (%)</FONT></B></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Escrow certificates 0.0% (0.0% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$153</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $0)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Materials 0.0%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>153</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><B><FONT face=Arial size=1>Containers and packaging 0.0%</FONT></B></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Smurfit-Stone Container Corp. (J)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>8.000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>03-15-17</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>245,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>153</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="8%"><B><FONT face=Arial size=1>Yield* (%)</FONT></B></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="9%"><B><FONT face=Arial size=1>Maturity
    date</FONT></B></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; padding-right: 2pt"><B><FONT face=Arial size=1>Value</FONT></B></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 53%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Short-term investments 1.7% (1.1% of Total
      investments)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 8%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 9%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 14%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$3,106,000</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>(Cost $3,106,000)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="8%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="9%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="11%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 14%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 53%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>U.S. Government Agency 1.5%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 8%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 9%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 14%; padding-right: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>2,774,000</FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal Agricultural Mortgage Corp. Discount Note</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.800</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-17</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>555,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>555,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal Home Loan Bank Discount Note</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.500</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-17</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>925,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>925,000</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 53%; padding-left: 2pt"><FONT face=Arial size=1>Federal Home Loan Bank Discount Note</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="8%"><FONT face=Arial size=1>0.700</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="9%"><FONT face=Arial size=1>08-01-17</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>1,294,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 14%; padding-right: 2pt"><FONT face=Arial size=1>1,294,000</FONT></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>

<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>

<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; padding-left: 2pt"></TD>
    <TD noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="11%"><B><FONT face=Arial size=1>Par value^</FONT></B></TD>
    <TD noWrap align=left width="1%">&nbsp;&nbsp;</TD>
    <TD noWrap align=right width="13%"><B><FONT face=Arial size=1>Value</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 73%; padding-left: 2pt; padding-top: 4pt"><B><FONT face=Arial size=1>Repurchase agreement 0.2%</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 11%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-top: 4pt"></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: right; width: 13%; padding-top: 4pt"><B><FONT face=Arial size=1>332,000</FONT></B></TD>
    <TD NOWRAP STYLE="border-bottom: #000000 1pt solid; text-align: left; width: 1%; padding-right: 2pt; padding-top: 4pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; padding-left: 2pt"><FONT face=Arial size=1>Repurchase Agreement with State Street Corp.
      dated 7-31-17 at 0.340% to be</FONT></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="11%"></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="13%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; padding-left: 10pt"><FONT face=Arial size=1>repurchased at $332,003 on 8-1-17,
      collateralized by $335,000 U.S. Treasury</FONT></TD>
    <TD noWrap align=left width="1%"></TD>
    <TD noWrap align=left width="11%"></TD>
    <TD noWrap align=left width="1%">&nbsp;</TD>
    <TD noWrap align=left width="13%"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; padding-right: 2pt"></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 73%; padding-left: 10pt"><FONT face=Arial size=1>Notes, 2.125% due 2-29-24 (valued at $339,296, including
      interest)</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;</TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="11%"><FONT face=Arial size=1>332,000</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=left width="1%"></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="13%"><FONT face=Arial size=1>332,000</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 1%; padding-right: 2pt"></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Total investments (Cost $262,627,306)&#134;
    149.8%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 13%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$271,548,188</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Other assets and liabilities, net (49.8%)</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 13%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">(90,223,776</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">)</FONT></B></TD></TR>
<TR style="line-height: normal; padding-top: 1pt; padding-bottom: 1pt" vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 73%; background-color: #eeeeee; padding-left: 2pt; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">Total net assets 100.0%</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: left; width: 11%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 13%; background-color: #eeeeee; padding-top: 1pt; padding-bottom: 1pt"><B><FONT face=Arial style="font-size: 9pt">$181,324,412</FONT></B></TD>
    <TD NOWRAP STYLE="text-align: left; width: 1%; background-color: #eeeeee; padding-right: 2pt; padding-top: 1pt; padding-bottom: 1pt"></TD></TR></TABLE>
<TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="60%" border=0>

  <TR vAlign=bottom>
    <TD COLSPAN="3" STYLE="text-align: left; width: 100%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>The percentage shown for each
      investment category is the total value of the category as a percentage of
      the net assets of the fund.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD COLSPAN="3" STYLE="text-align: left; width: 100%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>^All par values are denominated in
      U.S. dollars unless otherwise indicated.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD COLSPAN="3" STYLE="text-align: left; width: 100%; padding-top: 3pt; padding-left: 2pt"><B><FONT face=Arial size=1><U>Security Abbreviations
      and Legend</U></FONT></B></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>ADR</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"><FONT face=Arial size=1>&nbsp;&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>American Depositary
  Receipt</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>IO</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Interest-Only Security - (Interest
      Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at
      the end of the period.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>ISDAFIX</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>International Swaps and Derivatives
      Association Fixed Interest Rate Swap Rate</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>LIBOR</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>London Interbank Offered
    Rate</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(A)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>All or a portion of this security is
      pledged as collateral pursuant to the Liquidity Agreement. Total
      collateral value at 7-31-17 was $112,307,287. A portion of the securities
      pledged as collateral were loaned pursuant to the Liquidity Agreement. The
      value of securities on loan amounted to $17,047,335.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(B)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>These securities are exempt from
      registration under Rule 144A of the Securities Act of 1933. Such
      securities may be resold, normally to qualified institutional buyers, in
      transactions exempt from registration. Rule 144A securities amounted to
      $83,820,009 or 46.2% of the fund&#146;s net assets as of 7-31-17.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(C)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>A portion of this security is on loan
      as of 7-31-17, and is a component of the fund&#146;s leverage under the
      Liquidity Agreement.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(D)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Non-income producing - Issuer is in
      default.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(E)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Variable rate obligation. The coupon
      rate shown represents the rate at period end.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(F)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Perpetual bonds have no stated
      maturity date. Date shown as maturity date is next call date.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(G)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Includes hybrid securities with
      characteristics of both equity and debt that trade with, and pay, interest
      income.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(H)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Term loans are variable rate
      obligations. The coupon rate shown represents the rate at period
      end.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(I)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Includes preferred stocks and hybrid
      securities with characteristics of both equity and debt that pay dividends
      on a periodic basis.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>(J)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Non-income producing
    security.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>*</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>Yield represents either the
      annualized yield at the date of purchase, the stated coupon rate or, for
      floating rate securities, the rate at period end.</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 9%; padding-top: 3pt; padding-left: 2pt"><FONT face=Arial size=1>&#134;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; text-align: left; width: 1%; padding-top: 3pt"></TD>
    <TD STYLE="vertical-align: top; text-align: left; width: 90%; padding-top: 3pt"><FONT face=Arial size=1>At 7-31-17, the aggregate cost of
      investment securities for federal income tax purposes was $264,383,031.
      Net unrealized appreciation aggregated to $7,165,157, of which $9,907,906
      related to appreciated investment securities and $2,742,749 related to
      depreciated investment securities.</FONT></TD></TR></TABLE>
<P align=left><FONT face=Arial size=1>The fund had the following country
composition as a percentage of total investments on 7-31-17:</FONT></P>
<TABLE style="LINE-HEIGHT: 10pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>United States</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>84.4%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>France</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>2.7%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>United Kingdom</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>2.6%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>Netherlands</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>2.5%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>Canada</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>1.5%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>Luxembourg</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>1.0%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>Ireland</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>1.0%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: left; width: 98%; padding-left: 2pt"><FONT face=Arial size=1>Other countries</FONT></TD>
    <TD style="BORDER-BOTTOM: #cccccc 1pt solid" noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="border-bottom: #cccccc 1pt solid; text-align: right; width: 1%; padding-right: 2pt"><FONT face=Arial size=1>4.3%</FONT></TD></TR>
  <TR vAlign=bottom>
    <TD NOWRAP STYLE="text-align: left; width: 98%; padding-left: 2pt"><B><FONT face=Arial size=1>TOTAL</FONT></B></TD>
    <TD noWrap align=right width="1%"></TD>
    <TD NOWRAP STYLE="text-align: right; width: 1%; padding-right: 2pt"><B><FONT face=Arial size=1>100.0%</FONT></B></TD></TR></TABLE><BR>
    <TABLE style="BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width="100%" border=0>

  <TR vAlign=bottom>
    <TD noWrap align=left width="50%"><FONT face=Arial color=#04548b size=1>SEE NOTES TO FUND'S INVESTMENTS</FONT></TD>
    <TD noWrap align=right width="50%"><FONT face=Arial color=#04548b size=1>QUARTERLY REPORT&nbsp;&nbsp;&nbsp;|&nbsp;&nbsp;&nbsp;JOHN HANCOCK
      INCOME SECURITIES
    TRUST&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19</FONT></TD></TR></TABLE><BR>

<HR align=center width="100%" noShade SIZE=2>


<DIV style="PAGE-BREAK-BEFORE: always"></DIV><BR>
<DIV style="display:block;width:98%;">
<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P style="margin-bottom:0pt;margin-top:0pt;font-weight:bold;padding-left:0pt; padding-top:12px;line-height:1.1;font-size:16pt;">Notes to Fund's investments (unaudited)</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;"><B>Security valuation. </B>Investments are stated at value as of the scheduled close of regular
trading on the New York Stock Exchange (NYSE), normally at 4:00 <FONT style="font-variant:small-caps;">
p.m.</FONT>, Eastern Time. In case of emergency or other disruption resulting in
the NYSE not opening for trading or the NYSE closing at a time other
than the regularly scheduled close, the net asset value (NAV) may be
determined as of the regularly scheduled close of the NYSE pursuant
to the fund's Valuation Policies and Procedures.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">In order to value the securities, the fund uses the following
valuation techniques: Debt obligations are valued based on the
evaluated prices provided by an independent pricing vendor or from
broker-dealers. Independent pricing vendors utilize matrix pricing
which takes into account factors such as institutional-size trading
in similar groups of securities, yield, quality, coupon rate,
maturity, type of issue, trading characteristics and other market
data, as well as broker supplied prices. Equity securities held by
the fund are typically valued at the last sale price or official
closing price on the exchange or principal market where the security
trades. In the event there were no sales during the day or closing
prices are not available, the securities are valued using the last
available bid&nbsp;price.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">In certain instances, the Pricing Committee may determine to value
equity securities using prices obtained from another exchange or
market if trading on the exchange or market on which prices are
typically obtained did not open for trading as scheduled, or if
trading closed earlier than scheduled, and trading occurred as normal
on another exchange or&nbsp;market.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">Other portfolio securities and assets, for which reliable market
quotations are not readily available, are valued at fair value as
determined in good faith by the fund's Pricing Committee following
procedures established by the Board of Trustees. The frequency with
which these fair valuation procedures are used cannot be predicted
and fair value of securities may differ significantly from the value
that would have been used had a ready market for such securities
existed.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">The fund uses a three-tier hierarchy to prioritize the pricing
assumptions, referred to as inputs, used in valuation techniques to
measure fair value. Level 1 includes securities valued using quoted
prices in active markets for identical securities. Level 2 includes
securities valued using other significant observable inputs.
Observable inputs may include quoted prices for similar securities,
interest rates, prepayment speeds and credit risk. Prices for
securities valued using these inputs are received from independent
pricing vendors and brokers and are based on an evaluation of the
inputs described. Level 3 includes securities valued using
significant unobservable inputs when market prices are not readily
available or reliable, including the fund's own assumptions in
determining the fair value of investments. Factors used in
determining value may include market or issuer specific events or
trends, changes in interest rates and credit quality. The inputs or
methodology used for valuing securities are not necessarily an
indication of the risks associated with investing in those
securities. Changes in valuation techniques and related inputs may
result in transfers into or out of an assigned level within the
disclosure hierarchy.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">The following is a summary of the values by input classification of
the fund's investments as of <FONT style="padding-top:0px;">
July 31, 2017</FONT>, by major security category or&nbsp;type:</P>

<P style="margin-bottom:0pt;margin-top:0pt; margin:0pt;padding:0pt;">
<TABLE cellspacing="0" cellpadding="0" border="0" style=" font-size:10pt;table-layout:auto;overflow:visible;padding-top:0;padding-bottom:0;vertical-align:bottom;margin-top:2pt;text-align:center;width:100%;">
<TR>
<TD style="font-size:1pt;width:40.6%;">&nbsp;</TD>

<TD style="font-size:1pt;width:14.7%;">&nbsp;</TD>

<TD style="font-size:1pt;width:14.9%;">&nbsp;</TD>

<TD style="font-size:1pt;width:15.0%;">&nbsp;</TD>

<TD style="font-size:1pt;width:14.8%;">&nbsp;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid; padding-top:2px;line-height:1.2;font-size:8pt;">&nbsp;</TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;text-align:right;font-size:8pt;"><B>Total<BR>
value at<BR>
7-31-17</B></TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;text-align:right;font-size:8pt;"><B>Level 1<BR>
quoted<BR>
price</B></TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;text-align:right;font-size:8pt;"><B>Level 2<BR>
significant<BR>
observable<BR>
inputs</B></TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;text-align:right;font-size:8pt;"><B>Level 3<BR>
significant<BR>
unobservable<BR>
inputs</B></TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">U.S. Government and Agency obligations</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>$31,514,339</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">$31,514,339</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Foreign government obligations</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>1,283,278</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">1,283,278</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Corporate bonds</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>172,299,287</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">172,299,287</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Convertible bonds</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>288,369</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">288,369</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Capital preferred securities</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>1,383,382</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">1,383,382</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Term loans</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>467,756</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">467,756</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Collateralized mortgage obligations</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>38,138,566</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">38,138,566</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Asset backed securities</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>19,415,461</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">19,415,461</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Common stocks</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>452,240</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">$452,240</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Preferred securities</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>3,199,357</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">2,622,013</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">577,344</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Escrow certificates</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>153</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">$153</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;font-size:8pt;">Short-term investments</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;"><B>3,106,000</B></TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">3,106,000</TD>

<TD style="border-bottom:1pt black solid; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;text-align:right;font-size:8pt;">&#151;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="vertical-align:bottom; color:black;padding-top:2px;line-height:1.2;text-align:left;border-bottom:1pt black solid;font-size:8pt;"><B>Total investments in securities</B></TD>

<TD style=" background-color:white; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;border-bottom:1pt black solid;text-align:right;font-size:8pt;"><B>$271,548,188</B></TD>

<TD style=" background-color:white; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;border-bottom:1pt black solid;text-align:right;font-size:8pt;"><B>$3,074,253</B></TD>

<TD style=" background-color:white; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;border-bottom:1pt black solid;text-align:right;font-size:8pt;"><B>$268,473,782</B></TD>

<TD style=" background-color:white; color:black;padding-top:2px;line-height:1.2;vertical-align:bottom;border-bottom:1pt black solid;text-align:right;font-size:8pt;"><B>$153</B></TD>
</TR>
</TABLE>
</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;"><B>Repurchase agreements. </B>The fund may enter into repurchase agreements. When the fund enters
into a repurchase agreement, it receives collateral that is held in a
segregated account the fund's custodian.<B> </B>The collateral amount is marked-to-market and monitored on a daily
basis to ensure that the collateral held is in an amount not less
than the principal amount of the repurchase agreement plus any
accrued interest. Collateral received by the fund for repurchase
agreements is disclosed in the Fund's investments as part of the
caption related to the repurchase agreement.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">Repurchase agreements are typically governed by the terms and
conditions of the Master Repurchase Agreement and/or Global Master
Repurchase Agreement (collectively, MRA). Upon an event of default,
the non-defaulting party may close out all transactions traded under
the MRA and net amounts owed. Absent an event of default, assets and
liabilities resulting from repurchase agreements are not offset. In
the event of a default by the counterparty, realization of the
collateral proceeds could be delayed, during which time the
collateral value may decline or the counterparty may have
insufficient assets to pay back claims resulting from close-out of
the transactions.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;"><B>Stripped securities.</B> Stripped securities are financial instruments structured to separate
principal and interest cash flows so that one class receives
principal payments from the underlying assets (PO or principal only),
while the other class receives the interest cash flows (IO or
interest only). Both PO and IO investments represent an interest in
the cash flows of an underlying stripped security. If the underlying
assets experience greater than anticipated prepayments of principal,
the fund may fail to </P>
</DIV>
</DIV>

<DIV style="padding-top:12pt;">
<div style="font-size:8pt;float:right;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20</div>
</DIV>
<BR style="clear:both;">

<HR>

<P style="page-break-before:always;margin:0pt;margin-bottom:28pt;line-height:10pt;font-family:Arial;font-size:8pt;"></P>
</DIV>

<DIV style="display:block;width:98%;">
<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">fully recover its initial investment in an IO security. The market
value of these securities can be extremely volatile in response to
changes in interest rates or prepayments on the underlying
securities. In addition, these securities present additional credit
risk such that the fund may not receive all or part of its principal
or interest payments because the borrower or issuer has defaulted on
its obligation.</P>

<P style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt; padding-top:4.5px;line-height:1.4;font-size:9pt;">For additional information on the fund's significant accounting
policies, please refer to the fund's most recent semiannual or annual
shareholder report.</P>
<A name="_GoBack"></A></DIV>
</DIV>

<DIV style="padding-top:12pt;">
<div style="font-size:8pt;float:right;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21</div>
</DIV>
<BR style="clear:both;">

<HR>

<P style="page-break-before:always;margin:0pt;margin-bottom:28pt;line-height:10pt;font-family:Arial;font-size:8pt;"></P>
</DIV>

<DIV style="display:block;width:98%;">
<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P style=" font-size:26pt;padding-left:0pt; background-color:#777777;color:white;padding-top:0px;line-height:1.1;margin-top:0pt;">More information<BR>
</P>
</DIV>
</DIV>

<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P style="margin-bottom:0pt;margin-top:0pt; margin:0pt;padding:0pt;">
<TABLE cellspacing="0" cellpadding="0" border="0" style=" font-size:10pt;table-layout:auto;overflow:visible;padding-top:0;padding-bottom:0;vertical-align:bottom;margin-top:2pt;text-align:center;width:100%;">
<TR>
<TD style="font-size:1pt;width:13.1%;">&nbsp;</TD>

<TD style="font-size:1pt;width:39.3%;">&nbsp;</TD>

<TD style="font-size:1pt;width:47.6%;">&nbsp;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="3" style="border-bottom:1pt black solid;vertical-align:top;font-weight:bold; color:black;line-height:1.5;margin-top:0pt;text-align:left;font-size:9pt;"><B>How to contact us</B></TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:top; color:black;padding-top:6px;line-height:1.5;text-align:left;font-size:9pt;"><B>Internet</B></TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:top; color:black;padding-top:6px;line-height:1.5;font-size:9pt;"><FONT style="text-decoration:none;padding-top:0px;">
www.jhinvestments.com</FONT></TD>

<TD colspan="1" style="border-bottom:1pt black solid; padding-top:6px;line-height:1.5;font-size:9pt;">&nbsp;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:top; color:black;padding-top:6px;line-height:1.5;text-align:left;font-size:9pt;"><B>Mail</B></TD>

<TD colspan="1" style="border-bottom:1pt black solid;vertical-align:top; color:black;padding-top:6px;line-height:1.5;font-size:9pt;">Computershare<BR>
P.O. Box 30170<BR>
College Station, TX 77842-3170</TD>

<TD colspan="1" style="border-bottom:1pt black solid; padding-top:6px;line-height:1.5;font-size:9pt;">&nbsp;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="vertical-align:top; color:black;padding-top:6px;line-height:1.5;text-align:left;font-size:9pt;"><B>Phone</B></TD>

<TD colspan="1" style="vertical-align:top; color:black;padding-top:6px;line-height:1.5;font-size:9pt;">Customer service representatives<BR>
Portfolio commentary<BR>
24-hour automated information<BR>
TDD line</TD>

<TD colspan="1" style="vertical-align:top; color:black;padding-top:6px;line-height:1.5;text-align:left;font-size:9pt;"><B>800-852-0218<BR>
800-344-7054<BR>
800-843-0090<BR>
800-231-5469</B></TD>
</TR>
</TABLE>
</P>
</DIV>
</DIV>

<DIV style="  display:block;">
<DIV style="margin-bottom:0pt;margin-top:0pt;padding-left:0pt;text-decoration:none; padding-top:9px;line-height:1.5;font-size:10pt;">
<P style="margin-bottom:0pt;margin-top:0pt; margin:0pt;padding:0pt;">
<TABLE cellspacing="0" cellpadding="0" border="0" style=" font-size:10pt;table-layout:auto;overflow:visible;padding-top:0;padding-bottom:0;vertical-align:bottom;margin-top:2pt;text-align:center;width:100%;">
<TR>
<TD style="font-size:1pt;width:89.8%;">&nbsp;</TD>

<TD style="font-size:1pt;width:6.2%;">&nbsp;</TD>

<TD style="font-size:1pt;width:4.0%;">&nbsp;</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="   padding-top:1px;line-height:1.2;font-size:9pt;">&nbsp;</TD>

<TD style="vertical-align:top; color:black;padding-top:1px;line-height:1.2;text-align:right;font-size:9pt;">P6Q3</TD>

<TD style="vertical-align:top; color:black;padding-top:1px;line-height:1.2;text-align:right;font-size:9pt;">07/17</TD>
</TR>

<TR style="text-align:left;">
<TD colspan="1" style="vertical-align:top; color:black;padding-top:1px;line-height:1.2;font-size:9pt;">This report is for the information of the shareholders of John
Hancock Income Securities Trust.</TD>

<TD colspan="1" style="   padding-top:1px;line-height:1.2;font-size:9pt;">&nbsp;</TD>

<TD style="vertical-align:top; color:black;padding-top:1px;line-height:1.2;text-align:right;font-size:9pt;">9/17</TD>
</TR>
</TABLE>
</P>
</DIV>
</DIV>

<hr>


</DIV>

<PAGE>



<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">ITEM 2. CONTROLS AND PROCEDURES.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(a)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Based upon their evaluation of the registrant&rsquo;s disclosure controls
and procedures as conducted within 90 days of the filing date of this Form N-Q, the registrant&rsquo;s principal executive officer and
principal accounting officer have concluded that those disclosure controls and procedures provide reasonable assurance that the
material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported
within the time periods specified in the Securities and Exchange Commission&rsquo;s rules and forms.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(b)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;There were no changes in the registrant&rsquo;s internal control over
financial reporting that occurred during the registrant&rsquo;s last fiscal quarter that has materially affected, or is reasonably likely
to materially affect, the registrant&rsquo;s internal control over financial reporting.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">ITEM 3. EXHIBITS.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">Separate certifications for the registrant&rsquo;s principal executive
officer and principal accounting officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
<!-- MARKER FORMAT-SHEET="Scotch Line Single" -->
<HR ALIGN="LEFT" WIDTH="100%" SIZE="1" NOSHADE>
<PAGE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">SIGNATURES</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">Pursuant to the requirements of the Securities Exchange Act of 1934
and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned,
thereunto duly authorized.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">John Hancock Income Securities Trust</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%">By:</TD>
    <TD STYLE="width: 18%; border-bottom: Black 1px solid">/s/ Andrew G. Arnott</TD>
    <TD STYLE="width: 76%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>Andrew G. Arnott</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>President </TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date:</FONT></TD>
    <TD STYLE="width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 13, 2017</FONT></TD>
    </TR>
</TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">Pursuant to the requirements of the Securities Exchange Act of 1934
and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant
and in the capacities and on the dates indicated.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">By:</FONT></TD>
    <TD STYLE="width: 18%; border-bottom: Black 1px solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">/s/ Andrew G. Arnott</FONT></TD>
    <TD STYLE="width: 76%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Andrew G. Arnott</FONT></TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">President </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date:</FONT></TD>
    <TD STYLE="width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 13, 2017</FONT></TD>
    </TR>
</TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">By:</FONT></TD>
    <TD STYLE="padding-bottom: 1px; font: 10pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1px solid; width: 18%">/s/ Charles A. Rizzo</TD>
    <TD STYLE="width: 76%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Charles A. Rizzo</FONT></TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Chief Financial Officer</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date:</FONT></TD>
    <TD STYLE="width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 13, 2017</FONT></TD>
    </TR>
</TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>d329246_ex99cert.htm
<DESCRIPTION>EX-99.CERT
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY>
<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>
<P STYLE="margin-right: 0; margin-left: 0; font: 10pt Arial, Helvetica, Sans-Serif"><B><U>CERTIFICATION</U></B></P>

<P STYLE="margin-right: 0; margin-left: 0; font: 10pt Arial, Helvetica, Sans-Serif">I, Andrew G. Arnott, certify that:</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">1. I have reviewed this report on Form N-Q of John Hancock
Income Securities Trust (the &ldquo;registrant&rdquo;);</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">2. Based on my knowledge, this report does not contain any
untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances
under which such statements were made, not misleading with respect to the period covered by this report;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">3. Based on my knowledge, the schedules of investments included
in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for
which the report is filed;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">4. The registrant&rsquo;s other certifying officer and I
are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment
Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act
of 1940) for the registrant and have:</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(a) Designed such disclosure controls and procedures, or
caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating
to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly
during the period in which this report is being prepared;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(b) Designed such internal control over financial reporting,
or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance
regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance
with generally accepted accounting principles;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(c) Evaluated the effectiveness of the registrant&rsquo;s
disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls
and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(d) Disclosed in this report any change in the registrant&rsquo;s
internal control over financial reporting that occurred during the registrant&rsquo;s most recent fiscal quarter that has materially
affected, or is reasonably likely to materially affect, the registrant&rsquo;s internal control over financial reporting; and</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">5. The registrant&rsquo;s other certifying officer and I
have disclosed to the registrant&rsquo;s auditors and the audit committee of the registrant&rsquo;s board of directors (or persons
performing the equivalent functions):</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(a) All significant deficiencies and material weaknesses
in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&rsquo;s
ability to record, process, summarize, and report financial information; and</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">(b) Any fraud, whether or not material, that involves management
or other employees who have a significant role in the registrant&rsquo;s internal control over financial reporting.</P>

<P STYLE="margin: 0 19.45pt 0 18pt; text-align: left; text-indent: -18pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; text-align: left">Date: <U>September 13, 2017</U></TD>
    <TD STYLE="width: 20%; text-align: left; border-bottom: Black 1px solid">/s/ Andrew G. Arnott</TD>
    <TD STYLE="width: 30%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>Andrew G. Arnott</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>President </TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<!-- MARKER FORMAT-SHEET="Scotch Line Single" -->
<HR ALIGN="LEFT" WIDTH="100%" SIZE="1" NOSHADE>
<PAGE>
<P STYLE="margin: 0; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-right: 0; margin-left: 0"><B><U>CERTIFICATION</U></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-right: 0; margin-left: 0">I, Charles A. Rizzo, certify that:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">1. I have reviewed this report on Form N-Q of John Hancock Income
Securities Trust (the &ldquo;registrant&rdquo;);</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">2. Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances
under which such statements were made, not misleading with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">3. Based on my knowledge, the schedules of investments included in
this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which
the report is filed;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">4. The registrant&rsquo;s other certifying officer and I are responsible
for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act
of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for
the registrant and have:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(a) Designed such disclosure controls and procedures, or caused such
disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant,
including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in
which this report is being prepared;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(b) Designed such internal control over financial reporting, or caused
such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding
the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally
accepted accounting principles;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(c) Evaluated the effectiveness of the registrant&rsquo;s disclosure
controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures,
as of a date within 90 days prior to the filing date of this report, based on such evaluation; and</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(d) Disclosed in this report any change in the registrant&rsquo;s
internal control over financial reporting that occurred during the registrant&rsquo;s most recent fiscal quarter that has materially
affected, or is reasonably likely to materially affect, the registrant&rsquo;s internal control over financial reporting; and</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">5. The registrant&rsquo;s other certifying officer and I have disclosed
to the registrant&rsquo;s auditors and the audit committee of the registrant&rsquo;s board of directors (or persons performing
the equivalent functions):</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(a) All significant deficiencies and material weaknesses in the design
or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&rsquo;s
ability to record, process, summarize, and report financial information; and</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">(b) Any fraud, whether or not material, that involves management
or other employees who have a significant role in the registrant&rsquo;s internal control over financial reporting.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 19.45pt 0 18pt; text-align: left; text-indent: -18pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; text-align: left">Date: <U>September 13, 2017</U></TD>
    <TD STYLE="width: 20%; text-align: left; border-bottom: Black 1px solid">/s/ Charles A. Rizzo</TD>
    <TD STYLE="width: 30%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>Charles A. Rizzo</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>Chief Financial Officer</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<BR>
<!-- MARKER FORMAT-SHEET="Scotch Line Single" -->
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
