<SEC-DOCUMENT>0001145549-20-056176.txt : 20200924
<SEC-HEADER>0001145549-20-056176.hdr.sgml : 20200924
<ACCEPTANCE-DATETIME>20200924142225
ACCESSION NUMBER:		0001145549-20-056176
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		3
CONFORMED PERIOD OF REPORT:	20200731
FILED AS OF DATE:		20200924
PERIOD START:           	20201031

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:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-04186
		FILM NUMBER:		201195008

	BUSINESS ADDRESS:	
		STREET 1:		C/O JOHN HANCOCK FUNDS
		STREET 2:		200 BERKELEY STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02116
		BUSINESS PHONE:		617-663-3000

	MAIL ADDRESS:	
		STREET 1:		C/O JOHN HANCOCK FUNDS
		STREET 2:		200 BERKELEY STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02116

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	HANCOCK JOHN INCOME SECURITIES TRUST /MA
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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        <valUSD>115744.6</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.444232000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2019-AFC1 TRUST CSMC 2019 AFC1 A1 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST 07/49 1</title>
        <cusip>12596XAA0</cusip>
        <identifiers>
          <isin value="US12596XAA00"/>
          <ticker value="CSMC"/>
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        <balance>340242.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345323.77</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.573000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT 2020-1 MORTGAGE LOAN TRUS COLT 2020 1 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC 02/50 1</title>
        <cusip>12597KAA7</cusip>
        <identifiers>
          <isin value="US12597KAA79"/>
          <ticker value="COLT"/>
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        <balance>147358.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148837.49</valUSD>
        <pctVal>0.0790311085</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.488000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2020-AFC1 TRUST CSMC 2020 AFC1 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2020 AFC1 TR 02/50 1</title>
        <cusip>12597MAA3</cusip>
        <identifiers>
          <isin value="US12597MAA36"/>
          <ticker value="CSMC"/>
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        <balance>210465.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213977.92</valUSD>
        <pctVal>0.1136199771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.240000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2012-CCRE2 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2012-CCRE2 MORTGAGE TRUST COMM 2012 CR2 XA</title>
        <cusip>12624KAE6</cusip>
        <identifiers>
          <isin value="US12624KAE64"/>
          <ticker value="COMM"/>
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        <balance>1763243.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43752.41</valUSD>
        <pctVal>0.0232320598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.627897000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA</title>
        <cusip>12624PAF2</cusip>
        <identifiers>
          <isin value="US12624PAF27"/>
          <ticker value="COMM"/>
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        <balance>2573745.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78938.32</valUSD>
        <pctVal>0.0419154000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.851790000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A</name>
        <lei>549300NMFC2YLCA2NF13</lei>
        <title>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A</title>
        <cusip>12625XAL1</cusip>
        <identifiers>
          <isin value="US12625XAL10"/>
          <ticker value="COMM"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344931.43</valUSD>
        <pctVal>0.1831548843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.393500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A</title>
        <cusip>12653VAG1</cusip>
        <identifiers>
          <isin value="US12653VAG14"/>
          <ticker value="CSMC"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341656.56</valUSD>
        <pctVal>0.1814159635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.774750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citizens Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25</title>
        <cusip>174610AT2</cusip>
        <identifiers>
          <isin value="US174610AT28"/>
          <ticker value="CFG"/>
        </identifiers>
        <balance>448000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508386.65</valUSD>
        <pctVal>0.2699478504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola European Partners plc</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPEAN PARTNERS PL COMPANY GUAR 09/21 4.5</title>
        <cusip>19123MAC7</cusip>
        <identifiers>
          <isin value="US19123MAC73"/>
          <ticker value="CCE"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029763.18</valUSD>
        <pctVal>0.5467931876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15</name>
        <lei>N/A</lei>
        <title>COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15</title>
        <cusip>196500AA0</cusip>
        <identifiers>
          <isin value="US196500AA09"/>
          <ticker value="KMI"/>
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        <balance>178000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203647.14</valUSD>
        <pctVal>0.1081344439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 11/49 3.999</title>
        <cusip>20030NCE9</cusip>
        <identifiers>
          <isin value="US20030NCE94"/>
          <ticker value="CMCSA"/>
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        <balance>76000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99721.18</valUSD>
        <pctVal>0.0529508754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.999000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 11/52 4.049</title>
        <cusip>20030NCG4</cusip>
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          <isin value="US20030NCG43"/>
          <ticker value="CMCSA"/>
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        <balance>595000</balance>
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        <curCd>USD</curCd>
        <valUSD>781209.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.049000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 10/28 4.15</title>
        <cusip>20030NCT6</cusip>
        <identifiers>
          <isin value="US20030NCT63"/>
          <ticker value="CMCSA"/>
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        <balance>1052000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1292198.76</valUSD>
        <pctVal>0.6861436616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 04/25 3.1</title>
        <cusip>20030NDJ7</cusip>
        <identifiers>
          <isin value="US20030NDJ72"/>
          <ticker value="CMCSA"/>
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        <balance>482000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534621.05</valUSD>
        <pctVal>0.2838780350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commercial Metals Company</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>COMMERCIAL METALS CO SR UNSECURED 07/27 5.375</title>
        <cusip>201723AL7</cusip>
        <identifiers>
          <isin value="US201723AL70"/>
          <ticker value="CMC"/>
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        <balance>92000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95916.44</valUSD>
        <pctVal>0.0509305994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75</name>
        <lei>N/A</lei>
        <title>CONNECT FINCO SARL / CONNECT U 10/26 6.75</title>
        <cusip>20752TAA2</cusip>
        <identifiers>
          <isin value="US20752TAA25"/>
          <ticker value="ISATLN"/>
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        <balance>371000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380386.3</valUSD>
        <pctVal>0.2019810394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Constellation Brands Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC SR UNSECURED 05/30 2.875</title>
        <cusip>21036PBF4</cusip>
        <identifiers>
          <isin value="US21036PBF45"/>
          <ticker value="STZ"/>
        </identifiers>
        <balance>123000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133706.61</valUSD>
        <pctVal>0.0709967737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental Airlines 2007-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>CONTINENTAL AIRLINES 2007-1 CL PASS THRU CE 10/23 5.983</title>
        <cusip>21079NAA9</cusip>
        <identifiers>
          <isin value="US21079NAA90"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>343033.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315590.68</valUSD>
        <pctVal>0.1675752612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.983000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CoStar Group Inc.</name>
        <lei>N/A</lei>
        <title>COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8</title>
        <cusip>22160NAA7</cusip>
        <identifiers>
          <isin value="US22160NAA72"/>
          <ticker value="CSGP"/>
        </identifiers>
        <balance>412000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435459.03</valUSD>
        <pctVal>0.2312240675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR</title>
        <cusip>225313AD7</cusip>
        <identifiers>
          <isin value="US225313AD75"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658392</valUSD>
        <pctVal>0.3495990800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25</title>
        <cusip>225313AM7</cusip>
        <identifiers>
          <isin value="US225313AM74"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>471000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516823.13</valUSD>
        <pctVal>0.2744275307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG 12/99 1</title>
        <cusip>225401AJ7</cusip>
        <identifiers>
          <isin value="US225401AJ72"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326907.4</valUSD>
        <pctVal>0.1735843180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>22546DAB2</cusip>
        <identifiers>
          <isin value="US22546DAB29"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323393.75</valUSD>
        <pctVal>0.1717186076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re</name>
        <lei>N/A</lei>
        <title>CREDITO REAL SAB DE CV SOFOM E JR SUBORDINA 144A 12/99 VAR</title>
        <cusip>22548WAB8</cusip>
        <identifiers>
          <isin value="US22548WAB81"/>
          <ticker value="CREAL"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184218.75</valUSD>
        <pctVal>0.0978181775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/50 4.15</title>
        <cusip>22822VAQ4</cusip>
        <identifiers>
          <isin value="US22822VAQ41"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>312000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392757.9</valUSD>
        <pctVal>0.2085502262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/30 3.3</title>
        <cusip>22822VAR2</cusip>
        <identifiers>
          <isin value="US22822VAR24"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>336000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379829.62</valUSD>
        <pctVal>0.2016854483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25</title>
        <cusip>22822VAT8</cusip>
        <identifiers>
          <isin value="US22822VAT89"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>491000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509329.18</valUSD>
        <pctVal>0.2704483237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cydsa S.A.B. de C.V.</name>
        <lei>N/A</lei>
        <title>CYDSA SAB DE CV COMPANY GUAR 144A 10/27 6.25</title>
        <cusip>232553AA5</cusip>
        <identifiers>
          <isin value="US232553AA57"/>
          <ticker value="CYDSA"/>
        </identifiers>
        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267318.75</valUSD>
        <pctVal>0.1419433849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45</name>
        <lei>N/A</lei>
        <title>CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45</title>
        <cusip>23283PAR5</cusip>
        <identifiers>
          <isin value="US23283PAR55"/>
          <ticker value="CONE"/>
        </identifiers>
        <balance>288000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316419.84</valUSD>
        <pctVal>0.1680155363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCP Midstream Operating LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR</title>
        <cusip>23311RAH9</cusip>
        <identifiers>
          <isin value="US23311RAH93"/>
          <ticker value="DCP"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152000</valUSD>
        <pctVal>0.0807103673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCP Midstream Operating LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP MIDSTREAM OPERATING LP COMPANY GUAR 05/29 5.125</title>
        <cusip>23311VAH0</cusip>
        <identifiers>
          <isin value="US23311VAH06"/>
          <ticker value="DCP"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100662</valUSD>
        <pctVal>0.0534504408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DPL Inc.</name>
        <lei>N/A</lei>
        <title>DPL INC SR UNSECURED 144A 07/25 4.125</title>
        <cusip>233293AS8</cusip>
        <identifiers>
          <isin value="US233293AS84"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>169000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177985.73</valUSD>
        <pctVal>0.0945085108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5</title>
        <cusip>233851CB8</cusip>
        <identifiers>
          <isin value="US233851CB85"/>
          <ticker value="DAIGR"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164665.43</valUSD>
        <pctVal>0.0874355746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 06/24 2.7</title>
        <cusip>233851DX9</cusip>
        <identifiers>
          <isin value="US233851DX96"/>
          <ticker value="DAIGR"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242604.2</valUSD>
        <pctVal>0.1288202243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED 144A 01/22 5</title>
        <cusip>23636AAS0</cusip>
        <identifiers>
          <isin value="US23636AAS06"/>
          <ticker value="DANBNK"/>
        </identifiers>
        <balance>286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301396.58</valUSD>
        <pctVal>0.1600383466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DaVita Inc.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC COMPANY GUAR 05/25 5</title>
        <cusip>23918KAR9</cusip>
        <identifiers>
          <isin value="US23918KAR95"/>
          <ticker value="DVA"/>
        </identifiers>
        <balance>438000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450045</valUSD>
        <pctVal>0.2389690609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DaVita Inc.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC SR UNSECURED 144A 06/30 4.625</title>
        <cusip>23918KAS7</cusip>
        <identifiers>
          <isin value="US23918KAS78"/>
          <ticker value="DVA"/>
        </identifiers>
        <balance>274000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291549.7</valUSD>
        <pctVal>0.1548097591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8</name>
        <lei>N/A</lei>
        <title>DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8</title>
        <cusip>24229JAA1</cusip>
        <identifiers>
          <isin value="US24229JAA16"/>
          <ticker value="DEATIR"/>
        </identifiers>
        <balance>92000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90390</valUSD>
        <pctVal>0.0479961191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9</title>
        <cusip>24703DAZ4</cusip>
        <identifiers>
          <isin value="US24703DAZ42"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540150.67</valUSD>
        <pctVal>0.2868142038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3</title>
        <cusip>24703DBA8</cusip>
        <identifiers>
          <isin value="US24703DBA81"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>462000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532696.82</valUSD>
        <pctVal>0.2828562896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/25 5.85</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/25 5.85</title>
        <cusip>24703DBB6</cusip>
        <identifiers>
          <isin value="US24703DBB64"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165459.21</valUSD>
        <pctVal>0.0878570633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 04/28 4.375</title>
        <cusip>247361ZN1</cusip>
        <identifiers>
          <isin value="US247361ZN12"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305274.96</valUSD>
        <pctVal>0.1620977247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 04/23 3.8</title>
        <cusip>247361ZP6</cusip>
        <identifiers>
          <isin value="US247361ZP69"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>312000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290369.04</valUSD>
        <pctVal>0.1541828413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 10/24 2.9</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442493.48</valUSD>
        <pctVal>0.2349592849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines 2002-1 Class G-1 Pass Through Trust</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES 2002-1 CLASS G PASS THRU CE 07/24 6.718</title>
        <cusip>247367AX3</cusip>
        <identifiers>
          <isin value="US247367AX39"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>382180.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366656.62</valUSD>
        <pctVal>0.1946907268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.718000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35</title>
        <cusip>25272KAR4</cusip>
        <identifiers>
          <isin value="US25272KAR41"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>324000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450792.95</valUSD>
        <pctVal>0.2393662143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND SPORTS GROUP LLC / DIA COMPANY GUAR 144A 08/27 6.625</name>
        <lei>N/A</lei>
        <title>DIAMOND SPORTS GROUP LLC / DIA SR UNSECURED 144A 08/27 6.625</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <isin value="US25277LAC00"/>
          <ticker value="DSPORT"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156037.5</valUSD>
        <pctVal>0.0828542365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK SR UNSECURED 09/24 2.45</title>
        <cusip>25466AAQ4</cusip>
        <identifiers>
          <isin value="US25466AAQ40"/>
          <ticker value="DFS"/>
        </identifiers>
        <balance>361000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382951.3</valUSD>
        <pctVal>0.2033430269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Walt Disney Company</name>
        <lei>N/A</lei>
        <title>WALT DISNEY CO/THE COMPANY GUAR 01/24 7.75</title>
        <cusip>254687CT1</cusip>
        <identifiers>
          <isin value="US254687CT16"/>
          <ticker value="DIS"/>
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        <balance>1020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255770.08</valUSD>
        <pctVal>0.6668004239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES SR UNSECURED 11/24 3.95</title>
        <cusip>254709AK4</cusip>
        <identifiers>
          <isin value="US254709AK45"/>
          <ticker value="DFS"/>
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        <balance>467000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512687.67</valUSD>
        <pctVal>0.2722316458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1</title>
        <cusip>254709AM0</cusip>
        <identifiers>
          <isin value="US254709AM01"/>
          <ticker value="DFS"/>
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        <balance>884000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>980221.03</valUSD>
        <pctVal>0.5204868381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP SR UNSECURED 04/30 3.5</title>
        <cusip>256677AG0</cusip>
        <identifiers>
          <isin value="US256677AG02"/>
          <ticker value="DG"/>
        </identifiers>
        <balance>479000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553345.4</valUSD>
        <pctVal>0.2938204637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dollar Tree Inc.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DOLLAR TREE INC SR UNSECURED 05/28 4.2</title>
        <cusip>256746AH1</cusip>
        <identifiers>
          <isin value="US256746AH16"/>
          <ticker value="DLTR"/>
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        <balance>879000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1045828.87</valUSD>
        <pctVal>0.5553238964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC SR UNSECURED 04/30 3.375</title>
        <cusip>25746UDG1</cusip>
        <identifiers>
          <isin value="US25746UDG13"/>
          <ticker value="D"/>
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        <balance>481000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556038.97</valUSD>
        <pctVal>0.2952507205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>E. I. Du Pont De Nemours and Company</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
        <title>EI DU PONT DE NEMOURS AND CO SR UNSECURED 07/25 1.7</title>
        <cusip>263534CN7</cusip>
        <identifiers>
          <isin value="US263534CN75"/>
          <ticker value="CTVA"/>
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        <balance>157000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164102.37</valUSD>
        <pctVal>0.0871365958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSECURED 09/21 3.55</title>
        <cusip>26441CAF2</cusip>
        <identifiers>
          <isin value="US26441CAF23"/>
          <ticker value="DUK"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027261.32</valUSD>
        <pctVal>0.5454647268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC SR UNSECURED 03/30 2.7</title>
        <cusip>278642AW3</cusip>
        <identifiers>
          <isin value="US278642AW32"/>
          <ticker value="EBAY"/>
        </identifiers>
        <balance>429000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464270.5</valUSD>
        <pctVal>0.2465226486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Edgewell Personal Care Company</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5</title>
        <cusip>28035QAA0</cusip>
        <identifiers>
          <isin value="US28035QAA04"/>
          <ticker value="EPC"/>
        </identifiers>
        <balance>121000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130982.5</valUSD>
        <pctVal>0.0695503006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emera US Finance LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP COMPANY GUAR 06/26 3.55</title>
        <cusip>29103DAJ5</cusip>
        <identifiers>
          <isin value="US29103DAJ54"/>
          <ticker value="EMACN"/>
        </identifiers>
        <balance>438000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495781.49</valUSD>
        <pctVal>0.2632546458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Empresa Electrica Angamos S.A.</name>
        <lei>N/A</lei>
        <title>EMPRESA ELECTRICA ANGAMOS SA SR SECURED 144A 05/29 4.875</title>
        <cusip>29246TAA7</cusip>
        <identifiers>
          <isin value="US29246TAA79"/>
          <ticker value="AESGEN"/>
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        <balance>281700</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299728.8</valUSD>
        <pctVal>0.1591527733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 07/77 VAR</title>
        <cusip>29250NAS4</cusip>
        <identifiers>
          <isin value="US29250NAS45"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319600</valUSD>
        <pctVal>0.1697041671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 03/78 VAR</title>
        <cusip>29250NAW5</cusip>
        <identifiers>
          <isin value="US29250NAW56"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>294000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291060</valUSD>
        <pctVal>0.1545497336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXA SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXA SA SUBORDINATED 12/30 8.6</title>
        <cusip>054536AA5</cusip>
        <identifiers>
          <isin value="US054536AA57"/>
          <ticker value="AXASA"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260750</valUSD>
        <pctVal>0.1384554492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMW US Capital LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 2.95</title>
        <cusip>05565EBF1</cusip>
        <identifiers>
          <isin value="US05565EBF16"/>
          <ticker value="BMW"/>
        </identifiers>
        <balance>124000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129308.27</valUSD>
        <pctVal>0.0686613024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE</name>
        <lei>N/A</lei>
        <title>BPCE SA SUBORDINATED 144A 10/23 5.7</title>
        <cusip>05578QAA1</cusip>
        <identifiers>
          <isin value="US05578QAA13"/>
          <ticker value="BPCEGP"/>
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        <balance>1145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1284983.58</valUSD>
        <pctVal>0.6823124786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 07/80 VAR</title>
        <cusip>29250NBC8</cusip>
        <identifiers>
          <isin value="US29250NBC83"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>347000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353690.87</valUSD>
        <pctVal>0.1878060529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2080-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encompass Health Corporation</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5</title>
        <cusip>29261AAA8</cusip>
        <identifiers>
          <isin value="US29261AAA88"/>
          <ticker value="EHC"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135850</valUSD>
        <pctVal>0.0721348908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT FUNDING LLC 05/49 1</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A</name>
        <lei>N/A</lei>
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        <cusip>20049AAB4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.896000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BPCE</name>
        <lei>N/A</lei>
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        <cusip>05578QAD5</cusip>
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          <isin value="US05578QAD51"/>
          <ticker value="BPCEGP"/>
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        <curCd>USD</curCd>
        <valUSD>526077.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>BY CROWN PARENT LLC / BY BOND SR SECURED 144A 01/26 4.25</name>
        <lei>N/A</lei>
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        <cusip>05608QAA5</cusip>
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          <isin value="US05608QAA58"/>
          <ticker value="BLYNDR"/>
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        <curCd>USD</curCd>
        <valUSD>1238677.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A</title>
        <cusip>29429MAA1</cusip>
        <identifiers>
          <isin value="US29429MAA18"/>
          <ticker value="CGCMT"/>
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        <curCd>USD</curCd>
        <valUSD>130807.92</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2036-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.149000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT 2020 2 MA</name>
        <lei>N/A</lei>
        <title>SEASONED CREDIT RISK TRANSFER SCRT 2020 2 MA</title>
        <cusip>35563PQP7</cusip>
        <identifiers>
          <isin value="US35563PQP70"/>
          <ticker value="SCRT"/>
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        <balance>229838.17</balance>
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        <curCd>USD</curCd>
        <valUSD>238869.87</valUSD>
        <pctVal>0.1268373352</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Banco Santander S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <cusip>05964HAJ4</cusip>
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          <isin value="US05964HAJ41"/>
          <ticker value="SANTAN"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>231304.91</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.379000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR</title>
        <cusip>060505EU4</cusip>
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          <isin value="US060505EU46"/>
          <ticker value="BAC"/>
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        <curCd>USD</curCd>
        <valUSD>701393.59</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.300000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GCAT 01/60 1</name>
        <lei>N/A</lei>
        <title>GCAT 01/60 1</title>
        <cusip>36167FAA7</cusip>
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          <isin value="US36167FAA75"/>
          <ticker value="GCAT"/>
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        <balance>358788.68</balance>
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        <curCd>USD</curCd>
        <valUSD>362216.15</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.247000000000</annualizedRt>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust 2015-GC30</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC30 A3</title>
        <cusip>36250GAN5</cusip>
        <identifiers>
          <isin value="US36250GAN51"/>
          <ticker value="GSMS"/>
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        <balance>157827.7</balance>
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        <curCd>USD</curCd>
        <valUSD>167960.08</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.119000000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <ticker value="BAC"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <ticker value="BAC"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15</title>
        <cusip>29273RBF5</cusip>
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          <ticker value="ETP"/>
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        <issuerCat>CORP</issuerCat>
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        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2</title>
        <cusip>29273RBK4</cusip>
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          <ticker value="ETP"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4</name>
        <lei>54930070360RBP384M53</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4</title>
        <cusip>36250VAD4</cusip>
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          <ticker value="GSMS"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A</name>
        <lei>5493006UCJFJVDKIY756</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A</title>
        <cusip>36251GAL8</cusip>
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          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>415351.57</valUSD>
        <pctVal>0.2205472222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.066669000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/23 4.25</title>
        <cusip>29278NAL7</cusip>
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          <ticker value="ETP"/>
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        <balance>422000</balance>
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        <curCd>USD</curCd>
        <valUSD>441146.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 01/24 5.875</title>
        <cusip>29278NAM5</cusip>
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          <isin value="US29278NAM56"/>
          <ticker value="ETP"/>
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        <balance>274000</balance>
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        <curCd>USD</curCd>
        <valUSD>301889.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <isin value="US06051GFU85"/>
          <ticker value="BAC"/>
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        <balance>502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580023.57</valUSD>
        <pctVal>0.3079862855</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/31 VAR</title>
        <cusip>06051GJB6</cusip>
        <identifiers>
          <isin value="US06051GJB68"/>
          <ticker value="BAC"/>
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        <balance>458000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491719.65</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.592000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enova International Inc.</name>
        <lei>549300O8XOCQSB49UO63</lei>
        <title>ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5</title>
        <cusip>29357KAD5</cusip>
        <identifiers>
          <isin value="US29357KAD54"/>
          <ticker value="ENVA"/>
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        <balance>58000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52490</valUSD>
        <pctVal>0.0278716262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enova International Inc.</name>
        <lei>549300O8XOCQSB49UO63</lei>
        <title>ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5</title>
        <cusip>29357KAF0</cusip>
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          <isin value="US29357KAF03"/>
          <ticker value="ENVA"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234000</valUSD>
        <pctVal>0.1242514865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A</name>
        <lei>5493001UQE7OCP3UT106</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A</title>
        <cusip>36252CAJ1</cusip>
        <identifiers>
          <isin value="US36252CAJ18"/>
          <ticker value="GSMS"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249768.46</valUSD>
        <pctVal>0.1326243694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.981807000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A</title>
        <cusip>36258PAA5</cusip>
        <identifiers>
          <isin value="US36258PAA57"/>
          <ticker value="GSMS"/>
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        <balance>192000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192084.33</valUSD>
        <pctVal>0.1019947160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.751000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR</title>
        <cusip>29379VBN2</cusip>
        <identifiers>
          <isin value="US29379VBN29"/>
          <ticker value="EPD"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543750</valUSD>
        <pctVal>0.2887254094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 05/27 5.375</title>
        <cusip>29444UAR7</cusip>
        <identifiers>
          <isin value="US29444UAR77"/>
          <ticker value="EQIX"/>
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        <balance>445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489651.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2</title>
        <cusip>36260JAB3</cusip>
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          <isin value="US36260JAB35"/>
          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>438447.96</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-3</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A</title>
        <cusip>41164UAR0</cusip>
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          <isin value="US41164UAR05"/>
          <ticker value="HVMLT"/>
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        <pctVal>0.0324589911</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-4</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES</title>
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          <isin value="US41164YAQ44"/>
          <ticker value="HVMLT"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-6</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A</title>
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          <isin value="US41165BAS97"/>
          <ticker value="HVMLT"/>
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        <balance>3821855.56</balance>
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        <curCd>USD</curCd>
        <valUSD>53609.17</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>N/A</lei>
        <title>BARCLAYS PLC SR UNSECURED 01/26 4.375</title>
        <cusip>06738EAN5</cusip>
        <identifiers>
          <isin value="US06738EAN58"/>
          <ticker value="BACR"/>
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        <balance>840000</balance>
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        <curCd>USD</curCd>
        <valUSD>957146.4</valUSD>
        <pctVal>0.5082344574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC SUBORDINATED 144A 06/21 10.179</title>
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        <identifiers>
          <isin value="US06739FFU03"/>
          <ticker value="BACR"/>
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        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510257.03</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.179000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A</name>
        <lei>N/A</lei>
        <title>IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A</title>
        <cusip>44974ABA4</cusip>
        <identifiers>
          <isin value="US44974ABA43"/>
          <ticker value="IMTT"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180799.78</valUSD>
        <pctVal>0.0960027412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.496600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC</name>
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        <name>Telefonaktiebolaget LM Ericsson</name>
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        <name>Expedia Group Inc.</name>
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        <name>Bausch Health Companies Inc.</name>
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        <name>Bausch Health Companies Inc.</name>
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        <name>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A</name>
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        <name>Expedia Group Inc.</name>
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        <name>Expedia Group Inc.</name>
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        <name>The Boeing Company</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.040000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/50 5.805</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
          <ticker value="BA"/>
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        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288952.6</valUSD>
        <pctVal>0.1534307269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.805000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boise Cascade Company</name>
        <lei>549300Z8B8LSRHC7XA55</lei>
        <title>BOISE CASCADE CO COMPANY GUAR 144A 07/30 4.875</title>
        <cusip>09739DAD2</cusip>
        <identifiers>
          <isin value="US09739DAD21"/>
          <ticker value="BCC"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42400</valUSD>
        <pctVal>0.0225139446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Braskem Netherlands Finance B.V.</name>
        <lei>N/A</lei>
        <title>BRASKEM NETHERLANDS 01/81 1</title>
        <cusip>10554TAF2</cusip>
        <identifiers>
          <isin value="US10554TAF21"/>
          <ticker value="BRASKM"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282816.8</valUSD>
        <pctVal>0.1501726830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2081-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brighthouse Financial Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL INC SR UNSECURED 06/27 3.7</title>
        <cusip>10922NAC7</cusip>
        <identifiers>
          <isin value="US10922NAC74"/>
          <ticker value="BHF"/>
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        <balance>595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>620064.22</valUSD>
        <pctVal>0.3292474405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A</title>
        <cusip>61691CAL3</cusip>
        <identifiers>
          <isin value="US61691CAL37"/>
          <ticker value="MSCCG"/>
        </identifiers>
        <balance>268635.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263936.48</valUSD>
        <pctVal>0.1401474359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A</title>
        <cusip>61691LAL3</cusip>
        <identifiers>
          <isin value="US61691LAL36"/>
          <ticker value="MSC"/>
        </identifiers>
        <balance>304000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294785.85</valUSD>
        <pctVal>0.1565281200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.574750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A</title>
        <cusip>89178BAA2</cusip>
        <identifiers>
          <isin value="US89178BAA26"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>290408.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307477.61</valUSD>
        <pctVal>0.1632673082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR</title>
        <cusip>316773CM0</cusip>
        <identifiers>
          <isin value="US316773CM07"/>
          <ticker value="FITB"/>
        </identifiers>
        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>811536</valUSD>
        <pctVal>0.4309168990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP SR UNSECURED 05/23 1.625</title>
        <cusip>316773CZ1</cusip>
        <identifiers>
          <isin value="US316773CZ10"/>
          <ticker value="FITB"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123332.04</valUSD>
        <pctVal>0.0654879885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC SR SECURED 144A 05/26 6.25</title>
        <cusip>31740LAA1</cusip>
        <identifiers>
          <isin value="US31740LAA17"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>43000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46493.75</valUSD>
        <pctVal>0.0246876818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC COMPANY GUAR 144A 11/26 8.25</title>
        <cusip>31740LAC7</cusip>
        <identifiers>
          <isin value="US31740LAC72"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76131.84</valUSD>
        <pctVal>0.0404251893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSECURED 03/30 2.65</title>
        <cusip>337932AL1</cusip>
        <identifiers>
          <isin value="US337932AL12"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>706379.68</valUSD>
        <pctVal>0.3750800226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 08/21 5.875</title>
        <cusip>345397VU4</cusip>
        <identifiers>
          <isin value="US345397VU41"/>
          <ticker value="F"/>
        </identifiers>
        <balance>463000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475153.75</valUSD>
        <pctVal>0.2523015375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625</title>
        <cusip>11042AAA2</cusip>
        <identifiers>
          <isin value="US11042AAA25"/>
          <ticker value="IAGLN"/>
        </identifiers>
        <balance>424478.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404725.3</valUSD>
        <pctVal>0.2149047870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125</title>
        <cusip>11043HAA6</cusip>
        <identifiers>
          <isin value="US11043HAA68"/>
          <ticker value="IAGLN"/>
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        <balance>133058.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112798.15</valUSD>
        <pctVal>0.0598946060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134</title>
        <cusip>345397XL2</cusip>
        <identifiers>
          <isin value="US345397XL24"/>
          <ticker value="F"/>
        </identifiers>
        <balance>952000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>975704.8</valUSD>
        <pctVal>0.5180887684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.134000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113</title>
        <cusip>345397ZR7</cusip>
        <identifiers>
          <isin value="US345397ZR75"/>
          <ticker value="F"/>
        </identifiers>
        <balance>514000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548052.5</valUSD>
        <pctVal>0.2910099907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.113000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875</title>
        <cusip>11134LAH2</cusip>
        <identifiers>
          <isin value="US11134LAH24"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>1025000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1138559.93</valUSD>
        <pctVal>0.6045630932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/25 3.125</title>
        <cusip>11134LAP4</cusip>
        <identifiers>
          <isin value="US11134LAP40"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>995000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069440.21</valUSD>
        <pctVal>0.5678612643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/25 4.7</title>
        <cusip>11135FAF8</cusip>
        <identifiers>
          <isin value="US11135FAF80"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>403000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460815.71</valUSD>
        <pctVal>0.2446881922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/30 5</title>
        <cusip>11135FAH4</cusip>
        <identifiers>
          <isin value="US11135FAH47"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>487000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578735.46</valUSD>
        <pctVal>0.3073023129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freedom Mortgage Corporation</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125</title>
        <cusip>35640YAA5</cusip>
        <identifiers>
          <isin value="US35640YAA55"/>
          <ticker value="FREMOR"/>
        </identifiers>
        <balance>259000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255115</valUSD>
        <pctVal>0.1354633247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freedom Mortgage Corporation</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP SR UNSECURED 144A 04/25 8.25</title>
        <cusip>35640YAB3</cusip>
        <identifiers>
          <isin value="US35640YAB39"/>
          <ticker value="FREMOR"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104737.5</valUSD>
        <pctVal>0.0556144875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC SR SECURED 144A 06/27 6.75</title>
        <cusip>12008RAM9</cusip>
        <identifiers>
          <isin value="US12008RAM97"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>57000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62700</valUSD>
        <pctVal>0.0332930265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5</title>
        <cusip>12008RAN7</cusip>
        <identifiers>
          <isin value="US12008RAN70"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>34000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35659.2</valUSD>
        <pctVal>0.0189346522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP SR UNSECURED 03/22 5.05</title>
        <cusip>125896BK5</cusip>
        <identifiers>
          <isin value="US125896BK56"/>
          <ticker value="CMS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1057881.3</valUSD>
        <pctVal>0.5617236073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNO Financial Group Inc.</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25</title>
        <cusip>12621EAK9</cusip>
        <identifiers>
          <isin value="US12621EAK91"/>
          <ticker value="CNO"/>
        </identifiers>
        <balance>512000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580786.08</valUSD>
        <pctVal>0.3083911701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNO Financial Group Inc.</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25</title>
        <cusip>12621EAL7</cusip>
        <identifiers>
          <isin value="US12621EAL74"/>
          <ticker value="CNO"/>
        </identifiers>
        <balance>384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438265.96</valUSD>
        <pctVal>0.2327145172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC SR UNSECURED 144A 04/28 7.5</title>
        <cusip>126307AY3</cusip>
        <identifiers>
          <isin value="US126307AY37"/>
          <ticker value="CSCHLD"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235811.5</valUSD>
        <pctVal>0.1252133736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI LLC</name>
        <lei>N/A</lei>
        <title>GCI LLC SR UNSECURED 04/25 6.875</title>
        <cusip>36155WAK2</cusip>
        <identifiers>
          <isin value="US36155WAK27"/>
          <ticker value="GCILLC"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435225</valUSD>
        <pctVal>0.2310998001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The GEO Group Inc.</name>
        <lei>N/A</lei>
        <title>GEO GROUP INC/THE COMPANY GUAR 04/26 6</title>
        <cusip>36162JAB2</cusip>
        <identifiers>
          <isin value="US36162JAB26"/>
          <ticker value="GEO"/>
        </identifiers>
        <balance>72000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55530</valUSD>
        <pctVal>0.0294858335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GE Capital International Funding Company Unlimited Company</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418</title>
        <cusip>36164QNA2</cusip>
        <identifiers>
          <isin value="US36164QNA21"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>547000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565373.87</valUSD>
        <pctVal>0.3002074521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.418000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI LLC</name>
        <lei>N/A</lei>
        <title>GCI LLC SR UNSECURED 144A 06/24 6.625</title>
        <cusip>36166TAA8</cusip>
        <identifiers>
          <isin value="US36166TAA88"/>
          <ticker value="GCILLC"/>
        </identifiers>
        <balance>133000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140010.43</valUSD>
        <pctVal>0.0743440344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75</title>
        <cusip>126307BA4</cusip>
        <identifiers>
          <isin value="US126307BA42"/>
          <ticker value="CSCHLD"/>
        </identifiers>
        <balance>303000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335890.65</valUSD>
        <pctVal>0.1783543272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</title>
        <cusip>12652HAA6</cusip>
        <identifiers>
          <isin value="US12652HAA68"/>
          <ticker value="CCLP"/>
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        <balance>297000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253477.62</valUSD>
        <pctVal>0.1345938935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</title>
        <cusip>12652HAC2</cusip>
        <identifiers>
          <isin value="US12652HAC25"/>
          <ticker value="CCLP"/>
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        <balance>88000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75104.48</valUSD>
        <pctVal>0.0398796722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10</title>
        <cusip>12652HAE8</cusip>
        <identifiers>
          <isin value="US12652HAE80"/>
          <ticker value="CCLP"/>
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        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167895</valUSD>
        <pctVal>0.0891504416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLP Capital L.P. / GLP Financing II Inc.</name>
        <lei>N/A</lei>
        <title>GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375</title>
        <cusip>361841AH2</cusip>
        <identifiers>
          <isin value="US361841AH26"/>
          <ticker value="GLPI"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313233.2</valUSD>
        <pctVal>0.1663234647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gartner Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC COMPANY GUAR 144A 07/28 4.5</title>
        <cusip>366651AC1</cusip>
        <identifiers>
          <isin value="US366651AC11"/>
          <ticker value="IT"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68250</valUSD>
        <pctVal>0.0362400169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 03/28 4.3</title>
        <cusip>126650CX6</cusip>
        <identifiers>
          <isin value="US126650CX62"/>
          <ticker value="CVS"/>
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        <balance>371000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440742.79</valUSD>
        <pctVal>0.2340296873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 03/48 5.05</title>
        <cusip>126650CZ1</cusip>
        <identifiers>
          <isin value="US126650CZ11"/>
          <ticker value="CVS"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516653.87</valUSD>
        <pctVal>0.2743376554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 08/26 3</title>
        <cusip>126650DF4</cusip>
        <identifiers>
          <isin value="US126650DF48"/>
          <ticker value="CVS"/>
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        <balance>582000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644161.07</valUSD>
        <pctVal>0.3420426090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 04/30 3.75</title>
        <cusip>126650DJ6</cusip>
        <identifiers>
          <isin value="US126650DJ69"/>
          <ticker value="CVS"/>
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        <balance>521000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611146.89</valUSD>
        <pctVal>0.3245124341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 05/50 4.35</title>
        <cusip>369604BY8</cusip>
        <identifiers>
          <isin value="US369604BY81"/>
          <ticker value="GE"/>
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        <balance>647000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670754.95</valUSD>
        <pctVal>0.3561636737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 01/26 5.55</title>
        <cusip>36962GT95</cusip>
        <identifiers>
          <isin value="US36962GT956"/>
          <ticker value="GE"/>
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        <balance>690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802666.02</valUSD>
        <pctVal>0.4262070349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CandW Senior Financing Designated Activity Company</name>
        <lei>N/A</lei>
        <title>CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875</title>
        <cusip>12674TAA4</cusip>
        <identifiers>
          <isin value="US12674TAA43"/>
          <ticker value="CWCLN"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256509.6</valUSD>
        <pctVal>0.1362038423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CABLEVISION SYSTEMS CORP SR UNSECURED 09/22 5.875</title>
        <cusip>12686CBB4</cusip>
        <identifiers>
          <isin value="US12686CBB46"/>
          <ticker value="CVC"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225225</valUSD>
        <pctVal>0.1195920558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 01/25 4</title>
        <cusip>37045XAS5</cusip>
        <identifiers>
          <isin value="US37045XAS53"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>777000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>826928.35</valUSD>
        <pctVal>0.4390900715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 07/25 4.3</title>
        <cusip>37045XAZ9</cusip>
        <identifiers>
          <isin value="US37045XAZ96"/>
          <ticker value="GM"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381275.85</valUSD>
        <pctVal>0.2024533809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 03/23 5.2</title>
        <cusip>37045XCW4</cusip>
        <identifiers>
          <isin value="US37045XCW48"/>
          <ticker value="GM"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299156.76</valUSD>
        <pctVal>0.1588490262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
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        <cusip>37331NAK7</cusip>
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          <isin value="US37331NAK72"/>
          <ticker value="GP"/>
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        <curCd>USD</curCd>
        <valUSD>875477.99</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GlaxoSmithKline Capital PLC</name>
        <lei>549300U0LV41VX7LEP38</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC COMPANY GUAR 06/24 3</title>
        <cusip>377373AG0</cusip>
        <identifiers>
          <isin value="US377373AG03"/>
          <ticker value="GSK"/>
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        <balance>681000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>742246.29</valUSD>
        <pctVal>0.3941248073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875</name>
        <lei>N/A</lei>
        <title>GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875</title>
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          <isin value="US38046XAE31"/>
          <ticker value="GOGO"/>
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        <curCd>USD</curCd>
        <valUSD>173430</valUSD>
        <pctVal>0.0920894671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Telecom Argentina S.A.</name>
        <lei>N/A</lei>
        <title>TELECOM ARGENTINA SA SR UNSECURED 144A 06/21 6.5</title>
        <cusip>12686NAT2</cusip>
        <identifiers>
          <isin value="US12686NAT28"/>
          <ticker value="TECOAR"/>
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        <curCd>USD</curCd>
        <valUSD>123456</valUSD>
        <pctVal>0.0655538099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colt Merger Sub Inc.</name>
        <lei>N/A</lei>
        <title>COLT MERGER SUB INC SR SECURED 144A 07/25 5.75</title>
        <cusip>12770RAA1</cusip>
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          <isin value="US12770RAA14"/>
          <ticker value="ERI"/>
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        <curCd>USD</curCd>
        <valUSD>94753.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081</title>
        <cusip>6461366R7</cusip>
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          <isin value="US6461366R78"/>
          <ticker value="NJSTRN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299170.16</valUSD>
        <pctVal>0.1588561415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.081000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 09/28 8.48</title>
        <cusip>129466AM0</cusip>
        <identifiers>
          <isin value="US129466AM08"/>
          <ticker value="BRKHEC"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828650.01</valUSD>
        <pctVal>0.4400042545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.480000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cantor Fitzgerald L.P.</name>
        <lei>N/A</lei>
        <title>CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875</title>
        <cusip>138616AE7</cusip>
        <identifiers>
          <isin value="US138616AE73"/>
          <ticker value="CANTOR"/>
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        <balance>402000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437410.45</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 01/24 3.9</title>
        <cusip>14040HCA1</cusip>
        <identifiers>
          <isin value="US14040HCA14"/>
          <ticker value="COF"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>761385.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/23 2.6</title>
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          <ticker value="COF"/>
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        <curCd>USD</curCd>
        <valUSD>201508.23</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO</title>
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          <isin value="US38378BE477"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO</title>
        <cusip>38379R4C4</cusip>
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          <isin value="US38379R4C43"/>
          <ticker value="GNR"/>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131</title>
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          <ticker value="NJSTRN"/>
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        <name>Cargill Incorporated</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>N/A</lei>
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          <ticker value="UTX"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO</title>
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          <ticker value="GNR"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.599040000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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      <invstOrSec>
        <name>Catalent Pharma Solutions Inc.</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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          <couponKind>Variable</couponKind>
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        <name>CEMEX S.A.B. de C.V.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Centene Corporation</name>
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        <name>Centene Corporation</name>
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        <name>HCA Inc.</name>
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      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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      <invstOrSec>
        <name>Charles River Laboratories International Inc.</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
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      <invstOrSec>
        <name>CARS-DB4 L.P.</name>
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        <securityLending>
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      <invstOrSec>
        <name>CF Hippolyta LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HCA Inc.</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR</title>
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          <ticker value="HSBC"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CLI Funding LLC</name>
        <lei>N/A</lei>
        <title>CLI FUNDING LLC CLIF 2018 1A A 144A</title>
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          <isin value="US12563LAJ61"/>
          <ticker value="CLIF"/>
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        <curCd>USD</curCd>
        <valUSD>340729.92</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2043-04-18</maturityDt>
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      <invstOrSec>
        <name>CWABS Asset-Backed Certificates Trust 2004-10</name>
        <lei>N/A</lei>
        <title>CWABS ASSET-BACKED CERTIFICATE CWL 2004 10 AF5B</title>
        <cusip>126673FV9</cusip>
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          <isin value="US126673FV98"/>
          <ticker value="CWL"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <securityLending>
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      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
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          <ticker value="CHTR"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <securityLending>
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      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
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          <ticker value="CHTR"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO PREFERRED STOCK</title>
        <cusip>233331842</cusip>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GMAC Capital Trust I</name>
        <lei>N/A</lei>
        <title>GMAC CAPITAL TRUST I PREFERRED STOCK 02/40 VAR</title>
        <cusip>361860208</cusip>
        <identifiers>
          <isin value="US3618602086"/>
          <ticker value="ALLY"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A</name>
        <lei>N/A</lei>
        <title>VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A</title>
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          <ticker value="VDC"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Westgate Resorts 2017-1 LLC</name>
        <lei>5493001B6N5F6HQT6Z27</lei>
        <title>WESTGATE RESORTS 2017-1 LLC WESTR 2017 1A A 144A</title>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR</title>
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          <ticker value="HSBC"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Royal Dutch Shell PLC</name>
        <lei>N/A</lei>
        <title>ROYAL DUTCH SHELL PLC ADR</title>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A</name>
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          <ticker value="WLAKE"/>
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        <name>WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A</name>
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        <name>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A</name>
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          <isin value="US92930RAF91"/>
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        <issuerCat>CORP</issuerCat>
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        <securityLending>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A</title>
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          <ticker value="WFCM"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75</title>
        <cusip>161175BN3</cusip>
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          <isin value="US161175BN35"/>
          <ticker value="CHTR"/>
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        <balance>617000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808839.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8</title>
        <cusip>161175BT0</cusip>
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          <isin value="US161175BT05"/>
          <ticker value="CHTR"/>
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        <balance>528000</balance>
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        <curCd>USD</curCd>
        <valUSD>635323.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy Partners L.P.</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5</title>
        <cusip>16411QAG6</cusip>
        <identifiers>
          <isin value="US16411QAG64"/>
          <ticker value="CQP"/>
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        <balance>403000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426293.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ContiMortgage Home Equity Loan Trust 1995-2</name>
        <lei>N/A</lei>
        <title>CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5</title>
        <cusip>21075WBF1</cusip>
        <identifiers>
          <isin value="US21075WBF14"/>
          <ticker value="CONHE"/>
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        <balance>16946.9</balance>
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        <curCd>USD</curCd>
        <valUSD>13723.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2017 1A A2I 144A</title>
        <cusip>233046AE1</cusip>
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          <isin value="US233046AE15"/>
          <ticker value="DNKN"/>
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        <balance>117300</balance>
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        <curCd>USD</curCd>
        <valUSD>121126.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.629000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A</title>
        <cusip>233046AF8</cusip>
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          <isin value="US233046AF89"/>
          <ticker value="DNKN"/>
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        <balance>166175</balance>
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        <curCd>USD</curCd>
        <valUSD>176374.82</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2019 1A A2I 144A</title>
        <cusip>233046AJ0</cusip>
        <identifiers>
          <isin value="US233046AJ02"/>
          <ticker value="DNKN"/>
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        <balance>861490</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892092.36</valUSD>
        <pctVal>0.4736914609</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.787000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A</title>
        <cusip>25755TAH3</cusip>
        <identifiers>
          <isin value="US25755TAH32"/>
          <ticker value="DPABS"/>
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        <balance>520287.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567732.52</valUSD>
        <pctVal>0.3014598699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.118000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A</title>
        <cusip>26208LAA6</cusip>
        <identifiers>
          <isin value="US26208LAA61"/>
          <ticker value="HONK"/>
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        <balance>509587.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530903.55</valUSD>
        <pctVal>0.2819040824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.216000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Five Guys Funding LLC</name>
        <lei>N/A</lei>
        <title>FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A</title>
        <cusip>33830JAA3</cusip>
        <identifiers>
          <isin value="US33830JAA34"/>
          <ticker value="GUYS"/>
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        <balance>194530</balance>
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        <curCd>USD</curCd>
        <valUSD>196215.21</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A</name>
        <lei>N/A</lei>
        <title>FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A</title>
        <cusip>34417MAA5</cusip>
        <identifiers>
          <isin value="US34417MAA53"/>
          <ticker value="FOCUS"/>
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        <balance>140287.5</balance>
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        <curCd>USD</curCd>
        <valUSD>128964.9</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.857000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A</title>
        <cusip>34528QGW8</cusip>
        <identifiers>
          <isin value="US34528QGW87"/>
          <ticker value="FORDF"/>
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        <balance>515000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549492.54</valUSD>
        <pctVal>0.2917746365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.060000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A</title>
        <cusip>34531NAA4</cusip>
        <identifiers>
          <isin value="US34531NAA46"/>
          <ticker value="FORDR"/>
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        <balance>390000</balance>
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        <curCd>USD</curCd>
        <valUSD>403650.55</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.040000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GMF Floorplan Owner Revolving Trust</name>
        <lei>N/A</lei>
        <title>GMF FLOORPLAN OWNER REVOLVING GFORT 2019 2 A 144A</title>
        <cusip>361886CD4</cusip>
        <identifiers>
          <isin value="US361886CD40"/>
          <ticker value="GFORT"/>
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        <balance>485000</balance>
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        <curCd>USD</curCd>
        <valUSD>520281.23</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Golden Credit Card Trust</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>GOLDEN CREDIT CARD TRUST GCCT 2018 4A A 144A</title>
        <cusip>380881ER9</cusip>
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          <isin value="US380881ER96"/>
          <ticker value="GCCT"/>
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        <balance>360000</balance>
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        <curCd>USD</curCd>
        <valUSD>389630.48</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.440000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HandE Equipment Services Inc.</name>
        <lei>N/A</lei>
        <title>HandE EQUIPMENT SERVICES INC COMPANY GUAR 09/25 5.625</title>
        <cusip>404030AH1</cusip>
        <identifiers>
          <isin value="US404030AH17"/>
          <ticker value="HEES"/>
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        <balance>131000</balance>
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        <curCd>USD</curCd>
        <valUSD>136403.75</valUSD>
        <pctVal>0.0724289261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR</title>
        <cusip>404280BS7</cusip>
        <identifiers>
          <isin value="US404280BS77"/>
          <ticker value="HSBC"/>
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        <balance>562000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605915.64</valUSD>
        <pctVal>0.3217346965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hanesbrands Inc.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COMPANY GUAR 144A 05/25 5.375</title>
        <cusip>410345AN2</cusip>
        <identifiers>
          <isin value="US410345AN24"/>
          <ticker value="HBI"/>
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        <balance>91000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97825</valUSD>
        <pctVal>0.0519440242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harsco Corporation</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>HARSCO CORP COMPANY GUAR 144A 07/27 5.75</title>
        <cusip>415864AM9</cusip>
        <identifiers>
          <isin value="US415864AM90"/>
          <ticker value="HSC"/>
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        <balance>83000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87078.62</valUSD>
        <pctVal>0.0462378119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hillenbrand Inc.</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>HILLENBRAND INC COMPANY GUAR 06/25 5.75</title>
        <cusip>431571AD0</cusip>
        <identifiers>
          <isin value="US431571AD01"/>
          <ticker value="HI"/>
        </identifiers>
        <balance>76000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81700</valUSD>
        <pctVal>0.0433818224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875</title>
        <cusip>432833AF8</cusip>
        <identifiers>
          <isin value="US432833AF84"/>
          <ticker value="HILDOC"/>
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        <balance>152000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159600</valUSD>
        <pctVal>0.0847458857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/28 5.75</title>
        <cusip>432833AH4</cusip>
        <identifiers>
          <isin value="US432833AH41"/>
          <ticker value="HLT"/>
        </identifiers>
        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73657.5</valUSD>
        <pctVal>0.0391113413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 144A 11/25 5</title>
        <cusip>446413AH9</cusip>
        <identifiers>
          <isin value="US446413AH98"/>
          <ticker value="HII"/>
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        <balance>346000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357790.75</valUSD>
        <pctVal>0.1899830451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/25 3.844</title>
        <cusip>446413AN6</cusip>
        <identifiers>
          <isin value="US446413AN66"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>577000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640955.04</valUSD>
        <pctVal>0.3403402415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.844000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/30 4.2</title>
        <cusip>446413AP1</cusip>
        <identifiers>
          <isin value="US446413AP15"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>303000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355466.66</valUSD>
        <pctVal>0.1887489783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Husky Energy Inc.</name>
        <lei>N/A</lei>
        <title>HUSKY ENERGY INC SR UNSECURED 04/22 3.95</title>
        <cusip>448055AJ2</cusip>
        <identifiers>
          <isin value="US448055AJ20"/>
          <ticker value="HSECN"/>
        </identifiers>
        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314041.01</valUSD>
        <pctVal>0.1667524031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMPANY GUAR 144A 02/25 4.75</title>
        <cusip>44962LAB3</cusip>
        <identifiers>
          <isin value="US44962LAB36"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>128000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145075.2</valUSD>
        <pctVal>0.0770333729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMPANY GUAR 144A 03/26 4</title>
        <cusip>44962LAC1</cusip>
        <identifiers>
          <isin value="US44962LAC19"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304558.8</valUSD>
        <pctVal>0.1617174514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD SR UNSECURED 08/28 4.75</title>
        <cusip>44962LAF4</cusip>
        <identifiers>
          <isin value="US44962LAF40"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553434.7</valUSD>
        <pctVal>0.2938678811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Infor Inc.</name>
        <lei>N/A</lei>
        <title>INFOR INC SR UNSECURED 144A 07/25 1.75</title>
        <cusip>45674CAA1</cusip>
        <identifiers>
          <isin value="US45674CAA18"/>
          <ticker value="LWSN"/>
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        <balance>113000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116458.72</valUSD>
        <pctVal>0.0618383294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC SR SECURED 144A 02/27 4</title>
        <cusip>156700BC9</cusip>
        <identifiers>
          <isin value="US156700BC99"/>
          <ticker value="CTL"/>
        </identifiers>
        <balance>113000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118021.72</valUSD>
        <pctVal>0.0626682656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 04/24 3.55</title>
        <cusip>456837AP8</cusip>
        <identifiers>
          <isin value="US456837AP87"/>
          <ticker value="INTNED"/>
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        <balance>302000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330684.94</valUSD>
        <pctVal>0.1755901511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya Financial Inc.</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL INC COMPANY GUAR 05/53 VAR</title>
        <cusip>45685EAG1</cusip>
        <identifiers>
          <isin value="US45685EAG17"/>
          <ticker value="VOYA"/>
        </identifiers>
        <balance>868000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>901860.68</valUSD>
        <pctVal>0.4788783339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Instituto Costarricense de Electricidad</name>
        <lei>5493009VA6AFUB2Q0289</lei>
        <title>INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375</title>
        <cusip>45777VAD9</cusip>
        <identifiers>
          <isin value="US45777VAD91"/>
          <ticker value="COSICE"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168506.25</valUSD>
        <pctVal>0.0894750088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Game Technology PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 02/25 6.5</title>
        <cusip>460599AC7</cusip>
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          <isin value="US460599AC74"/>
          <ticker value="IGT"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242437.5</valUSD>
        <pctVal>0.1287317084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR</title>
        <cusip>46625HJQ4</cusip>
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          <isin value="US46625HJQ48"/>
          <ticker value="JPM"/>
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        <balance>1170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1296746.1</valUSD>
        <pctVal>0.6885582503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 10/26 2.95</title>
        <cusip>46625HRV4</cusip>
        <identifiers>
          <isin value="US46625HRV41"/>
          <ticker value="JPM"/>
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        <balance>1053000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1170075.59</valUSD>
        <pctVal>0.6212975701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 01/27 1</title>
        <cusip>46647PBA3</cusip>
        <identifiers>
          <isin value="US46647PBA30"/>
          <ticker value="JPM"/>
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        <balance>418000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481381.24</valUSD>
        <pctVal>0.2556082678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.960000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 04/31 1</title>
        <cusip>46647PBL9</cusip>
        <identifiers>
          <isin value="US46647PBL94"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1007000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1086154.98</valUSD>
        <pctVal>0.5767366276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.522000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR</title>
        <cusip>46647PBP0</cusip>
        <identifiers>
          <isin value="US46647PBP09"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>444000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>483824.79</valUSD>
        <pctVal>0.2569057666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.956000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JBS Investments II GmbH</name>
        <lei>N/A</lei>
        <title>JBS INVESTMENTS II GMBH COMPANY GUAR 144A 01/28 5.75</title>
        <cusip>46650CAB5</cusip>
        <identifiers>
          <isin value="US46650CAB54"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>498000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528776.4</valUSD>
        <pctVal>0.2807745886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jacobs Entertainment Inc.</name>
        <lei>5493004U9JIWY3HSUO63</lei>
        <title>JACOBS ENTERTAINMENT INC SECURED 144A 02/24 7.875</title>
        <cusip>469815AH7</cusip>
        <identifiers>
          <isin value="US469815AH78"/>
          <ticker value="JACENT"/>
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        <balance>183000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166072.5</valUSD>
        <pctVal>0.0881827137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85</name>
        <lei>N/A</lei>
        <title>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85</title>
        <cusip>47233JAG3</cusip>
        <identifiers>
          <isin value="US47233JAG31"/>
          <ticker value="JEF"/>
        </identifiers>
        <balance>422000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481049.6</valUSD>
        <pctVal>0.2554321705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15</name>
        <lei>N/A</lei>
        <title>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15</title>
        <cusip>47233JBH0</cusip>
        <identifiers>
          <isin value="US47233JBH05"/>
          <ticker value="JEF"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411177.31</valUSD>
        <pctVal>0.2183307350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75</name>
        <lei>N/A</lei>
        <title>JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75</title>
        <cusip>477143AH4</cusip>
        <identifiers>
          <isin value="US477143AH41"/>
          <ticker value="JBLU"/>
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        <balance>267695.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251717.06</valUSD>
        <pctVal>0.1336590551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 12/99 1</title>
        <cusip>48128BAG6</cusip>
        <identifiers>
          <isin value="US48128BAG68"/>
          <ticker value="JPM"/>
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        <balance>379000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366720.4</valUSD>
        <pctVal>0.1947245933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP SR UNSECURED 03/29 4.1</title>
        <cusip>482480AG5</cusip>
        <identifiers>
          <isin value="US482480AG50"/>
          <ticker value="KLAC"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314164.18</valUSD>
        <pctVal>0.1668178050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Keurig Dr Pepper Inc.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC COMPANY GUAR 05/30 3.2</title>
        <cusip>49271VAJ9</cusip>
        <identifiers>
          <isin value="US49271VAJ98"/>
          <ticker value="KDP"/>
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        <balance>372000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422199.74</valUSD>
        <pctVal>0.2241835270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75</title>
        <cusip>494550AL0</cusip>
        <identifiers>
          <isin value="US494550AL04"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274265.61</valUSD>
        <pctVal>0.1456320929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/21 3.5</title>
        <cusip>494550BT2</cusip>
        <identifiers>
          <isin value="US494550BT21"/>
          <ticker value="KMI"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505925.87</valUSD>
        <pctVal>0.2686412027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kratos Defense and Security Solutions Inc.</name>
        <lei>5493000EKBN0UY1F3F88</lei>
        <title>KRATOS DEFENSE and SECURITY SOLU SR SECURED 144A 11/25 6.5</title>
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        <curCd>USD</curCd>
        <valUSD>217330</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 144A 05/27 3.875</title>
        <cusip>50077LBA3</cusip>
        <identifiers>
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          <ticker value="KHC"/>
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        <curCd>USD</curCd>
        <valUSD>25847.64</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/50 5.5</title>
        <cusip>50077LBG0</cusip>
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          <isin value="US50077LBG05"/>
          <ticker value="KHC"/>
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        <curCd>USD</curCd>
        <valUSD>194663.33</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <name>ARROYO MORTGAGE TRUST 2018-1 ARRW 2018 1 A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTAGAGE TRUST 04/48 1</title>
        <cusip>042856AA2</cusip>
        <identifiers>
          <isin value="US042856AA21"/>
          <ticker value="ARRW"/>
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        <balance>458239.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470695.86</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.763000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO/THE SR UNSECURED 05/30 2.2</title>
        <cusip>501044DP3</cusip>
        <identifiers>
          <isin value="US501044DP37"/>
          <ticker value="KR"/>
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        <balance>202000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216070.57</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>LSC Communications Inc.</name>
        <lei>5493000O7BCKOMYMHF87</lei>
        <title>LSC COMMUNICATIONS INC SR SECURED 144A 10/23 8.75</title>
        <cusip>50218PAA5</cusip>
        <identifiers>
          <isin value="US50218PAA57"/>
          <ticker value="LKSD"/>
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        <balance>321000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54570</valUSD>
        <pctVal>0.0289760838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 04/49 1</title>
        <cusip>042858AA8</cusip>
        <identifiers>
          <isin value="US042858AA86"/>
          <ticker value="ARRW"/>
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        <balance>363481.67</balance>
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        <curCd>USD</curCd>
        <valUSD>372476.21</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.347000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A</title>
        <cusip>05490VAG2</cusip>
        <identifiers>
          <isin value="US05490VAG23"/>
          <ticker value="BBCMS"/>
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        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473910.77</valUSD>
        <pctVal>0.2516415284</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.989799000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25</title>
        <cusip>505742AF3</cusip>
        <identifiers>
          <isin value="US505742AF38"/>
          <ticker value="LADR"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93100</valUSD>
        <pctVal>0.0494351000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</title>
        <cusip>505742AG1</cusip>
        <identifiers>
          <isin value="US505742AG11"/>
          <ticker value="LADR"/>
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        <balance>148000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136160</valUSD>
        <pctVal>0.0722994975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2</title>
        <cusip>05492JAT9</cusip>
        <identifiers>
          <isin value="US05492JAT97"/>
          <ticker value="BBCMS"/>
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        <balance>241000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256789.89</valUSD>
        <pctVal>0.1363526733</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.043000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECU 11/32 1</name>
        <lei>N/A</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECU 11/32 1</title>
        <cusip>05492PAL2</cusip>
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          <isin value="US05492PAL22"/>
          <ticker value="BAMLL"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111499.89</valUSD>
        <pctVal>0.0592052439</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.718550000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69</title>
        <cusip>05492TAB6</cusip>
        <identifiers>
          <isin value="US05492TAB61"/>
          <ticker value="BBCMS"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163226.8</valUSD>
        <pctVal>0.0866716775</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.690000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103</name>
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        <title>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103</title>
        <cusip>74727PAY7</cusip>
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          <isin value="US74727PAY79"/>
          <ticker value="QATAR"/>
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        <balance>259000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380406.25</valUSD>
        <pctVal>0.2019916327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.103000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP SR UNSECURED 03/26 3.75</title>
        <cusip>512807AS7</cusip>
        <identifiers>
          <isin value="US512807AS72"/>
          <ticker value="LRCX"/>
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        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664438.46</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP SR UNSECURED 03/49 4.875</title>
        <cusip>512807AT5</cusip>
        <identifiers>
          <isin value="US512807AT55"/>
          <ticker value="LRCX"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415902.41</valUSD>
        <pctVal>0.2208397124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lamb Weston Holdings Inc.</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 05/28 4.875</title>
        <cusip>513272AC8</cusip>
        <identifiers>
          <isin value="US513272AC82"/>
          <ticker value="LW"/>
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        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19103.75</valUSD>
        <pctVal>0.0101438861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Laureate Education Inc.</name>
        <lei>5JL7TMOH5TY3IUYSUP91</lei>
        <title>LAUREATE EDUCATION INC COMPANY GUAR 144A 05/25 8.25</title>
        <cusip>518613AJ3</cusip>
        <identifiers>
          <isin value="US518613AJ33"/>
          <ticker value="LAUR"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181475</valUSD>
        <pctVal>0.0963612757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lazard Group LLC</name>
        <lei>FI94J2CJ1D7BIGVMS874</lei>
        <title>LAZARD GROUP LLC SR UNSECURED 03/29 4.375</title>
        <cusip>52107QAK1</cusip>
        <identifiers>
          <isin value="US52107QAK13"/>
          <ticker value="LAZ"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264607.3</valUSD>
        <pctVal>0.1405036341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jefferies Financial Group Inc.</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>JEFFERIES FINANCIAL GROUP INC SR UNSECURED 10/23 5.5</title>
        <cusip>527288BE3</cusip>
        <identifiers>
          <isin value="US527288BE32"/>
          <ticker value="JEF"/>
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        <balance>655000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726902.62</valUSD>
        <pctVal>0.3859774833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375</name>
        <lei>N/A</lei>
        <title>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375</title>
        <cusip>74727PAZ4</cusip>
        <identifiers>
          <isin value="US74727PAZ45"/>
          <ticker value="QATAR"/>
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        <balance>384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416414.98</valUSD>
        <pctVal>0.2211118815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375</name>
        <lei>N/A</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375</title>
        <cusip>80413TAK5</cusip>
        <identifiers>
          <isin value="US80413TAK51"/>
          <ticker value="KSA"/>
        </identifiers>
        <balance>534000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634792.5</valUSD>
        <pctVal>0.3370679990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Level 3 Financing Inc.</name>
        <lei>N/A</lei>
        <title>LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4</title>
        <cusip>527298BP7</cusip>
        <identifiers>
          <isin value="US527298BP78"/>
          <ticker value="LVLT"/>
        </identifiers>
        <balance>328000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353413.44</valUSD>
        <pctVal>0.1876587405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Levi Strauss and Co.</name>
        <lei>MB0UERO0RDFKU8258G77</lei>
        <title>LEVI STRAUSS and CO SR UNSECURED 144A 05/25 5</title>
        <cusip>52736RBH4</cusip>
        <identifiers>
          <isin value="US52736RBH49"/>
          <ticker value="LEVI"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173842</valUSD>
        <pctVal>0.0923082347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951</title>
        <cusip>53079EBJ2</cusip>
        <identifiers>
          <isin value="US53079EBJ29"/>
          <ticker value="LIBMUT"/>
        </identifiers>
        <balance>705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820318.09</valUSD>
        <pctVal>0.4355800945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.951000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Capital Holdings LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 11/24 5.875</title>
        <cusip>53627NAA9</cusip>
        <identifiers>
          <isin value="US53627NAA90"/>
          <ticker value="LGF"/>
        </identifiers>
        <balance>213000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212467.5</valUSD>
        <pctVal>0.1128179603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A</title>
        <cusip>40423XAB8</cusip>
        <identifiers>
          <isin value="US40423XAB82"/>
          <ticker value="NZES"/>
        </identifiers>
        <balance>85101.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85532.52</valUSD>
        <pctVal>0.0454168494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.193000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A</title>
        <cusip>40423XAF9</cusip>
        <identifiers>
          <isin value="US40423XAF96"/>
          <ticker value="NZES"/>
        </identifiers>
        <balance>124026.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124831</valUSD>
        <pctVal>0.0662839202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.265000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Capital Holdings LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 02/24 6.375</title>
        <cusip>53627NAC5</cusip>
        <identifiers>
          <isin value="US53627NAC56"/>
          <ticker value="LGF"/>
        </identifiers>
        <balance>14000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14131.74</valUSD>
        <pctVal>0.0075038021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liquid Telecommunications Financing Plc</name>
        <lei>N/A</lei>
        <title>LIQUID TELECOMMUNICATIONS FINA SR SECURED 144A 07/22 8.5</title>
        <cusip>536333AA5</cusip>
        <identifiers>
          <isin value="US536333AA58"/>
          <ticker value="LIQTEL"/>
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        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207058.65</valUSD>
        <pctVal>0.1099459191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A</name>
        <lei>N/A</lei>
        <title>HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A</title>
        <cusip>43284BAA0</cusip>
        <identifiers>
          <isin value="US43284BAA08"/>
          <ticker value="HGVT"/>
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        <balance>85102.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89097.76</valUSD>
        <pctVal>0.0473099535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.540000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST HART 2020 B A3</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST HART 2020 B A3</title>
        <cusip>44933FAC0</cusip>
        <identifiers>
          <isin value="US44933FAC05"/>
          <ticker value="HART"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180105.26</valUSD>
        <pctVal>0.0956339585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.480000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR</title>
        <cusip>539439AG4</cusip>
        <identifiers>
          <isin value="US539439AG42"/>
          <ticker value="LLOYDS"/>
        </identifiers>
        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406175</valUSD>
        <pctVal>0.2156745621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45</title>
        <cusip>53944YAF0</cusip>
        <identifiers>
          <isin value="US53944YAF07"/>
          <ticker value="LLOYDS"/>
        </identifiers>
        <balance>1245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1435909.52</valUSD>
        <pctVal>0.7624525316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MandT Bank Corporation</name>
        <lei>N/A</lei>
        <title>MandT BANK CORP JR SUBORDINA 12/49 VAR</title>
        <cusip>55261FAH7</cusip>
        <identifiers>
          <isin value="US55261FAH73"/>
          <ticker value="MTB"/>
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        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353625</valUSD>
        <pctVal>0.1877710766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MDC Partners Inc.</name>
        <lei>N/A</lei>
        <title>MDC PARTNERS INC COMPANY GUAR 144A 05/24 6.5</title>
        <cusip>552697AQ7</cusip>
        <identifiers>
          <isin value="US552697AQ73"/>
          <ticker value="MDZACN"/>
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        <balance>379000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359102.5</valUSD>
        <pctVal>0.1906795703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MGIC Investment Corporation</name>
        <lei>N/A</lei>
        <title>MGIC INVESTMENT CORP SR UNSECURED 08/23 5.75</title>
        <cusip>552848AF0</cusip>
        <identifiers>
          <isin value="US552848AF09"/>
          <ticker value="MTG"/>
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        <balance>99000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103950</valUSD>
        <pctVal>0.0551963334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 03/27 4.125</title>
        <cusip>55336VAK6</cusip>
        <identifiers>
          <isin value="US55336VAK61"/>
          <ticker value="MPLX"/>
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        <balance>79000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86306.72</valUSD>
        <pctVal>0.0458279413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 03/28 4</title>
        <cusip>55336VAR1</cusip>
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          <isin value="US55336VAR15"/>
          <ticker value="MPLX"/>
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        <balance>238000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259110.32</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP JR SUBORDINA VAR</title>
        <cusip>55336VAU4</cusip>
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          <isin value="US55336VAU44"/>
          <ticker value="MPLX"/>
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        <balance>752000</balance>
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        <curCd>USD</curCd>
        <valUSD>658703.38</valUSD>
        <pctVal>0.3497644194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 01/25 5.25</title>
        <cusip>55336VBM1</cusip>
        <identifiers>
          <isin value="US55336VBM19"/>
          <ticker value="MPLX"/>
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        <balance>176000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183622.81</valUSD>
        <pctVal>0.0975017398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 12/27 4.25</title>
        <cusip>55336VBN9</cusip>
        <identifiers>
          <isin value="US55336VBN91"/>
          <ticker value="MPLX"/>
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        <balance>164000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178043.97</valUSD>
        <pctVal>0.0945394356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST HART 2020 B A4</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST HART 2020 B A4</title>
        <cusip>44933FAD8</cusip>
        <identifiers>
          <isin value="US44933FAD87"/>
          <ticker value="HART"/>
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        <balance>153000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153203.73</valUSD>
        <pctVal>0.0813495350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A</name>
        <lei>N/A</lei>
        <title>JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A</title>
        <cusip>466365AA1</cusip>
        <identifiers>
          <isin value="US466365AA18"/>
          <ticker value="JACK"/>
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        <balance>174125</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178939.56</valUSD>
        <pctVal>0.0950149843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.982000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MTN (Mauritius) Investments Limited</name>
        <lei>N/A</lei>
        <title>MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755</title>
        <cusip>55377XAA4</cusip>
        <identifiers>
          <isin value="US55377XAA46"/>
          <ticker value="MTNSJ"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228400.53</valUSD>
        <pctVal>0.1212782281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Bank Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624</title>
        <cusip>556079AC5</cusip>
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          <isin value="US556079AC52"/>
          <ticker value="MQGAU"/>
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        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262992</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC POOL FR 10/49 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 10/49 FIXED 3</title>
        <cusip>3132DMDD4</cusip>
        <identifiers>
          <isin value="US3132DMDD48"/>
          <ticker value="FR"/>
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        <balance>1890465.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2014887.68</valUSD>
        <pctVal>1.0698837155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A</name>
        <lei>N/A</lei>
        <title>JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A</title>
        <cusip>466365AC7</cusip>
        <identifiers>
          <isin value="US466365AC73"/>
          <ticker value="JACK"/>
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        <balance>174125</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183036.72</valUSD>
        <pctVal>0.0971905323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A</name>
        <lei>N/A</lei>
        <title>LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A</title>
        <cusip>51889RAB5</cusip>
        <identifiers>
          <isin value="US51889RAB50"/>
          <ticker value="LRK"/>
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        <balance>100982.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104193.47</valUSD>
        <pctVal>0.0553256134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC GOLD POOL FG 03/43 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 03/43 FIXED 3</title>
        <cusip>3132J7YK2</cusip>
        <identifiers>
          <isin value="US3132J7YK21"/>
          <ticker value="FG"/>
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        <balance>509116.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561340.26</valUSD>
        <pctVal>0.2980656485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 02/47 FIXED 3.5</title>
        <cusip>3132L8G27</cusip>
        <identifiers>
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        <name>Magna International Inc.</name>
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        <name>MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A</name>
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        <name>NextEra Energy Inc.</name>
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        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <name>ABY Transmision Sur S.A.</name>
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        <name>Activision Blizzard Inc.</name>
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        <name>Ocean Spray Cranberries Inc.</name>
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        <name>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
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        <name>FREDDIE MAC POOL FR 12/49 FIXED 3</name>
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        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K017 X1</name>
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        <name>Ahern Rentals Inc.</name>
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        <name>AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125</name>
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        <name>MasTec Inc.</name>
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        <name>Match Group Holdings II LLC</name>
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        <name>NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A</name>
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        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1</name>
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        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1</title>
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      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Company</name>
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      <invstOrSec>
        <name>MEDNAX Inc.</name>
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        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>The Southern Company</name>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A</title>
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          <isin value="US89176EAA82"/>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1</title>
        <cusip>3137AVXP7</cusip>
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          <isin value="US3137AVXP70"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2</title>
        <cusip>3137BEVH4</cusip>
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          <isin value="US3137BEVH49"/>
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      <invstOrSec>
        <name>AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7</name>
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        <invCountry>CA</invCountry>
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        <name>Air Lease Corporation</name>
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        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K718 X1</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K718 X1</title>
        <cusip>3137BHXZ5</cusip>
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        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1</title>
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        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST 08/58 1</title>
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        <name>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A</title>
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      <invstOrSec>
        <name>MEDNAX Inc.</name>
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          <ticker value="MD"/>
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        <name>Meredith Corporation</name>
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          <ticker value="MDP"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 FNT1 A 144A</name>
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        <title>NEW RESIDENTIAL MORTGAGE LLC NZES 2018 FNT1 A 144A</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>Fannie Mae Pool</name>
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        <name>TOYOTA AUTO RECEIVABLES 2020-C TAOT 2020 C A3</name>
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        <name>Sesac Finance LLC</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Triton Container Finance V LLC</name>
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        <name>Methanex Corporation</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Methanex Corporation</name>
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          <ticker value="MXCN"/>
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        <curCd>USD</curCd>
        <valUSD>297990</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Howmet Aerospace Inc.</name>
        <lei>N/A</lei>
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          <isin value="US013817AW16"/>
          <ticker value="ARNC"/>
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        <balance>589000</balance>
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        <curCd>USD</curCd>
        <valUSD>625883.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Allied Universal Holdco LLC / Allied Universal Finance Corp</name>
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          <ticker value="UNSEAM"/>
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        <curCd>USD</curCd>
        <valUSD>166920</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>2248788.67</valUSD>
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          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>560861.45</valUSD>
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        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/46 FIXED 3.5</title>
        <cusip>3140F5AQ6</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>1970188.75</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/47 FIXED VAR</title>
        <cusip>3140J5W96</cusip>
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          <isin value="US3140J5W966"/>
          <ticker value="FN"/>
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        <balance>1546978.09</balance>
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        <curCd>USD</curCd>
        <valUSD>1695081.9</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>804456.21</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140JVSJ2</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>961850.71</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
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        <cusip>02005NAV2</cusip>
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          <ticker value="ALLY"/>
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        <curCd>USD</curCd>
        <valUSD>724611.27</valUSD>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
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          <ticker value="ALLY"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
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        <cusip>59156RAP3</cusip>
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          <ticker value="MET"/>
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        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
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          <ticker value="MET"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/47 FIXED 3.5</title>
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          <ticker value="FN"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/49 FIXED VAR</title>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 03/50 FIXED VAR</title>
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          <ticker value="FN"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/41 FIXED 4</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>665581.42</valUSD>
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        <name>Orbia Advance Corporation S.A.B. de CV</name>
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        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A</name>
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        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A</name>
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        <name>TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A</name>
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        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A</name>
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        <name>United States Treasury Note/Bond</name>
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        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST 06/58 3</title>
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        <name>United States Treasury Note/Bond</name>
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        <name>Amazon.com Inc.</name>
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        <name>American Airlines 2016-1 Class A Pass Through Trust</name>
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        <name>AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375</name>
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        <name>American Airlines 2015-1 Class B Pass Through Trust</name>
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      <invstOrSec>
        <name>Micron Technology Inc.</name>
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        <name>Micron Technology Inc.</name>
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        <name>Micron Technology Inc.</name>
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          <ticker value="MU"/>
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        <name>Micron Technology Inc.</name>
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        <name>AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6</name>
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          <ticker value="AAL"/>
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        <name>American Airlines 2017-1 Class A Pass Through Trust</name>
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        <name>American Airlines Pass Through Trust 2001-01</name>
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        <name>Morgan Stanley</name>
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          <ticker value="MS"/>
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        <name>Morgan Stanley</name>
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        <name>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
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          <ticker value="MSI"/>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6</title>
        <cusip>620076BN8</cusip>
        <identifiers>
          <isin value="US620076BN89"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>96000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112562.79</valUSD>
        <pctVal>0.0597696324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5</title>
        <cusip>02378MAA9</cusip>
        <identifiers>
          <isin value="US02378MAA99"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>167382.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134742.98</valUSD>
        <pctVal>0.0715470751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Homes 4 Rent L.P.</name>
        <lei>N/A</lei>
        <title>AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25</title>
        <cusip>02666TAA5</cusip>
        <identifiers>
          <isin value="US02666TAA51"/>
          <ticker value="AMH"/>
        </identifiers>
        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339695.49</valUSD>
        <pctVal>0.1803746564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Murphy Oil Corporation</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>MURPHY OIL CORP SR UNSECURED 08/25 5.75</title>
        <cusip>626717AJ1</cusip>
        <identifiers>
          <isin value="US626717AJ13"/>
          <ticker value="MUR"/>
        </identifiers>
        <balance>164000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154360.08</valUSD>
        <pctVal>0.0819635444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>N/A</lei>
        <title>MYRIAD INTERNATIONAL HOLDINGS COMPANY GUAR 144A 07/25 5.5</title>
        <cusip>62856RAC9</cusip>
        <identifiers>
          <isin value="US62856RAC97"/>
          <ticker value="NPNSJ"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456500</valUSD>
        <pctVal>0.2423965966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC SR SECURED 144A 06/24 3.75</title>
        <cusip>629377CK6</cusip>
        <identifiers>
          <isin value="US629377CK62"/>
          <ticker value="NRG"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219710.43</valUSD>
        <pctVal>0.1166638784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP B.V.</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC COMPANY GUAR 144A 06/23 4.625</title>
        <cusip>62947QAV0</cusip>
        <identifiers>
          <isin value="US62947QAV05"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710175.99</valUSD>
        <pctVal>0.3770958225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 07/27 3.55</title>
        <cusip>03027XAP5</cusip>
        <identifiers>
          <isin value="US03027XAP50"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>564000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643642.99</valUSD>
        <pctVal>0.3417675141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 01/25 2.95</title>
        <cusip>03027XAV2</cusip>
        <identifiers>
          <isin value="US03027XAV29"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>257000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280051.47</valUSD>
        <pctVal>0.1487043224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP B.V.</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC COMPANY GUAR 144A 03/24 4.875</title>
        <cusip>62947QAZ1</cusip>
        <identifiers>
          <isin value="US62947QAZ19"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>269000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302589.13</valUSD>
        <pctVal>0.1606715778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natura Cosmeticos S.A.</name>
        <lei>N/A</lei>
        <title>NATURA COSMETICOS SA SR UNSECURED 144A 02/23 5.375</title>
        <cusip>63883KAA3</cusip>
        <identifiers>
          <isin value="US63883KAA34"/>
          <ticker value="NATURA"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369200</valUSD>
        <pctVal>0.1960412343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 04/28 4.875</title>
        <cusip>64110LAS5</cusip>
        <identifiers>
          <isin value="US64110LAS51"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>564000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655604.88</valUSD>
        <pctVal>0.3481191492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 11/28 5.875</title>
        <cusip>64110LAT3</cusip>
        <identifiers>
          <isin value="US64110LAT35"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494000</valUSD>
        <pctVal>0.2623086938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 144A 11/29 5.375</title>
        <cusip>64110LAU0</cusip>
        <identifiers>
          <isin value="US64110LAU08"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>92000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111435</valUSD>
        <pctVal>0.0591707880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 144A 06/30 4.875</title>
        <cusip>64110LAV8</cusip>
        <identifiers>
          <isin value="US64110LAV80"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245700.4</valUSD>
        <pctVal>0.1304642733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newmont Corporation</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8</title>
        <cusip>651639AX4</cusip>
        <identifiers>
          <isin value="US651639AX42"/>
          <ticker value="NEM"/>
        </identifiers>
        <balance>169000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185763.67</valUSD>
        <pctVal>0.0986385134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sotheby's</name>
        <lei>N/A</lei>
        <title>SOTHEBY'S SR SECURED 144A 10/27 7.375</title>
        <cusip>835898AH0</cusip>
        <identifiers>
          <isin value="US835898AH05"/>
          <ticker value="BID"/>
        </identifiers>
        <balance>251000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253666.88</valUSD>
        <pctVal>0.1346943886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 08/29 3.8</title>
        <cusip>03027XAW0</cusip>
        <identifiers>
          <isin value="US03027XAW02"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521307.94</valUSD>
        <pctVal>0.2768089166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 03/25 2.4</title>
        <cusip>03027XAZ3</cusip>
        <identifiers>
          <isin value="US03027XAZ33"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>495000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528481.52</valUSD>
        <pctVal>0.2806180105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Onemain Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875</title>
        <cusip>85172FAM1</cusip>
        <identifiers>
          <isin value="US85172FAM14"/>
          <ticker value="AMGFIN"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117337.5</valUSD>
        <pctVal>0.0623049521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AmerisourceBergen Corporation</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8</title>
        <cusip>03073EAR6</cusip>
        <identifiers>
          <isin value="US03073EAR62"/>
          <ticker value="ABC"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369325.48</valUSD>
        <pctVal>0.1961078628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameriprise Financial Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMERIPRISE FINANCIAL INC SR UNSECURED 04/25 3</title>
        <cusip>03076CAK2</cusip>
        <identifiers>
          <isin value="US03076CAK27"/>
          <ticker value="AMP"/>
        </identifiers>
        <balance>313000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341351.77</valUSD>
        <pctVal>0.1812541233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5</name>
        <lei>N/A</lei>
        <title>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5</title>
        <cusip>030981AK0</cusip>
        <identifiers>
          <isin value="US030981AK06"/>
          <ticker value="APU"/>
        </identifiers>
        <balance>216000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233280</valUSD>
        <pctVal>0.1238691743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American Capital plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75</title>
        <cusip>034863AR1</cusip>
        <identifiers>
          <isin value="US034863AR12"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310644.86</valUSD>
        <pctVal>0.1649490839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>564000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697724.31</valUSD>
        <pctVal>0.3704841141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antero Resources Corporation</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP COMPANY GUAR 03/25 5</title>
        <cusip>03674XAJ5</cusip>
        <identifiers>
          <isin value="US03674XAJ54"/>
          <ticker value="AR"/>
        </identifiers>
        <balance>168000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106470</valUSD>
        <pctVal>0.0565344264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC SR UNSECURED 01/25 2.375</title>
        <cusip>036752AJ2</cusip>
        <identifiers>
          <isin value="US036752AJ29"/>
          <ticker value="ANTM"/>
        </identifiers>
        <balance>96000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102705.84</valUSD>
        <pctVal>0.0545356978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC SR UNSECURED 06/30 1.75</title>
        <cusip>038222AN5</cusip>
        <identifiers>
          <isin value="US038222AN54"/>
          <ticker value="AMAT"/>
        </identifiers>
        <balance>189000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199349.88</valUSD>
        <pctVal>0.1058526450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC SR UNSECURED 06/50 2.75</title>
        <cusip>038222AP0</cusip>
        <identifiers>
          <isin value="US038222AP03"/>
          <ticker value="AMAT"/>
        </identifiers>
        <balance>219000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248019.69</valUSD>
        <pctVal>0.1316957913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>N/A</lei>
        <title>ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125</title>
        <cusip>03966VAA5</cusip>
        <identifiers>
          <isin value="US03966VAA52"/>
          <ticker value="ARCROL"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42650</valUSD>
        <pctVal>0.0226466919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>N/A</lei>
        <title>ARCONIC CORP SR SECURED 144A 05/25 6</title>
        <cusip>03966VAB3</cusip>
        <identifiers>
          <isin value="US03966VAB36"/>
          <ticker value="ARNC"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91640.2</valUSD>
        <pctVal>0.0486599619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6</name>
        <lei>N/A</lei>
        <title>ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6</title>
        <cusip>03969AAL4</cusip>
        <identifiers>
          <isin value="US03969AAL44"/>
          <ticker value="ARGID"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224675</valUSD>
        <pctVal>0.1193000117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP SR UNSECURED 06/24 4.2</title>
        <cusip>04010LAX1</cusip>
        <identifiers>
          <isin value="US04010LAX10"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>289000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296735.83</valUSD>
        <pctVal>0.1575635384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP SR UNSECURED 01/26 3.875</title>
        <cusip>04010LAZ6</cusip>
        <identifiers>
          <isin value="US04010LAZ67"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>239000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242905.27</valUSD>
        <pctVal>0.1289800892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Choice Hotels International Inc.</name>
        <lei>5493003CYRY5RFGTIR97</lei>
        <title>CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7</title>
        <cusip>169905AG1</cusip>
        <identifiers>
          <isin value="US169905AG19"/>
          <ticker value="CHH"/>
        </identifiers>
        <balance>92000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96018.56</valUSD>
        <pctVal>0.0509848240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Co.</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>CIMAREX ENERGY CO SR UNSECURED 06/24 4.375</title>
        <cusip>171798AC5</cusip>
        <identifiers>
          <isin value="US171798AC50"/>
          <ticker value="XEC"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250667.17</valUSD>
        <pctVal>0.1331015748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimpress PLC</name>
        <lei>N/A</lei>
        <title>CIMPRESS NV COMPANY GUAR 144A 06/26 7</title>
        <cusip>17186HAC6</cusip>
        <identifiers>
          <isin value="US17186HAC60"/>
          <ticker value="CMPR"/>
        </identifiers>
        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293770</valUSD>
        <pctVal>0.1559887145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cincinnati Bell Inc.</name>
        <lei>N/A</lei>
        <title>CINCINNATI BELL INC COMPANY GUAR 144A 07/24 7</title>
        <cusip>171871AP1</cusip>
        <identifiers>
          <isin value="US171871AP14"/>
          <ticker value="CBB"/>
        </identifiers>
        <balance>366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378692.88</valUSD>
        <pctVal>0.2010818516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asbury Automotive Group Inc.</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 03/30 4.75</title>
        <cusip>043436AT1</cusip>
        <identifiers>
          <isin value="US043436AT19"/>
          <ticker value="ABG"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27675</valUSD>
        <pctVal>0.0146951277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ashtead Capital Inc.</name>
        <lei>N/A</lei>
        <title>ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375</title>
        <cusip>045054AF0</cusip>
        <identifiers>
          <isin value="US045054AF03"/>
          <ticker value="AHTLN"/>
        </identifiers>
        <balance>760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792300</valUSD>
        <pctVal>0.4207027897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 09/25 5.5</title>
        <cusip>172967HB0</cusip>
        <identifiers>
          <isin value="US172967HB08"/>
          <ticker value="C"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196762.86</valUSD>
        <pctVal>0.1044789652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC JR SUBORDINA 12/49 VAR</title>
        <cusip>172967KD2</cusip>
        <identifiers>
          <isin value="US172967KD27"/>
          <ticker value="C"/>
        </identifiers>
        <balance>157000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156607.5</valUSD>
        <pctVal>0.0831569003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 03/26 4.6</title>
        <cusip>172967KJ9</cusip>
        <identifiers>
          <isin value="US172967KJ96"/>
          <ticker value="C"/>
        </identifiers>
        <balance>601000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697697.83</valUSD>
        <pctVal>0.3704700535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC JR SUBORDINA 12/49 VAR</title>
        <cusip>172967KM2</cusip>
        <identifiers>
          <isin value="US172967KM26"/>
          <ticker value="C"/>
        </identifiers>
        <balance>525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581437.5</valUSD>
        <pctVal>0.3087370671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA and NEW ZEALAND BANKIN JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>05254HAA2</cusip>
        <identifiers>
          <isin value="US05254HAA23"/>
          <ticker value="ANZ"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223624</valUSD>
        <pctVal>0.1187419420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Autodesk Inc.</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>AUTODESK INC SR UNSECURED 01/30 2.85</title>
        <cusip>052769AG1</cusip>
        <identifiers>
          <isin value="US052769AG12"/>
          <ticker value="ADSK"/>
        </identifiers>
        <balance>653000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732758.58</valUSD>
        <pctVal>0.3890869352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 10/26 3.2</title>
        <cusip>172967KY6</cusip>
        <identifiers>
          <isin value="US172967KY63"/>
          <ticker value="C"/>
        </identifiers>
        <balance>970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079547.01</valUSD>
        <pctVal>0.5732278666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 12/99 1</title>
        <cusip>172967MK4</cusip>
        <identifiers>
          <isin value="US172967MK42"/>
          <ticker value="C"/>
        </identifiers>
        <balance>437000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425528.75</valUSD>
        <pctVal>0.2259511955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citrix Systems Inc.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3</title>
        <cusip>177376AF7</cusip>
        <identifiers>
          <isin value="US177376AF70"/>
          <ticker value="CTXS"/>
        </identifiers>
        <balance>424000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459788.19</valUSD>
        <pctVal>0.2441425902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clark Equipment Company</name>
        <lei>N/A</lei>
        <title>CLARK EQUIPMENT CO SR SECURED 144A 06/25 5.875</title>
        <cusip>181396AE2</cusip>
        <identifiers>
          <isin value="US181396AE20"/>
          <ticker value="DAEHIM"/>
        </identifiers>
        <balance>34000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35742.5</valUSD>
        <pctVal>0.0189788836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoNation Inc.</name>
        <lei>N/A</lei>
        <title>AUTONATION INC SR UNSECURED 06/30 4.75</title>
        <cusip>05329WAQ5</cusip>
        <identifiers>
          <isin value="US05329WAQ50"/>
          <ticker value="AN"/>
        </identifiers>
        <balance>182000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210841.21</valUSD>
        <pctVal>0.1119544178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avolon Holdings Funding Limited</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FUNDING LTD COMPANY GUAR 144A 10/23 5.125</title>
        <cusip>05401AAB7</cusip>
        <identifiers>
          <isin value="US05401AAB70"/>
          <ticker value="AVOL"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214038.9</valUSD>
        <pctVal>0.1136523568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clean Harbors Inc.</name>
        <lei>N/A</lei>
        <title>CLEAN HARBORS INC SR UNSECURED 144A 07/27 4.875</title>
        <cusip>184496AN7</cusip>
        <identifiers>
          <isin value="US184496AN71"/>
          <ticker value="CLH"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53005.5</valUSD>
        <pctVal>0.0281453512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE SR UNSECURED 03/50 4.2</title>
        <cusip>191216CQ1</cusip>
        <identifiers>
          <isin value="US191216CQ13"/>
          <ticker value="KO"/>
        </identifiers>
        <balance>453000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638484.98</valUSD>
        <pctVal>0.3390286662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/42 VAR</title>
        <cusip>744320AL6</cusip>
        <identifiers>
          <isin value="US744320AL68"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>662000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709399.2</valUSD>
        <pctVal>0.3766833553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 07/22 5.125</title>
        <cusip>747262AH6</cusip>
        <identifiers>
          <isin value="US747262AH67"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249600</valUSD>
        <pctVal>0.1325349190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 03/23 4.375</title>
        <cusip>747262AK9</cusip>
        <identifiers>
          <isin value="US747262AK96"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338780</valUSD>
        <pctVal>0.1798885411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 08/34 5.45</title>
        <cusip>747262AW3</cusip>
        <identifiers>
          <isin value="US747262AW35"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264600</valUSD>
        <pctVal>0.1404997578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qorvo Inc.</name>
        <lei>N/A</lei>
        <title>QORVO INC COMPANY GUAR 07/26 5.5</title>
        <cusip>74736KAF8</cusip>
        <identifiers>
          <isin value="US74736KAF84"/>
          <ticker value="QRVO"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118061.9</valUSD>
        <pctVal>0.0626896008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quicken Loans LLC</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>QUICKEN LOANS INC COMPANY GUAR 144A 05/25 5.75</title>
        <cusip>74840LAA0</cusip>
        <identifiers>
          <isin value="US74840LAA08"/>
          <ticker value="QUICKN"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567014.25</valUSD>
        <pctVal>0.3010784763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/29 4.75</title>
        <cusip>11135FAB7</cusip>
        <identifiers>
          <isin value="US11135FAB76"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>418000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487246.24</valUSD>
        <pctVal>0.2587225198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875</title>
        <cusip>62954HAA6</cusip>
        <identifiers>
          <isin value="US62954HAA68"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>252000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284130.64</valUSD>
        <pctVal>0.1508703179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/30 3.4</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/30 3.4</title>
        <cusip>62954HAD0</cusip>
        <identifiers>
          <isin value="US62954HAD08"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125882.33</valUSD>
        <pctVal>0.0668421651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National CineMedia LLC</name>
        <lei>7LJEQIVQVLNGS4X6T547</lei>
        <title>NATIONAL CINEMEDIA LLC SR SECURED 144A 04/28 5.875</title>
        <cusip>63530QAJ8</cusip>
        <identifiers>
          <isin value="US63530QAJ85"/>
          <ticker value="NATCIN"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107662.5</valUSD>
        <pctVal>0.0571676311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>RADIAN GROUP INC SR UNSECURED 10/24 4.5</title>
        <cusip>750236AU5</cusip>
        <identifiers>
          <isin value="US750236AU59"/>
          <ticker value="RDN"/>
        </identifiers>
        <balance>144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144720</valUSD>
        <pctVal>0.0768447655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625</name>
        <lei>N/A</lei>
        <title>RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625</title>
        <cusip>75026JAA8</cusip>
        <identifiers>
          <isin value="US75026JAA88"/>
          <ticker value="RADIAT"/>
        </identifiers>
        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251151.95</valUSD>
        <pctVal>0.1333589877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6</title>
        <cusip>63861CAA7</cusip>
        <identifiers>
          <isin value="US63861CAA71"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76500</valUSD>
        <pctVal>0.0406206783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOCIETY SR UNSECURED 144A 04/23 VAR</title>
        <cusip>63861VAD9</cusip>
        <identifiers>
          <isin value="US63861VAD91"/>
          <ticker value="NWIDE"/>
        </identifiers>
        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284926.74</valUSD>
        <pctVal>0.1512930385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.622000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RAYMOND JAMES FINANCIAL INC SR UNSECURED 04/30 4.65</title>
        <cusip>754730AG4</cusip>
        <identifiers>
          <isin value="US754730AG43"/>
          <ticker value="RJF"/>
        </identifiers>
        <balance>716000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>884940.98</valUSD>
        <pctVal>0.4698941549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens Bank National Association of Providence Rhode Island</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 04/25 2.25</title>
        <cusip>75524KNH3</cusip>
        <identifiers>
          <isin value="US75524KNH31"/>
          <ticker value="CFG"/>
        </identifiers>
        <balance>326000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346432.01</valUSD>
        <pctVal>0.1839516762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rede D'or Finance Sarl</name>
        <lei>N/A</lei>
        <title>REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5</title>
        <cusip>75735GAA6</cusip>
        <identifiers>
          <isin value="US75735GAA67"/>
          <ticker value="RDEDOR"/>
        </identifiers>
        <balance>242000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216892.5</valUSD>
        <pctVal>0.1151675878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINANCIAL CORP SR UNSECURED 05/25 2.25</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
          <isin value="US7591EPAQ39"/>
          <ticker value="RF"/>
        </identifiers>
        <balance>811000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>861823.5</valUSD>
        <pctVal>0.4576190214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New York Life Insurance Company</name>
        <lei>N/A</lei>
        <title>NEW YORK LIFE INSURANCE CO SUBORDINATED 144A 05/50 3.75</title>
        <cusip>64952GAT5</cusip>
        <identifiers>
          <isin value="US64952GAT58"/>
          <ticker value="NYLIFE"/>
        </identifiers>
        <balance>199000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243450.49</valUSD>
        <pctVal>0.1292695952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 05/27 3.55</title>
        <cusip>65339KAT7</cusip>
        <identifiers>
          <isin value="US65339KAT79"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>582000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675217.62</valUSD>
        <pctVal>0.3585333035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625</name>
        <lei>N/A</lei>
        <title>RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625</title>
        <cusip>76120HAA5</cusip>
        <identifiers>
          <isin value="US76120HAA59"/>
          <ticker value="RWLVCA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197545.09</valUSD>
        <pctVal>0.1048943209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natwest Group plc</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/49 VAR</title>
        <cusip>780097BB6</cusip>
        <identifiers>
          <isin value="US780097BB64"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>612000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>639411.48</valUSD>
        <pctVal>0.3395206278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Operating Partners LP</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5</title>
        <cusip>65342QAB8</cusip>
        <identifiers>
          <isin value="US65342QAB86"/>
          <ticker value="NEP"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119625</valUSD>
        <pctVal>0.0635195901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Operating Partners LP</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875</title>
        <cusip>65342QAL6</cusip>
        <identifiers>
          <isin value="US65342QAL68"/>
          <ticker value="NEP"/>
        </identifiers>
        <balance>247000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258115</valUSD>
        <pctVal>0.1370562925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Life Insurance Company</name>
        <lei>549300Y0HHMFW3EVWY08</lei>
        <title>NIPPON LIFE INSURANCE CO SUBORDINATED 144A 10/44 VAR</title>
        <cusip>654579AD3</cusip>
        <identifiers>
          <isin value="US654579AD34"/>
          <ticker value="NIPLIF"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412450</valUSD>
        <pctVal>0.2190065197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC SR UNSECURED 05/30 3.6</title>
        <cusip>65473PAJ4</cusip>
        <identifiers>
          <isin value="US65473PAJ49"/>
          <ticker value="NI"/>
        </identifiers>
        <balance>151000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177850.85</valUSD>
        <pctVal>0.0944368910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natwest Group plc</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P SR UNSECURED 09/23 3.875</title>
        <cusip>780097BD2</cusip>
        <identifiers>
          <isin value="US780097BD21"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521308.82</valUSD>
        <pctVal>0.2768093839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natwest Group plc</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR</title>
        <cusip>780097BQ3</cusip>
        <identifiers>
          <isin value="US780097BQ34"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412650</valUSD>
        <pctVal>0.2191127176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Acceptance Corporation</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE CORP SR UNSECURED 144A 03/23 3.45</title>
        <cusip>654740BH1</cusip>
        <identifiers>
          <isin value="US654740BH17"/>
          <ticker value="NSANY"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217885.47</valUSD>
        <pctVal>0.1156948442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norbord Inc.</name>
        <lei>549300VL705RQ5PHI407</lei>
        <title>NORBORD INC SR SECURED 144A 04/23 6.25</title>
        <cusip>65548PAE6</cusip>
        <identifiers>
          <isin value="US65548PAE60"/>
          <ticker value="OSBCN"/>
        </identifiers>
        <balance>124000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130820</valUSD>
        <pctVal>0.0694640148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordstrom Inc.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC SR SECURED 144A 05/25 8.75</title>
        <cusip>655664AU4</cusip>
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          <isin value="US655664AU44"/>
          <ticker value="JWN"/>
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        <balance>38000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41614.95</valUSD>
        <pctVal>0.0220970915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA Corporation</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP SR UNSECURED 04/30 2.85</title>
        <cusip>67066GAF1</cusip>
        <identifiers>
          <isin value="US67066GAF19"/>
          <ticker value="NVDA"/>
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        <balance>803000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895664.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK Partners L.P.</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>ONEOK PARTNERS LP COMPANY GUAR 03/25 4.9</title>
        <cusip>68268NAP8</cusip>
        <identifiers>
          <isin value="US68268NAP87"/>
          <ticker value="OKE"/>
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        <balance>134000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145961.28</valUSD>
        <pctVal>0.0775038719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 04/30 2.95</title>
        <cusip>68389XBV6</cusip>
        <identifiers>
          <isin value="US68389XBV64"/>
          <ticker value="ORCL"/>
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        <balance>666000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758615.14</valUSD>
        <pctVal>0.4028164908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Natwest Group plc</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P SUBORDINATED 12/22 6.125</title>
        <cusip>780099CE5</cusip>
        <identifiers>
          <isin value="US780099CE50"/>
          <ticker value="RBS"/>
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        <balance>102000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111747.34</valUSD>
        <pctVal>0.0593366372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SBA Tower Trust</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 04/48 3.722</title>
        <cusip>78403DAF7</cusip>
        <identifiers>
          <isin value="US78403DAF78"/>
          <ticker value="SBATOW"/>
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        <balance>473000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490853.39</valUSD>
        <pctVal>0.2606378777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.722000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 144A 02/27 3.875</title>
        <cusip>78410GAC8</cusip>
        <identifiers>
          <isin value="US78410GAC87"/>
          <ticker value="SBAC"/>
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        <balance>303000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313605</valUSD>
        <pctVal>0.1665208865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5</title>
        <cusip>785592AS5</cusip>
        <identifiers>
          <isin value="US785592AS57"/>
          <ticker value="SPLLLC"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280274.94</valUSD>
        <pctVal>0.1488229826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2</title>
        <cusip>785592AU0</cusip>
        <identifiers>
          <isin value="US785592AU04"/>
          <ticker value="SPLLLC"/>
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        <balance>261000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287243.76</valUSD>
        <pctVal>0.1525233512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875</title>
        <cusip>785592AV8</cusip>
        <identifiers>
          <isin value="US785592AV86"/>
          <ticker value="SPLLLC"/>
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        <balance>466000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561467.51</valUSD>
        <pctVal>0.2981332169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander UK Group Holdings plc</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANTANDER UK GROUP HOLDINGS PL SUBORDINATED 144A 09/25 4.75</title>
        <cusip>80281LAA3</cusip>
        <identifiers>
          <isin value="US80281LAA35"/>
          <ticker value="SANUK"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400259</valUSD>
        <pctVal>0.2125332297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4</title>
        <cusip>80282KAP1</cusip>
        <identifiers>
          <isin value="US80282KAP12"/>
          <ticker value="SOV"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172959.22</valUSD>
        <pctVal>0.0918394880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Otis Worldwide Corporation</name>
        <lei>N/A</lei>
        <title>OTIS WORLDWIDE CORP COMPANY GUAR 144A 04/25 2.056</title>
        <cusip>68902VAD9</cusip>
        <identifiers>
          <isin value="US68902VAD91"/>
          <ticker value="UTX"/>
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        <balance>816000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864172.69</valUSD>
        <pctVal>0.4588664160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.056000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Owens-Brockway Glass Container Inc.</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625</title>
        <cusip>69073TAT0</cusip>
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          <isin value="US69073TAT07"/>
          <ticker value="OI"/>
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        <balance>129000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139642.5</valUSD>
        <pctVal>0.0741486676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 01/23 3.4</title>
        <cusip>80282KAS5</cusip>
        <identifiers>
          <isin value="US80282KAS50"/>
          <ticker value="SOV"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282692.46</valUSD>
        <pctVal>0.1501066598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 06/24 3.5</title>
        <cusip>80282KAW6</cusip>
        <identifiers>
          <isin value="US80282KAW62"/>
          <ticker value="SOV"/>
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        <curCd>USD</curCd>
        <valUSD>662325.99</valUSD>
        <pctVal>0.3516879864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Owens Corning</name>
        <lei>JO5M6676RDJIZ2U8X907</lei>
        <title>OWENS CORNING SR UNSECURED 08/29 3.95</title>
        <cusip>690742AJ0</cusip>
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          <isin value="US690742AJ00"/>
          <ticker value="OC"/>
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        <balance>659000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737621.23</valUSD>
        <pctVal>0.3916689501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oztel Holdings SPC Limited</name>
        <lei>N/A</lei>
        <title>OZTEL HOLDINGS SPC LTD SR SECURED 144A 04/28 6.625</title>
        <cusip>692733AB4</cusip>
        <identifiers>
          <isin value="US692733AB47"/>
          <ticker value="OTELOM"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225239.92</valUSD>
        <pctVal>0.1195999781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR</title>
        <cusip>693475AK1</cusip>
        <identifiers>
          <isin value="US693475AK12"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>855000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869962.5</valUSD>
        <pctVal>0.4619407430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR</title>
        <cusip>693475AM7</cusip>
        <identifiers>
          <isin value="US693475AM77"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335000</valUSD>
        <pctVal>0.1778814017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 05/27 3.15</title>
        <cusip>693475AT2</cusip>
        <identifiers>
          <isin value="US693475AT21"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1074708.2</valUSD>
        <pctVal>0.5706585104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/24 3.5</title>
        <cusip>693475AV7</cusip>
        <identifiers>
          <isin value="US693475AV76"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>177000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194285.26</valUSD>
        <pctVal>0.1031633862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244</title>
        <cusip>80282KAZ9</cusip>
        <identifiers>
          <isin value="US80282KAZ93"/>
          <ticker value="SOV"/>
        </identifiers>
        <balance>669000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709356.54</valUSD>
        <pctVal>0.3766607033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45</title>
        <cusip>80282KBB1</cusip>
        <identifiers>
          <isin value="US80282KBB17"/>
          <ticker value="SANUSA"/>
        </identifiers>
        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625941.62</valUSD>
        <pctVal>0.3323682768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 11/24 2.2</title>
        <cusip>693475AY1</cusip>
        <identifiers>
          <isin value="US693475AY16"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>481000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512887.46</valUSD>
        <pctVal>0.2723377322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PTC Inc.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC INC SR UNSECURED 144A 02/28 4</title>
        <cusip>69370CAC4</cusip>
        <identifiers>
          <isin value="US69370CAC47"/>
          <ticker value="PTC"/>
        </identifiers>
        <balance>57000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59869.95</valUSD>
        <pctVal>0.0317903004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PayPal Holdings Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85</title>
        <cusip>70450YAE3</cusip>
        <identifiers>
          <isin value="US70450YAE32"/>
          <ticker value="PYPL"/>
        </identifiers>
        <balance>989000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1115948.87</valUSD>
        <pctVal>0.5925568632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>N/A</lei>
        <title>SUNCOR ENERGY INC SR UNSECURED 10/21 9.25</title>
        <cusip>71644EAB8</cusip>
        <identifiers>
          <isin value="US71644EAB83"/>
          <ticker value="SUCN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090051.12</valUSD>
        <pctVal>0.5788054361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>N/A</lei>
        <title>SEAGATE HDD CAYMAN COMPANY GUAR 144A 01/31 4.125</title>
        <cusip>81180WAY7</cusip>
        <identifiers>
          <isin value="US81180WAY75"/>
          <ticker value="STX"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>397128.04</valUSD>
        <pctVal>0.2108707236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>N/A</lei>
        <title>SEAGATE HDD CAYMAN COMPANY GUAR 144A 06/29 4.091</title>
        <cusip>81180WAZ4</cusip>
        <identifiers>
          <isin value="US81180WAZ41"/>
          <ticker value="STX"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427445.3</valUSD>
        <pctVal>0.2269688630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.091000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 03/49 6.9</title>
        <cusip>71647NBD0</cusip>
        <identifiers>
          <isin value="US71647NBD03"/>
          <ticker value="PETBRA"/>
        </identifiers>
        <balance>186000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207018</valUSD>
        <pctVal>0.1099243344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 144A 01/30 5.093</title>
        <cusip>71647NBF5</cusip>
        <identifiers>
          <isin value="US71647NBF50"/>
          <ticker value="PETBRA"/>
        </identifiers>
        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700400</valUSD>
        <pctVal>0.3719048768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.093000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Medical Corporation</name>
        <lei>N/A</lei>
        <title>SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25</title>
        <cusip>816196AT6</cusip>
        <identifiers>
          <isin value="US816196AT67"/>
          <ticker value="SEM"/>
        </identifiers>
        <balance>231000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248902.5</valUSD>
        <pctVal>0.1321645540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shire Acquisitions Investments Ireland Designated Activity Company</name>
        <lei>N/A</lei>
        <title>SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/26 3.2</title>
        <cusip>82481LAD1</cusip>
        <identifiers>
          <isin value="US82481LAD10"/>
          <ticker value="TACHEM"/>
        </identifiers>
        <balance>513000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576314.82</valUSD>
        <pctVal>0.3060169790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>N/A</lei>
        <title>PHILLIPS 66 COMPANY GUAR 04/23 3.7</title>
        <cusip>718546AU8</cusip>
        <identifiers>
          <isin value="US718546AU85"/>
          <ticker value="PSX"/>
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        <balance>93000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99987.1</valUSD>
        <pctVal>0.0530920761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Picasso Finance Sub Inc.</name>
        <lei>N/A</lei>
        <title>PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125</title>
        <cusip>71953LAA9</cusip>
        <identifiers>
          <isin value="US71953LAA98"/>
          <ticker value="WLSC"/>
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        <balance>28000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29750</valUSD>
        <pctVal>0.0157969304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.B. Poindexter and Co. Inc.</name>
        <lei>N/A</lei>
        <title>JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125</title>
        <cusip>730481AJ7</cusip>
        <identifiers>
          <isin value="US730481AJ74"/>
          <ticker value="JBPOIN"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84400</valUSD>
        <pctVal>0.0448154934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5</title>
        <cusip>737446AP9</cusip>
        <identifiers>
          <isin value="US737446AP91"/>
          <ticker value="POST"/>
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        <balance>149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163520.05</valUSD>
        <pctVal>0.0868273901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Simmons Foods Inc.</name>
        <lei>5493002Z1TVWRIL6NM97</lei>
        <title>SIMMONS FOODS INC SECURED 144A 11/24 5.75</title>
        <cusip>82873LAA3</cusip>
        <identifiers>
          <isin value="US82873LAA35"/>
          <ticker value="SIMFOO"/>
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        <balance>172000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172860</valUSD>
        <pctVal>0.0917868033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 07/26 5.375</title>
        <cusip>82967NAW8</cusip>
        <identifiers>
          <isin value="US82967NAW83"/>
          <ticker value="SIRI"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184395.75</valUSD>
        <pctVal>0.0979121626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5</title>
        <cusip>82967NBA5</cusip>
        <identifiers>
          <isin value="US82967NBA54"/>
          <ticker value="SIRI"/>
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        <balance>339000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361312.98</valUSD>
        <pctVal>0.1918533114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>83368JKG4</cusip>
        <identifiers>
          <isin value="US83368JKG49"/>
          <ticker value="SOCGEN"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347439.2</valUSD>
        <pctVal>0.1844864832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Standard Industries Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5</title>
        <cusip>853496AC1</cusip>
        <identifiers>
          <isin value="US853496AC17"/>
          <ticker value="BMCAUS"/>
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        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57666.6</valUSD>
        <pctVal>0.0306203452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5</name>
        <lei>N/A</lei>
        <title>STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5</title>
        <cusip>85801HAA2</cusip>
        <identifiers>
          <isin value="US85801HAA23"/>
          <ticker value="STELND"/>
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        <balance>4157</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2514.99</valUSD>
        <pctVal>0.0013354327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prime Security Services Borrrower LLC / Prime Finance Inc.</name>
        <lei>N/A</lei>
        <title>PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25</title>
        <cusip>74166MAE6</cusip>
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          <isin value="US74166MAE66"/>
          <ticker value="PRSESE"/>
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        <balance>163000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169927.5</valUSD>
        <pctVal>0.0902296773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Onemain Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 06/25 8.875</title>
        <cusip>85172FAS8</cusip>
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          <isin value="US85172FAS83"/>
          <ticker value="AMGFIN"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119515</valUSD>
        <pctVal>0.0634611813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sprint Corporation</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT CORP COMPANY GUAR 09/23 7.875</title>
        <cusip>85207UAF2</cusip>
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          <isin value="US85207UAF21"/>
          <ticker value="S"/>
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        <curCd>USD</curCd>
        <valUSD>313200</valUSD>
        <pctVal>0.1663058358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>STARBUCKS CORP SR UNSECURED 03/30 2.25</title>
        <cusip>855244AW9</cusip>
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          <ticker value="SBUX"/>
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        <balance>885000</balance>
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        <curCd>USD</curCd>
        <valUSD>922692.59</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Steel Dynamics Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>STEEL DYNAMICS INC SR UNSECURED 01/31 3.25</title>
        <cusip>858119BM1</cusip>
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          <ticker value="STLD"/>
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        <curCd>USD</curCd>
        <valUSD>62342.3</valUSD>
        <pctVal>0.0331030917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ESC CB144A STEARNS HLD 08/20 9.375</name>
        <lei>N/A</lei>
        <title>ESC CB144A STEARNS HLD 08/20 9.375</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="858ESCAA4"/>
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        <balance>158000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stifel Financial Corp.</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>STIFEL FINANCIAL CORP SR UNSECURED 07/24 4.25</title>
        <cusip>860630AD4</cusip>
        <identifiers>
          <isin value="US860630AD42"/>
          <ticker value="SF"/>
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        <balance>224000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241765.03</valUSD>
        <pctVal>0.1283746341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 07/26 3.9</title>
        <cusip>86765BAT6</cusip>
        <identifiers>
          <isin value="US86765BAT61"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476391.3</valUSD>
        <pctVal>0.2529586632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4</title>
        <cusip>86765BAV1</cusip>
        <identifiers>
          <isin value="US86765BAV18"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251142.38</valUSD>
        <pctVal>0.1333539062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syngenta Finance N.V.</name>
        <lei>N/A</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR 144A 04/23 4.441</title>
        <cusip>87164KAH7</cusip>
        <identifiers>
          <isin value="US87164KAH77"/>
          <ticker value="SYNNVX"/>
        </identifiers>
        <balance>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494242.4</valUSD>
        <pctVal>0.2624374056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.441000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMPANY GUAR 04/30 5.95</title>
        <cusip>871829BL0</cusip>
        <identifiers>
          <isin value="US871829BL07"/>
          <ticker value="SYY"/>
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        <balance>333000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422546.05</valUSD>
        <pctVal>0.2243674138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE SR UNSECURED 04/25 3.5</title>
        <cusip>872540AR0</cusip>
        <identifiers>
          <isin value="US872540AR08"/>
          <ticker value="TJX"/>
        </identifiers>
        <balance>815000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908617.96</valUSD>
        <pctVal>0.4824663770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE SR UNSECURED 04/30 3.875</title>
        <cusip>872540AT6</cusip>
        <identifiers>
          <isin value="US872540AT63"/>
          <ticker value="TJX"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759551.23</valUSD>
        <pctVal>0.4033135445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 04/50 4.5</title>
        <cusip>87264AAY1</cusip>
        <identifiers>
          <isin value="US87264AAY10"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358807.02</valUSD>
        <pctVal>0.1905226736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 04/30 3.875</title>
        <cusip>87264ABE4</cusip>
        <identifiers>
          <isin value="US87264ABE47"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583786.8</valUSD>
        <pctVal>0.3099845202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/26 1.5</title>
        <cusip>87264ABG9</cusip>
        <identifiers>
          <isin value="US87264ABG94"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288371.55</valUSD>
        <pctVal>0.1531221956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/28 2.05</title>
        <cusip>87264ABH7</cusip>
        <identifiers>
          <isin value="US87264ABH77"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>504000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517542.48</valUSD>
        <pctVal>0.2748094978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/31 2.55</title>
        <cusip>87264ABJ3</cusip>
        <identifiers>
          <isin value="US87264ABJ34"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>164000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170377.96</valUSD>
        <pctVal>0.0904688667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Partners LP / Targa Resources Partners Finance Corp</name>
        <lei>N/A</lei>
        <title>TARGA RESOURCES PARTNERS LP / COMPANY GUAR 04/26 5.875</title>
        <cusip>87612BBJ0</cusip>
        <identifiers>
          <isin value="US87612BBJ08"/>
          <ticker value="NGLS"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425112</valUSD>
        <pctVal>0.2257299057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP SR UNSECURED 04/25 2.25</title>
        <cusip>87612EBL9</cusip>
        <identifiers>
          <isin value="US87612EBL92"/>
          <ticker value="TGT"/>
        </identifiers>
        <balance>688000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740196.76</valUSD>
        <pctVal>0.3930365289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Teachers Insurance and Annuity Association of America</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
        <title>TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27</title>
        <cusip>878091BF3</cusip>
        <identifiers>
          <isin value="US878091BF35"/>
          <ticker value="TIAAGL"/>
        </identifiers>
        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546073.62</valUSD>
        <pctVal>0.2899592267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.270000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altera Infrastructure L.P../Teekay Offshore Finance Corp.</name>
        <lei>N/A</lei>
        <title>TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5</title>
        <cusip>87901BAB8</cusip>
        <identifiers>
          <isin value="US87901BAB80"/>
          <ticker value="TOO"/>
        </identifiers>
        <balance>264000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232320</valUSD>
        <pctVal>0.1233594246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Argentina S.A.</name>
        <lei>N/A</lei>
        <title>TELECOM ARGENTINA SA SR UNSECURED 144A 07/26 8</title>
        <cusip>879273AR1</cusip>
        <identifiers>
          <isin value="US879273AR14"/>
          <ticker value="TECOAR"/>
        </identifiers>
        <balance>186000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175751.4</valUSD>
        <pctVal>0.0933221056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Italia Capital S.A.</name>
        <lei>549300777DJZOR5C4L39</lei>
        <title>TELECOM ITALIA CAPITAL SA COMPANY GUAR 07/36 7.2</title>
        <cusip>87927VAR9</cusip>
        <identifiers>
          <isin value="US87927VAR96"/>
          <ticker value="TITIM"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <name>Telecom Italia S.p.A.</name>
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          <isin value="US87927YAA01"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Tervita Corp</name>
        <lei>N/A</lei>
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          <ticker value="TEVCN"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</annualizedRt>
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      <invstOrSec>
        <name>UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55</title>
        <cusip>90931EAA2</cusip>
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          <isin value="US90931EAA29"/>
          <ticker value="UAL"/>
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        <balance>231259.62</balance>
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        <curCd>USD</curCd>
        <valUSD>188739.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United Airlines 2016-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45</title>
        <cusip>90931MAA4</cusip>
        <identifiers>
          <isin value="US90931MAA45"/>
          <ticker value="UAL"/>
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        <balance>259245.03</balance>
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        <curCd>USD</curCd>
        <valUSD>212580.92</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6</title>
        <cusip>90932NAA1</cusip>
        <identifiers>
          <isin value="US90932NAA19"/>
          <ticker value="UAL"/>
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        <balance>106280.75</balance>
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        <curCd>USD</curCd>
        <valUSD>78647.76</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75</title>
        <cusip>90932QAA4</cusip>
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          <isin value="US90932QAA40"/>
          <ticker value="UAL"/>
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        <balance>361722.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325550.12</valUSD>
        <pctVal>0.1728636169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Airlines 2014-2 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2014-2 CLASS B PASS THRU CE 03/24 4.625</title>
        <cusip>90932QAB2</cusip>
        <identifiers>
          <isin value="US90932QAB23"/>
          <ticker value="UAL"/>
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        <balance>293342.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262541.74</valUSD>
        <pctVal>0.1394068439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Airlines 2016-1 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65</title>
        <cusip>90933HAA3</cusip>
        <identifiers>
          <isin value="US90933HAA32"/>
          <ticker value="UAL"/>
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        <balance>363076.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265045.76</valUSD>
        <pctVal>0.1407364516</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Parcel Service Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UNITED PARCEL SERVICE INC SR UNSECURED 04/25 3.9</title>
        <cusip>911312BX3</cusip>
        <identifiers>
          <isin value="US911312BX35"/>
          <ticker value="UPS"/>
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        <balance>262000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299135.96</valUSD>
        <pctVal>0.1588379816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875</title>
        <cusip>911365BG8</cusip>
        <identifiers>
          <isin value="US911365BG81"/>
          <ticker value="URI"/>
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        <balance>583000</balance>
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        <curCd>USD</curCd>
        <valUSD>625996.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875</title>
        <cusip>911365BM5</cusip>
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          <isin value="US911365BM59"/>
          <ticker value="URI"/>
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        <balance>556000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583800</valUSD>
        <pctVal>0.3099915292</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Universal Health Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 08/22 4.75</title>
        <cusip>913903AR1</cusip>
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          <isin value="US913903AR19"/>
          <ticker value="UHS"/>
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        <balance>60000</balance>
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        <curCd>USD</curCd>
        <valUSD>60154.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Universal Health Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 06/26 5</title>
        <cusip>913903AT7</cusip>
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          <isin value="US913903AT74"/>
          <ticker value="UHS"/>
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        <balance>424000</balance>
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        <curCd>USD</curCd>
        <valUSD>441651.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Univision Communications Inc.</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/27 6.625</title>
        <cusip>914906AU6</cusip>
        <identifiers>
          <isin value="US914906AU68"/>
          <ticker value="UVN"/>
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        <balance>239000</balance>
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        <curCd>USD</curCd>
        <valUSD>239669.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Upjohn Inc.</name>
        <lei>N/A</lei>
        <title>UPJOHN INC COMPANY GUAR 144A 06/30 2.7</title>
        <cusip>91533BAD2</cusip>
        <identifiers>
          <isin value="US91533BAD29"/>
          <ticker value="UPJOHN"/>
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        <curCd>USD</curCd>
        <valUSD>174920.83</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMPANY GUAR 144A 04/25 6.125</title>
        <cusip>91831AAC5</cusip>
        <identifiers>
          <isin value="US91831AAC53"/>
          <ticker value="BHCCN"/>
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        <curCd>USD</curCd>
        <valUSD>339692.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VTR Finance N.V.</name>
        <lei>N/A</lei>
        <title>VTR FINANCE NV SR UNSECURED 144A 07/28 6.375</title>
        <cusip>918374AA7</cusip>
        <identifiers>
          <isin value="US918374AA74"/>
          <ticker value="VTRFIN"/>
        </identifiers>
        <balance>1305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1390503.6</valUSD>
        <pctVal>0.7383424758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ventas Realty Limited Partnership</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS REALTY LP COMPANY GUAR 02/25 3.5</title>
        <cusip>92277GAE7</cusip>
        <identifiers>
          <isin value="US92277GAE70"/>
          <ticker value="VTR"/>
        </identifiers>
        <balance>254000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270652.55</valUSD>
        <pctVal>0.1437135969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC SR UNSECURED 04/25 5.25</title>
        <cusip>92343EAH5</cusip>
        <identifiers>
          <isin value="US92343EAH53"/>
          <ticker value="VRSN"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581400</valUSD>
        <pctVal>0.3087171550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC SR UNSECURED 07/27 4.75</title>
        <cusip>92343EAL6</cusip>
        <identifiers>
          <isin value="US92343EAL65"/>
          <ticker value="VRSN"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428883.1</valUSD>
        <pctVal>0.2277323193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 08/46 4.862</title>
        <cusip>92343VCK8</cusip>
        <identifiers>
          <isin value="US92343VCK89"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1185497.95</valUSD>
        <pctVal>0.6294866776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.862000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 11/34 4.4</title>
        <cusip>92343VCQ5</cusip>
        <identifiers>
          <isin value="US92343VCQ59"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335415.91</valUSD>
        <pctVal>0.1781022454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 03/27 3</title>
        <cusip>92343VFF6</cusip>
        <identifiers>
          <isin value="US92343VFF67"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84505.04</valUSD>
        <pctVal>0.0448712685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625</title>
        <cusip>92564RAB1</cusip>
        <identifiers>
          <isin value="US92564RAB15"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>42000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44205</valUSD>
        <pctVal>0.0234723802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC SR UNSECURED 04/40 2.7</title>
        <cusip>92826CAK8</cusip>
        <identifiers>
          <isin value="US92826CAK80"/>
          <ticker value="V"/>
        </identifiers>
        <balance>417000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474142.21</valUSD>
        <pctVal>0.2517644206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3</title>
        <cusip>92840VAE2</cusip>
        <identifiers>
          <isin value="US92840VAE20"/>
          <ticker value="VST"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421028.62</valUSD>
        <pctVal>0.2235616748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7</title>
        <cusip>92840VAG7</cusip>
        <identifiers>
          <isin value="US92840VAG77"/>
          <ticker value="VST"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444254</valUSD>
        <pctVal>0.2358941021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMware Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 05/25 4.5</title>
        <cusip>928563AD7</cusip>
        <identifiers>
          <isin value="US928563AD71"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>317000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359004.65</valUSD>
        <pctVal>0.1906276130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vodafone Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR</title>
        <cusip>92857WBQ2</cusip>
        <identifiers>
          <isin value="US92857WBQ24"/>
          <ticker value="VOD"/>
        </identifiers>
        <balance>497000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597562.08</valUSD>
        <pctVal>0.3172990459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-04-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FI COMPANY GUAR 144A 05/22 2.9</title>
        <cusip>928668BC5</cusip>
        <identifiers>
          <isin value="US928668BC59"/>
          <ticker value="VW"/>
        </identifiers>
        <balance>417000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432434.09</valUSD>
        <pctVal>0.2296178569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vulcan Materials Company</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO SR UNSECURED 06/30 3.5</title>
        <cusip>929160AZ2</cusip>
        <identifiers>
          <isin value="US929160AZ21"/>
          <ticker value="VMC"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272119.81</valUSD>
        <pctVal>0.1444926962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WMG Acquisition Corp.</name>
        <lei>549300NAS11NXI33CP80</lei>
        <title>WMG ACQUISITION CORP COMPANY GUAR 144A 04/26 5.5</title>
        <cusip>92933BAP9</cusip>
        <identifiers>
          <isin value="US92933BAP94"/>
          <ticker value="WMG"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181562.5</valUSD>
        <pctVal>0.0964077373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 07/23 8.125</title>
        <cusip>93369KAA3</cusip>
        <identifiers>
          <isin value="US93369KAA34"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166800</valUSD>
        <pctVal>0.0885690083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 07/26 9.125</title>
        <cusip>93369KAB1</cusip>
        <identifiers>
          <isin value="US93369KAB17"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>128000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139238.4</valUSD>
        <pctVal>0.0739340948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625</name>
        <lei>N/A</lei>
        <title>WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625</title>
        <cusip>941388AH3</cusip>
        <identifiers>
          <isin value="US941388AH32"/>
          <ticker value="WATERF"/>
        </identifiers>
        <balance>95877.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2014-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO JR SUBORDINA 12/49 VAR</title>
        <cusip>949746RN3</cusip>
        <identifiers>
          <isin value="US949746RN35"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>1220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1320650</valUSD>
        <pctVal>0.7012509645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 04/26 VAR</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>778000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>812035.17</valUSD>
        <pctVal>0.4311819529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO + COMPANY 04/41 1</title>
        <cusip>95000U2Q5</cusip>
        <identifiers>
          <isin value="US95000U2Q52"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>363000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396588.31</valUSD>
        <pctVal>0.2105841327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.068000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/27 3.85</title>
        <cusip>38141GWB6</cusip>
        <identifiers>
          <isin value="US38141GWB66"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>1835000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2087776.04</valUSD>
        <pctVal>1.1085866518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>W. R. Grace and Co.-Conn.</name>
        <lei>N/A</lei>
        <title>WR GRACE and CO-CONN COMPANY GUAR 144A 06/27 4.875</title>
        <cusip>383909AG3</cusip>
        <identifiers>
          <isin value="US383909AG38"/>
          <ticker value="GRA"/>
        </identifiers>
        <balance>113000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120345</valUSD>
        <pctVal>0.0639019023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GPC Merger Sub Inc.</name>
        <lei>N/A</lei>
        <title>GPC MERGER SUB INC SR UNSECURED 144A 08/28 7.125</title>
        <cusip>384701AA6</cusip>
        <identifiers>
          <isin value="US384701AA65"/>
          <ticker value="GRAHAM"/>
        </identifiers>
        <balance>18000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18720</valUSD>
        <pctVal>0.0099401189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greenko Dutch B.V.</name>
        <lei>N/A</lei>
        <title>GREENKO DUTCH BV SR SECURED 144A 07/22 4.875</title>
        <cusip>39530LAC4</cusip>
        <identifiers>
          <isin value="US39530LAC46"/>
          <ticker value="GRNKEN"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312325</valUSD>
        <pctVal>0.1658412202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Celular del Paraguay S.A.</name>
        <lei>N/A</lei>
        <title>TELEFONICA CELULAR DEL PARAGUA SR UNSECURED 144A 04/27 5.875</title>
        <cusip>87936VAB3</cusip>
        <identifiers>
          <isin value="US87936VAB36"/>
          <ticker value="TCDPSA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211642</valUSD>
        <pctVal>0.1123796287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75</name>
        <lei>N/A</lei>
        <title>TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75</title>
        <cusip>88023JAA4</cusip>
        <identifiers>
          <isin value="US88023JAA43"/>
          <ticker value="TEACLL"/>
        </identifiers>
        <balance>102000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105315</valUSD>
        <pctVal>0.0559211338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 06/28 VAR</title>
        <cusip>95000U2S1</cusip>
        <identifiers>
          <isin value="US95000U2S19"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>521000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>547361.47</valUSD>
        <pctVal>0.2906430612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.393000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western Digital Corporation</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75</title>
        <cusip>958102AM7</cusip>
        <identifiers>
          <isin value="US958102AM75"/>
          <ticker value="WDC"/>
        </identifiers>
        <balance>287000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312112.5</valUSD>
        <pctVal>0.1657283850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Team Health Holdings Inc.</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
        <title>TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375</title>
        <cusip>88047PAA2</cusip>
        <identifiers>
          <isin value="US88047PAA21"/>
          <ticker value="TMH"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37700</valUSD>
        <pctVal>0.0200182951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M CO SR UNSECURED 02/24 3.25</title>
        <cusip>88579YBB6</cusip>
        <identifiers>
          <isin value="US88579YBB65"/>
          <ticker value="MMM"/>
        </identifiers>
        <balance>627000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687579.14</valUSD>
        <pctVal>0.3650971378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/44 5.75</title>
        <cusip>969457BV1</cusip>
        <identifiers>
          <isin value="US969457BV14"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138589.21</valUSD>
        <pctVal>0.0735893819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/24 4.55</title>
        <cusip>969457BW9</cusip>
        <identifiers>
          <isin value="US969457BW96"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>791000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880222.93</valUSD>
        <pctVal>0.4673889211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE SR UNSECURED 03/24 3.25</title>
        <cusip>89114QCB2</cusip>
        <identifiers>
          <isin value="US89114QCB23"/>
          <ticker value="TD"/>
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        <balance>422000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462537.65</valUSD>
        <pctVal>0.2456025239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25</title>
        <cusip>89352HAW9</cusip>
        <identifiers>
          <isin value="US89352HAW97"/>
          <ticker value="TRPCN"/>
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        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242413.41</valUSD>
        <pctVal>0.1287189169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75</title>
        <cusip>96949LAD7</cusip>
        <identifiers>
          <isin value="US96949LAD73"/>
          <ticker value="WMB"/>
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        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389137.94</valUSD>
        <pctVal>0.2066280663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 09/24 5.25</title>
        <cusip>98212BAE3</cusip>
        <identifiers>
          <isin value="US98212BAE39"/>
          <ticker value="WPX"/>
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        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32988.8</valUSD>
        <pctVal>0.0175166985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TransDigm Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 11/27 5.5</title>
        <cusip>893647BL0</cusip>
        <identifiers>
          <isin value="US893647BL01"/>
          <ticker value="TDG"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512298</valUSD>
        <pctVal>0.2720247352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trident TPI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625</title>
        <cusip>89616RAA7</cusip>
        <identifiers>
          <isin value="US89616RAA77"/>
          <ticker value="TEKNI"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83512.5</valUSD>
        <pctVal>0.0443442405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 10/27 5.25</title>
        <cusip>98212BAJ2</cusip>
        <identifiers>
          <isin value="US98212BAJ26"/>
          <ticker value="WPX"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256425</valUSD>
        <pctVal>0.1361589207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 01/30 4.5</title>
        <cusip>98212BAL7</cusip>
        <identifiers>
          <isin value="US98212BAL71"/>
          <ticker value="WPX"/>
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        <balance>191000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177801.9</valUSD>
        <pctVal>0.0944108991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875</title>
        <cusip>901109AF5</cusip>
        <identifiers>
          <isin value="US901109AF51"/>
          <ticker value="TPC"/>
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        <balance>88000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87765.92</valUSD>
        <pctVal>0.0466027608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Twin River Worldwide Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TWIN RIVER WORLDWIDE HOLDINGS SR UNSECURED 144A 06/27 6.75</title>
        <cusip>90171VAA3</cusip>
        <identifiers>
          <isin value="US90171VAA35"/>
          <ticker value="TRWH"/>
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        <balance>268000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260630</valUSD>
        <pctVal>0.1383917305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Twitter Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC SR UNSECURED 144A 12/27 3.875</title>
        <cusip>90184LAG7</cusip>
        <identifiers>
          <isin value="US90184LAG77"/>
          <ticker value="TWTR"/>
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        <balance>64000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68469.12</valUSD>
        <pctVal>0.0363563673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US Airways 2010-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25</title>
        <cusip>90345KAA8</cusip>
        <identifiers>
          <isin value="US90345KAA88"/>
          <ticker value="AAL"/>
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        <balance>222052.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188744.88</valUSD>
        <pctVal>0.1002215039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wyndham Destinations Inc.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625</title>
        <cusip>98310WAQ1</cusip>
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          <isin value="US98310WAQ15"/>
          <ticker value="WYND"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133400</valUSD>
        <pctVal>0.0708339671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>XPO Logistics Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO LOGISTICS INC COMPANY GUAR 144A 06/22 6.5</title>
        <cusip>983793AD2</cusip>
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          <isin value="US983793AD29"/>
          <ticker value="XPO"/>
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        <balance>191000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191477.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US Airways 2012-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9</title>
        <cusip>90345WAA2</cusip>
        <identifiers>
          <isin value="US90345WAA27"/>
          <ticker value="AAL"/>
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        <balance>181937.74</balance>
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        <curCd>USD</curCd>
        <valUSD>166473.03</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR</title>
        <cusip>90352JAF0</cusip>
        <identifiers>
          <isin value="US90352JAF03"/>
          <ticker value="UBS"/>
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        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313027.45</valUSD>
        <pctVal>0.1662142136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>XPO Logistics Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO LOGISTICS INC COMPANY GUAR 144A 05/25 6.25</title>
        <cusip>983793AH3</cusip>
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          <isin value="US983793AH33"/>
          <ticker value="XPO"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32475</valUSD>
        <pctVal>0.0172438762</pctVal>
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<DOCUMENT>
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(unaudited)</DIV>
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text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">U.S. Government and Agency obligations 20.8% (14.2% of Total investments)
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style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
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text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$39,256,348
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style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $37,597,971)
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</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
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style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
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style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
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text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">U.S. Government 1.4%
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</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
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</TD><TD
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</TD><TD
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line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.90pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,657,689
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<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">U.S. Treasury
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bond (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,003,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,405,165
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Note (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-30-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">78,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">78,125
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Note (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">173,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">174,399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">U.S. Government Agency 19.4%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">36,598,659
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Federal Home Loan Mortgage Corp.
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">509,117
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">561,340
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,890,465
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,014,888
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">112,290
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">119,680
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,751,967
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">3,974,284
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,121,847
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,259,641
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,457,186
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,564,209
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">651,598
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">709,244
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">333,482
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">360,809
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,800,167
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,944,307
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,286,580
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">3,578,495
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Federal National Mortgage Association
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-42
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,646,826
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,807,191
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">521,791
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">560,861
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">551,554
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">585,959
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-42
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,114,567
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,301,152
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-01-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,067,284
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,265,201
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">894,514
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">969,251
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,824,587
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,970,189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,084,407
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,248,789
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,546,978
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,695,082
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">812,939
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">876,288
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">910,073
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">961,851
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,701,360
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,799,911
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:9.5pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-41
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">607,171
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">665,581
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">30 Yr Pass Thru
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">741,681
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">804,456
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Foreign government obligations 0.8% (0.5% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$1,431,614
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $1,185,554)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Qatar 0.4%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.74pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">796,821
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">State of Qatar
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bond (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-14-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">384,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">416,415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bond (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.103
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-23-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">259,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">380,406
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Saudi Arabia 0.4%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.74pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">634,793
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Kingdom of Saudi Arabia<BR>
Bond (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-16-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">534,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">634,793
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:0.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Corporate bonds 107.7% (73.0% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$202,865,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $189,977,190)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Communication services 13.6%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">25,525,292
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Diversified telecommunication services 3.8%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AT&amp;T, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">240,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">254,176
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AT&amp;T, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">395,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">404,613
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AT&amp;T, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">765,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">850,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AT&amp;T, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">775,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">885,874
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">C&amp;W Senior Financing DAC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">240,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">256,510
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CenturyLink, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">113,000
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">118,022
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:22.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">2
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Communication services (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Diversified telecommunication services (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cincinnati Bell, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">366,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.80pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$378,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GCI LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">133,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">140,010
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GCI LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">420,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">435,225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Level 3 Financing, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">328,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">353,413
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Liquid Telecommunications Financing PLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-13-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">205,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">207,059
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Radiate Holdco LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">251,152
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telecom Argentina SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">128,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">123,456
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telecom Argentina SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-18-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">186,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">175,751
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telecom Italia Capital SA (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-18-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">365,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">479,428
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telecom Italia SpA (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.303
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-30-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">250,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">279,370
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Verizon Communications, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-22-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">75,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">84,505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Verizon Communications, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">260,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">335,416
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Verizon Communications, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.862
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-21-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">830,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,185,498
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Entertainment 2.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Activision Blizzard, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">901,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,030,694
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lions Gate Capital Holdings LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">213,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">212,468
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lions Gate Capital Holdings LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">14,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">14,132
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Netflix, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">564,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">655,605
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Netflix, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">209,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">245,700
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Netflix, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">92,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">111,435
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Netflix, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">400,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">494,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Walt Disney Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-20-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,020,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,255,770
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Interactive media and services 0.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Match Group Holdings II LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">180,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">National CineMedia LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">135,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">107,663
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Twitter, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">64,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">68,469
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Media 5.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Charter Communications Operating LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">820,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">942,751
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Charter Communications Operating LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">528,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">635,323
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Charter Communications Operating LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">617,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">808,839
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Charter Communications Operating LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.484
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-23-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">606,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">851,177
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Comcast Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">482,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">534,621
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Comcast Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.999
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">76,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">99,721
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Comcast Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.049
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-52
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">595,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">781,210
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Comcast Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,052,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,292,199
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSC Holdings LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">303,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">335,891
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSC Holdings LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">210,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">225,225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSC Holdings LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">205,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">235,812
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Diamond Sports Group LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">202,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">110,595
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MDC Partners, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">379,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">359,103
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Meredith Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">360,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">312,732
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sirius XM Radio, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">339,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">361,313
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sirius XM Radio, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">184,396
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Univision Communications, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">239,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">239,669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">VTR Finance NV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,305,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,390,504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">WMG Acquisition Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">181,563
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Wireless telecommunication services 2.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CC Holdings GS V LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.849
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">350,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">378,270
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MTN Mauritius Investments, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.755
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-11-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">225,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">228,401
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Oztel Holdings SPC, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-24-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">230,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">225,240
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-19-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">194,290
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:30.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">3
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Communication services (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Wireless telecommunication services (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sprint Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">270,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$313,200
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telefonica Celular del Paraguay SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">211,642
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">T-Mobile USA, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">285,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">288,372
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">T-Mobile USA, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">504,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">517,542
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">T-Mobile USA, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">170,378
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">T-Mobile USA, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">510,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">583,787
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">T-Mobile USA, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">286,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">358,807
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-04-79
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">497,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">597,562
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Consumer discretionary 9.5%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">17,942,477
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Auto components 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dealer Tire LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">92,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">90,390
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Magna International, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">116,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">123,230
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Automobiles 2.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BMW US Capital LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-14-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">124,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">129,308
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Daimler Finance North America LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-14-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">230,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">242,604
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Daimler Finance North America LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-03-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">150,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">164,665
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ford Motor Credit Company LLC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.134
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-04-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">952,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">975,705
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ford Motor Credit Company LLC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.113
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-03-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">514,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">548,053
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ford Motor Credit Company LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-02-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">463,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">475,154
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">General Motors Financial Company, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">777,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">826,928
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">General Motors Financial Company, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-13-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">350,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">381,276
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">General Motors Financial Company, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-20-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">275,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">299,157
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JB Poindexter &amp; Company, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">80,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">84,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Nissan Motor Acceptance Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">215,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">217,885
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Volkswagen Group of America Finance LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-13-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">417,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">432,434
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Diversified consumer services 0.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Laureate Education, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">170,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">181,475
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sotheby's (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">251,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">253,667
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Hotels, restaurants and leisure 1.7%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CCM Merger, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">195,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">191,100
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Choice Hotels International, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">92,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">96,019
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Colt Merger Sub, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">91,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">94,754
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Connect Finco SARL (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">371,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">380,386
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Hilton Domestic Operating Company, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">152,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">159,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Hilton Domestic Operating Company, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">69,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">73,658
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">International Game Technology PLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">225,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">242,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Jacobs Entertainment, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">183,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">166,073
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Resorts World Las Vegas LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-16-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">197,545
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Starbucks Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-12-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">885,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">922,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Twin River Worldwide Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">268,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">260,630
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Waterford Gaming LLC (C)(E)(F)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-14
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">95,877
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:34.48pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">0
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Wyndham Destinations, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">145,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">133,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Yum! Brands, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">183,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">198,555
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Internet and direct marketing retail 2.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Amazon.com, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-22-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">660,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">763,570
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Amazon.com, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-22-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">328,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">451,496
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">eBay, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-11-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">429,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">464,271
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Expedia Group, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">670,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">633,172
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Expedia Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">582,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">576,258
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Expedia Group, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">516,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">544,346
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Prosus NV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-21-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">400,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">456,500
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:22.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">4
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Consumer discretionary (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Internet and direct marketing retail (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">QVC, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">325,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$338,780
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">QVC, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-02-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">240,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">249,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">QVC, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">280,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">264,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Multiline retail 1.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dollar General Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-03-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">479,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">553,345
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dollar Tree, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">879,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,045,829
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Macy's, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">93,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">97,364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Nordstrom, Inc. (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">38,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">41,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Target Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">688,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">740,197
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Specialty retail 1.0%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Asbury Automotive Group, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">27,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">27,675
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AutoNation, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">182,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">210,841
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The TJX Companies, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">815,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">908,618
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The TJX Companies, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">630,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">759,551
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Textiles, apparel and luxury goods 0.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Hanesbrands, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">91,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">97,825
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Levi Strauss &amp; Company (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">170,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">173,842
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Consumer staples 2.9%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">5,457,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Beverages 1.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Anheuser-Busch InBev Worldwide, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">564,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">697,724
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Coca-Cola European Partners PLC (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,000,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,029,763
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Constellation Brands, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">123,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">133,707
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Keurig Dr. Pepper, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">372,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">422,200
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Coca-Cola Company (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-25-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">453,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">638,485
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Food and staples retailing 0.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Albertsons Companies, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">112,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">121,296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sysco Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">333,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">422,546
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Kroger Company (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">202,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">216,071
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Food products 0.7%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cargill, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-23-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">161,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">170,504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JBS Investments II GmbH (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">498,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">528,776
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Kraft Heinz Foods Company (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">24,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">25,848
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Kraft Heinz Foods Company (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">166,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">194,663
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lamb Weston Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">17,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">19,104
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Post Holdings, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">149,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">163,520
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Simmons Foods, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">172,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">172,860
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Household products 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Edgewell Personal Care Company (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">121,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">130,983
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Personal products 0.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Natura Cosmeticos SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">355,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">369,200
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Energy 7.9%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">14,828,124
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Energy equipment and services 0.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSI Compressco LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">297,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">253,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSI Compressco LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">88,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">75,104
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSI Compressco LP (10.000% Cash or 10.000% PIK) (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">10.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">273,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">167,895
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Tervita Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">205,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">161,950
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Oil, gas and consumable fuels 7.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Aker BP ASA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">204,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">201,759
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Altera Infrastructure LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">264,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">232,320
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Antero Resources Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">168,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">106,470
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:26.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">5
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Energy (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Oil, gas and consumable fuels (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cheniere Energy Partners LP (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">403,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$426,293
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cimarex Energy Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">235,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">250,667
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Colorado Interstate Gas Company LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">178,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">203,647
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">DCP Midstream Operating LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">100,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">100,662
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-21-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">152,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-77
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">319,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-80
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">347,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">353,691
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-78
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">294,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">291,060
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Energy Transfer Operating LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">130,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">135,879
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Energy Transfer Operating LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">422,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">441,147
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Energy Transfer Operating LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">345,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">334,223
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Energy Transfer Operating LP (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">274,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">301,889
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-16-77
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">580,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">543,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Husky Energy, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">305,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">314,041
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Kinder Morgan Energy Partners LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">500,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">505,926
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Kinder Morgan Energy Partners LP (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">195,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">274,266
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Midwest Connector Capital Company LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">156,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">156,194
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Midwest Connector Capital Company LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">359,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">361,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MPLX LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">238,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">259,110
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MPLX LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">79,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">86,307
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MPLX LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">178,044
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MPLX LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">176,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">183,623
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">752,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">658,703
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Murphy Oil Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">154,360
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">ONEOK Partners LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">134,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">145,961
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Petrobras Global Finance BV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.093
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">680,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">700,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Petrobras Global Finance BV
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-19-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">186,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">207,018
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Phillips 66
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-06-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">93,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">99,987
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sabine Pass Liquefaction LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">261,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">287,244
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sabine Pass Liquefaction LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">280,275
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sabine Pass Liquefaction LLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-30-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">466,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">561,468
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Suncor Energy, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">9.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,000,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,090,051
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sunoco Logistics Partners Operations LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">460,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">476,391
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Sunoco Logistics Partners Operations LP (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">250,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">251,142
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Targa Resources Partners LP (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">400,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">425,112
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Williams Companies, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">355,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">389,138
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Williams Companies, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-24-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">791,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">880,223
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Williams Companies, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-24-44
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">114,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">138,589
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">TransCanada PipeLines, Ltd. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">205,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">242,413
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">WPX Energy, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">191,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">177,802
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">WPX Energy, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">32,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">32,989
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">WPX Energy, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">260,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">256,425
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Financials 31.3%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">59,041,711
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Banks 18.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Australia &amp; New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%)
(C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">223,624
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Banco Santander SA
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.379
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-12-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">231,305
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.592
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-29-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">458,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">491,720
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bank of America Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-21-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">925,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,035,880
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bank of America Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-26-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">224,200
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bank of America Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-03-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">502,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">580,024
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:24.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">6
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Financials (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Banks (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-10-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">610,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.80pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$701,394
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Barclays Bank PLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">10.179
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-12-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">475,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">510,257
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Barclays PLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-12-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">840,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">957,146
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BPCE SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">475,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">526,078
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BPCE SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-22-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,145,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,284,984
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-21-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">970,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,079,547
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-09-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">601,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">697,698
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-30-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">437,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">425,529
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-13-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">165,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">196,763
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (6.125% to 11-15-20, then 3 month LIBOR + 4.478%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-20
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">157,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">156,608
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">525,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">581,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citizens Bank NA (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-28-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">326,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">346,432
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citizens Financial Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">448,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">508,387
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Credit Agricole SA (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-14-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">471,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">516,823
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (B)(C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-23-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">600,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">658,392
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Danske Bank A/S (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-12-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">286,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">301,397
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Discover Bank (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-12-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">361,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">382,951
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Fifth Third Bancorp
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-05-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">120,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">123,332
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-30-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">880,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">811,536
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Freedom Mortgage Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">259,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">255,115
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Freedom Mortgage Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">105,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">104,738
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">HSBC Holdings PLC (3.950% to 5-18-23, then 3 month LIBOR + 0.987%) (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-18-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">562,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">605,916
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-30-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">200,624
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year ICE Swap Rate + 5.514%) (B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">346,621
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">ING Groep NV (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-09-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">302,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">330,685
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (2.522% to 4-22-30, then SOFR + 2.040%) (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.522
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-22-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,007,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,086,155
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,053,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,170,076
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (2.956% to 5-13-30, then SOFR + 2.515%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.956
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-13-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">444,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">483,825
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.960
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-29-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">418,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">481,381
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (4.600% to 2-1-25, then SOFR + 3.125%) (B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">379,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">366,720
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase &amp; Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,170,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,296,746
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lloyds Banking Group PLC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-08-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,435,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-27-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">385,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">406,175
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">M&amp;T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">345,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">353,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Natwest Group PLC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-12-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">480,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">521,309
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Natwest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-29-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">393,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">412,650
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Natwest Group PLC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">102,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">111,747
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Natwest Group PLC (8.625% to 8-15-21, then 5 Year U.S. Swap Rate + 7.598%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">612,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">639,411
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Regions Financial Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-18-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">811,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">861,824
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Holdings USA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.244
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-05-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">669,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">709,357
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Holdings USA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-18-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">270,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">282,692
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Holdings USA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-02-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">585,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">625,942
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Holdings USA, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-07-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">618,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">662,326
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Holdings USA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-13-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">155,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">172,959
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Santander UK Group Holdings PLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">365,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">400,259
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S. Swap Rate + 6.238%) (C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-13-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">347,439
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">7
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Financials (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Banks (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The PNC Financial Services Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">481,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.80pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$512,887
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The PNC Financial Services Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-19-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">945,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,074,708
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The PNC Financial Services Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-23-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">177,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">194,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">335,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">335,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">The PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month LIBOR + 3.678%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-01-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">855,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">869,963
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Toronto-Dominion Bank
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-11-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">422,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">462,538
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Wells Fargo &amp; Company (2.188% to 4-30-25, then SOFR + 2.000%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.188
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">778,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">812,035
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Wells Fargo &amp; Company (2.393% to 6-2-27, then SOFR + 2.100%) (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.393
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-02-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">521,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">547,361
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Wells Fargo &amp; Company (3.068% to 4-30-40, then SOFR + 2.530%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.068
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-41
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">363,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">396,588
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Wells Fargo &amp; Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (A)(B)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,220,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,320,650
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Capital markets 4.9%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ameriprise Financial, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-02-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">313,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">341,352
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ares Capital Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">239,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">242,905
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ares Capital Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-10-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">289,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">296,736
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cantor Fitzgerald LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">402,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">437,410
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (A)(B)(C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-17-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">310,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">326,907
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S. Swap Rate + 4.598%) (C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-11-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">295,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">323,394
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lazard Group LLC (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-11-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">230,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">264,607
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Macquarie Bank, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.624
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-03-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">246,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">262,992
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Macquarie Bank, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-10-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">520,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">582,717
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.188
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-28-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">800,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">842,845
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Morgan Stanley (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-27-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,375,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">1,578,678
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Raymond James Financial, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">716,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">884,941
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Stearns Holdings LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-05-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">4,157
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:15.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">2,515
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Stifel Financial Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-18-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">224,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">241,765
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Goldman Sachs Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-26-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,835,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">2,087,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">UBS Group AG (6.875% to 3-22-21, then 5 Year U.S. Swap Rate + 5.497%) (D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-22-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">203,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (A)(B)(C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-31-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">295,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">313,027
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Consumer finance 2.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ally Financial, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-30-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">645,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">724,611
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ally Financial, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">283,936
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Capital One Financial Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-11-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">192,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">201,508
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Capital One Financial Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-29-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">695,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">761,386
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Credito Real SAB de CV (9.125% to 11-29-22, then 5 Year CMT + 7.026%) (C)(D)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">9.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-29-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">225,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">184,219
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Discover Financial Services (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-06-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">467,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">512,688
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Discover Financial Services (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-09-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">884,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">980,221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Enova International, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">58,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">52,490
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Enova International, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">260,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">234,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">OneMain Finance Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">105,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">117,338
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">OneMain Finance Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">106,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">119,515
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Diversified financial services 1.9%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Allied Universal Holdco LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">156,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">166,920
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GE Capital International Funding Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.418
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-35
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">547,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">565,374
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Gogo Intermediate Holdings LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">9.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">188,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">173,430
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Jefferies Financial Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-18-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">655,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">726,903
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Jefferies Group LLC (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-23-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">365,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">411,177
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Jefferies Group LLC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">422,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:8.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">481,050
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">8
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Financials (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Diversified financial services (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Refinitiv US Holdings, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">43,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$46,494
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Refinitiv US Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">69,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">76,132
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Trident TPI Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">85,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">83,513
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-53
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">868,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">901,861
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Insurance 2.9%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AXA SA (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">260,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Brighthouse Financial, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-22-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">595,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">620,064
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CNO Financial Group, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-30-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">512,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">580,786
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CNO Financial Group, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-30-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">384,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">438,266
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Liberty Mutual Group, Inc. (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.951
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">705,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">820,318
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">355,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">439,976
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">9.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-08-38
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">315,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">467,775
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">New York Life Insurance Company (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">199,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">243,450
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year ICE Swap Rate + 3.650%) (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-16-44
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">365,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">412,450
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-42
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">662,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">709,399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Teachers Insurance &amp; Annuity Association of America (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.270
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">430,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">546,074
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Thrifts and mortgage finance 0.9%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ladder Capital Finance Holdings LLLP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">95,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">93,100
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ladder Capital Finance Holdings LLLP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">148,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">136,160
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MGIC Investment Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">99,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">103,950
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Nationstar Mortgage Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">75,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">76,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Nationstar Mortgage Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">160,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">166,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Nationstar Mortgage Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">9.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">128,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">139,238
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Nationwide Building Society (3.622% to 4-26-22, then 3 month LIBOR + 1.181%) (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.622
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-26-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">273,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">284,927
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Quicken Loans LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">550,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">567,014
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Radian Group, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">144,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">144,720
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Health care 6.0%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">11,271,440
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Biotechnology 0.9%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AbbVie, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-21-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">684,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">768,760
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AbbVie, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-21-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">203,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">259,492
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Shire Acquisitions Investments Ireland DAC
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-23-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">513,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">576,315
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Health care providers and services 4.0%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AmerisourceBergen Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">369,325
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Anthem, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">96,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">102,706
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Centene Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">128,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">135,960
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Centene Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">92,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">97,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Centene Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">103,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">114,872
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Centene Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">255,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">272,700
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CVS Health Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">582,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">644,161
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CVS Health Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">521,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">611,147
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CVS Health Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-25-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">371,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">440,743
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CVS Health Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-25-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">375,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">516,654
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">DaVita, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">274,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">291,550
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">DaVita, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">438,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">450,045
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Encompass Health Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">130,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">135,850
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">HCA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">382,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">447,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">HCA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">875,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,019,772
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">HCA, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">320,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">376,005
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MEDNAX, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">215,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">217,688
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MEDNAX, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">224,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">236,880
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:27.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">9
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Health care (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Health care providers and services (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Rede D'or Finance Sarl (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-22-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">242,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$216,893
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Select Medical Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">231,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">248,903
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Team Health Holdings, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">65,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">37,700
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Universal Health Services, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-01-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">60,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">60,154
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Universal Health Services, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">424,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">441,651
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Life sciences tools and services 0.0%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Charles River Laboratories International, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">62,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">65,565
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Pharmaceuticals 1.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bausch Health Companies, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-30-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">140,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">142,975
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bausch Health Companies, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">329,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">339,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Bausch Health Companies, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">290,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">308,067
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Catalent Pharma Solutions, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">62,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">65,975
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GlaxoSmithKline Capital PLC (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">681,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">742,246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Upjohn, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-22-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">168,655
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Upjohn, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-22-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">172,621
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Upjohn, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-22-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">174,921
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Industrials 12.7%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">23,929,347
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Aerospace and defense 2.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Howmet Aerospace, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">589,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">625,883
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Huntington Ingalls Industries, Inc. (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.844
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">577,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">640,955
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Huntington Ingalls Industries, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">303,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">355,467
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Huntington Ingalls Industries, Inc. (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">346,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">357,791
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Kratos Defense &amp; Security Solutions, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-30-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">206,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">217,330
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Boeing Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">934,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">925,635
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Boeing Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.040
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">412,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">445,593
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The Boeing Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.805
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">246,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">288,953
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">TransDigm, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">540,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">512,298
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Air freight and logistics 0.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Parcel Service, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">262,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">299,136
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">XPO Logistics, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">30,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">32,475
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">XPO Logistics, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">191,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">191,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Airlines 3.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Air Canada 2013-1 Class A Pass Through Trust (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">189,746
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">174,283
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Air Canada 2017-1 Class B Pass Through Trust (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">257,355
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">197,336
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2001-1 Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.977
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-23-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">26,632
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">22,981
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2015-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">344,589
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">285,858
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2015-1 Class B Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">350,467
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">238,318
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2016-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">334,267
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">259,057
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2017-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">166,238
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">137,977
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2017-1 Class AA Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">255,750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">239,126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2017-2 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">149,815
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">119,103
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2019-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">167,383
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">134,743
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Airlines 2019-1 Class AA Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">255,012
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">233,336
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">British Airways 2013-1 Class A Pass Through Trust (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-20-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">424,479
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">404,725
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">British Airways 2018-1 Class A Pass Through Trust (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-20-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">133,058
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">112,798
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Continental Airlines 2007-1 Class A Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.983
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-19-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">343,033
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">315,591
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Delta Air Lines 2002-1 Class G-1 Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.718
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-02-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">382,180
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">366,657
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Delta Air Lines, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-28-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">510,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">442,493
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Delta Air Lines, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-19-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">312,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">290,369
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Delta Air Lines, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-19-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">355,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">305,275
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JetBlue 2019-1 Class AA Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">267,696
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">251,717
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:31.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">10
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Industrials (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Airlines (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2014-2 Class A Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-03-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">361,722
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.08%;">$325,550
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2014-2 Class B Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-03-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">293,343
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">262,542
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2016-1 Class A Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-07-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">259,245
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">212,581
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2016-1 Class B Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-07-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">363,076
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">265,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2018-1 Class B Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">106,281
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">78,648
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Airlines 2019-1 Class A Pass Through Trust (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-25-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">231,260
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">188,739
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">US Airways 2010-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-22-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">222,053
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">188,745
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">US Airways 2012-1 Class A Pass Through Trust
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">181,938
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">166,473
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Building products 1.0%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Builders FirstSource, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">34,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">35,659
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Builders FirstSource, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">57,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">62,700
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Carrier Global Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.242
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">898,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">937,932
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Carrier Global Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.493
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">172,777
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Owens Corning (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">659,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">737,621
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Commercial services and supplies 0.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">APX Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">279,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">267,143
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cimpress PLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">290,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">293,770
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Clean Harbors, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">50,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">53,006
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Harsco Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-31-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">83,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">87,079
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">LSC Communications, Inc. (C)(E)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">321,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">54,570
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Prime Security Services Borrower LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">163,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">169,928
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Construction and engineering 0.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:47.89%;">AECOM
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">415,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">455,981
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">MasTec, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">147,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">153,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Picasso Finance Sub, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">28,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">29,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Tutor Perini Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">88,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">87,766
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Industrial conglomerates 1.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">3M Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-14-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">627,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">687,579
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">General Electric Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.350
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">647,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">670,755
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">General Electric Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-05-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">690,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">802,666
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Machinery 0.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Clark Equipment Company (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">34,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">35,743
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Hillenbrand, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">76,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.20pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">81,700
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Otis Worldwide Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.056
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-05-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">816,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">864,173
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Professional services 0.8%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CoStar Group, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">412,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">435,459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">IHS Markit, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">273,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">304,559
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">IHS Markit, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">128,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">145,075
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">IHS Markit, Ltd.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">455,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">553,435
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Road and rail 0.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Uber Technologies, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">228,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">240,540
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Uber Technologies, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">406,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">426,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Trading companies and distributors 2.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AerCap Ireland Capital DAC (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-14-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">389,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">370,961
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ahern Rentals, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">243,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">108,135
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Air Lease Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">164,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">162,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Aircastle, Ltd.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">620,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">621,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Aircastle, Ltd.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">225,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">228,277
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ashtead Capital, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">760,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">792,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Avolon Holdings Funding, Ltd. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">225,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">214,039
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">H&amp;E Equipment Services, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">131,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">136,404
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:31.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">11
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Industrials (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Trading companies and distributors (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Rentals North America, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">556,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$583,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Rentals North America, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">125,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">125,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">United Rentals North America, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">583,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">625,996
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Information technology 13.0%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">24,583,277
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Communications equipment 0.7%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Motorola Solutions, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-23-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">542,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">629,883
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Motorola Solutions, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-23-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">96,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">112,563
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Telefonaktiebolaget LM Ericsson
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">545,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">576,926
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">IT services 1.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Gartner, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">65,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">68,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">PayPal Holdings, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">989,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,115,949
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Tempo Acquisition LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">102,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">105,315
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">VeriSign, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">395,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">428,883
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">VeriSign, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">510,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">581,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Visa, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-40
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">417,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">474,142
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Semiconductors and semiconductor equipment 7.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Applied Materials, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">189,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">199,350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Applied Materials, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">219,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">248,020
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Broadcom Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">995,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,069,440
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Broadcom Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,025,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,138,560
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Broadcom, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">403,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">460,816
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Broadcom, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">418,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">487,246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Broadcom, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">487,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">578,735
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">KLA Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">260,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">314,164
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lam Research Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">575,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">664,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Lam Research Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">275,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">415,902
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Marvell Technology Group, Ltd.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-22-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,125,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,383,799
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Microchip Technology, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">83,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">87,335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Microchip Technology, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.333
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">784,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">846,170
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Micron Technology, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.497
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-24-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">450,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">469,767
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Micron Technology, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.185
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">980,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,124,735
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Micron Technology, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.975
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-06-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">675,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">792,324
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Micron Technology, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.327
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-06-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">697,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">849,568
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NVIDIA Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">803,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">895,665
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NXP BV (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">114,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">125,882
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NXP BV (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-18-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">252,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">284,131
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NXP BV (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">645,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">710,176
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NXP BV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">269,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">302,589
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Qorvo, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">110,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">118,062
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Software 2.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Autodesk, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">653,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">732,759
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BY Crown Parent LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-31-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,195,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,238,677
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Citrix Systems, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">424,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">459,788
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Infor, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">113,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">116,459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Microsoft Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.525
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">372,133
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Oracle Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">666,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">758,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">PTC, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">57,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">59,870
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">VMware, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">317,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">359,005
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Technology hardware, storage and peripherals 1.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dell International LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">480,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">540,151
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dell International LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">462,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">532,697
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:31.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">12
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Information technology (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Technology hardware, storage and peripherals (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dell International LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.850
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">142,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:7.19pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$165,459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dell International LLC (B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.350
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-46
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">324,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">450,793
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Seagate HDD Cayman (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.091
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">400,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">427,445
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Seagate HDD Cayman (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">370,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">397,128
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Western Digital Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">287,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">312,113
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Materials 2.7%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">5,024,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Chemicals 1.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Braskem Netherlands Finance BV (8.500% to 10-24-25, then 5 Year CMT + 8.220%) (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-23-81
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">280,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">282,817
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cydsa SAB de CV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-04-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">265,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">267,319
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">EI du Pont de Nemours and Company (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">157,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">164,102
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Methanex Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">224,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">213,900
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Methanex Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">308,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">297,990
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Orbia Advance Corp. SAB de CV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">285,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">316,635
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Syngenta Finance NV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.441
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-24-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">470,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">494,242
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">WR Grace &amp; Company (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">113,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">120,345
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Construction materials 0.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Cemex SAB de CV (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-05-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">270,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">275,063
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GPC Merger Sub, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">7.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">18,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">18,720
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Standard Industries, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">54,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">57,667
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Vulcan Materials Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">240,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">272,120
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Containers and packaging 0.2%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ardagh Packaging Finance PLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">215,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">224,675
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Mauser Packaging Solutions Holding Company (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">40,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">41,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Owens-Brockway Glass Container, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-13-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">129,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">139,643
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Metals and mining 0.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Anglo American Capital PLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-10-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">270,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">310,645
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Arconic Corp. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">85,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">91,640
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Arconic Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">40,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">42,650
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial Metals Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">92,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">95,916
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Newmont Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">169,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">185,764
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Steel Dynamics, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">57,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">62,342
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Paper and forest products 0.6%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Boise Cascade Company (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">40,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.39pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">42,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Georgia-Pacific LLC (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">810,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">875,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Norbord, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">124,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">130,820
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Real estate 3.6%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">6,765,584
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Equity real estate investment trusts 3.6%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Homes 4 Rent LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">305,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">339,695
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Tower Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.400
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">495,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">528,482
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Tower Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">257,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">280,051
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Tower Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">564,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">643,643
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">American Tower Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">445,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">521,308
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Crown Castle International Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">491,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">509,329
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Crown Castle International Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">336,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">379,830
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Crown Castle International Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.150
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">312,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">392,758
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CyrusOne LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">288,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">316,420
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Equinix, Inc.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.800
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">123,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">125,727
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Equinix, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.200
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-18-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">669,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">750,611
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Equinix, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">445,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">489,651
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GLP Capital LP (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">280,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:10.79pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">313,233
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">13
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Real estate (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Equity real estate investment trusts (continued)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">SBA Communications Corp. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">303,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$313,605
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">SBA Tower Trust (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.722
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-11-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">473,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">490,853
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">The GEO Group, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">72,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">55,530
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Ventas Realty LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">254,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">270,653
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">VICI Properties LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-01-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">42,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">44,205
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:61.39%;" colspan="2">Utilities 4.5%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.40pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">8,496,430
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Electric utilities 2.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">ABY Transmision Sur SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">243,700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">316,810
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">DPL, Inc. (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-01-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">169,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">177,986
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Duke Energy Corp.
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,000,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,027,261
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Emera US Finance LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">438,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">495,781
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Empresa Electrica Angamos SA (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-25-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">281,700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">299,729
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">FirstEnergy Corp. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.650
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">690,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">706,380
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Instituto Costarricense de Electricidad (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">215,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">168,506
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NRG Energy, Inc. (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">205,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">219,710
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Vistra Operations Company LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-30-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">420,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">444,254
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Vistra Operations Company LLC (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">390,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">421,029
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Gas utilities 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">AmeriGas Partners LP
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-20-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">216,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">233,280
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Independent power and renewable electricity producers 0.7%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Greenko Dutch BV (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-24-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">310,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">312,325
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NextEra Energy Capital Holdings, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">582,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">675,218
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NextEra Energy Operating Partners LP (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.875
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">247,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">258,115
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NextEra Energy Operating Partners LP (A)(B)(C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">110,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">119,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Multi-utilities 1.4%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Berkshire Hathaway Energy Company
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.480
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-28
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">550,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">828,650
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CMS Energy Corp. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,000,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,057,881
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Dominion Energy, Inc. (B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.375
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">481,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">556,039
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:0.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NiSource, Inc. (A)(B)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-01-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">151,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">177,851
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Municipal bonds 0.2% (0.1% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$329,203
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $331,492)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">New Jersey Transportation Trust Fund Authority
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.081
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-39
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">296,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">299,170
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:0.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">New Jersey Transportation Trust Fund Authority
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.131
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-42
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">30,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">30,033
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Collateralized mortgage obligations 8.6% (5.8% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$16,130,117
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $16,793,191)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial and residential 6.6%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">12,420,299
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Arroyo Mortgage Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.763
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-25-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">458,239
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">470,696
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-2, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.347
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">363,482
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">372,476
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BAMLL Commercial Mortgage Securities Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-200P, Class C (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.596
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-14-33
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">490,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">520,117
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-BPR, Class ENM (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.719
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-05-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">111,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Barclays Commercial Mortgage Trust<BR>
Series 2019-C5, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.043
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-52
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">241,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">256,790
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">BBCMS Mortgage Trust<BR>
Series 2020-C6, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.690
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-53
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">155,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">163,227
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">BBCMS Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-MSQ, Class D (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.990
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">480,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">473,911
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-SRCH, Class D (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.957
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-10-35
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">295,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">321,801
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Benchmark Mortgage Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-B11, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.410
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-52
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">290,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">311,975
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-B14, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.915
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-62
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">318,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">338,559
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:31.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">14
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial and residential (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">BRAVO Residential Funding Trust<BR>
Series 2019-NQM1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.666
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">136,833
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.08%;">$139,305
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">BWAY Mortgage Trust<BR>
Series 2015-1740, Class XA IO (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.896
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-10-35
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">6,885,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">90,098
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">BX Commercial Mortgage Trust<BR>
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.496
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">237,328
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">CGDBB Commercial Mortgage Trust<BR>
Series 2017-BIOC, Class E (1 month LIBOR + 2.150%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.325
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">241,175
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">235,002
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Citigroup Commercial Mortgage Trust<BR>
Series 2019-SMRT, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.149
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-10-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">121,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">130,808
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">COLT Mortgage Loan Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-2, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.337
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">120,422
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">121,904
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.488
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">147,358
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">148,837
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG)
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2012-CR2, Class XA IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.628
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,763,243
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">43,752
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2012-CR3, Class XA IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.852
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,573,745
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">78,938
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2014-CR20, Class A3
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.326
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-10-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">645,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">688,183
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial Mortgage Trust (Citigroup/Deutsche Bank AG)<BR>
Series 2018-COR3, Class XA IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.444
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-10-51
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,839,786
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">115,745
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial Mortgage Trust (Deutsche Bank AG)
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2013-300P, Class D (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.394
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-10-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">344,931
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-CBM, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.896
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-10-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">93,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">92,635
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Credit Suisse Mortgage Capital Certificates<BR>
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.775
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">350,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">341,657
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">CSMC Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-AFC1, Class A1 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.573
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">340,242
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">345,324
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-AFC1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.240
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">210,466
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">213,978
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">GCAT Trust<BR>
Series 2020-NQM1, Class A1 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.247
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-25-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">358,789
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">362,216
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">GS Mortgage Securities Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-GC30, Class A3
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.119
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-10-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">157,828
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">167,960
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-GC34, Class A4
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.506
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-10-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">156,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">171,935
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2016-RENT, Class D (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.067
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-10-29
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">420,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">415,352
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-485L, Class C (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.982
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-10-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">240,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">249,768
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-GC39, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.457
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-10-52
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">409,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">438,448
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-UPTN, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.751
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-10-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">192,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">192,084
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">HarborView Mortgage Loan Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2007-3,&#160;Class&#160;ES IO (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.350
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-19-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,986,077
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">61,129
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2007-4,&#160;Class&#160;ES IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.350
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-19-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">4,270,971
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">56,158
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2007-6,&#160;Class&#160;ES IO (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.343
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-19-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,821,856
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">53,609
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">IMT Trust<BR>
Series 2017-APTS, Class CFX (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.497
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-15-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">190,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">180,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Irvine Core Office Trust<BR>
Series 2013-IRV, Class A2 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.173
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">245,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">255,139
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMBB Commercial Mortgage Securities Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-C31, Class A3
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.801
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">360,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">402,229
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2016-C1, Class A4
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.311
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">115,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">126,485
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">JPMorgan Chase Commercial Mortgage Securities Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2012-HSBC, Class XA IO (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.431
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-05-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,611,977
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">61,523
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-JP1, Class A5
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.914
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">115,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">129,873
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-NNN, Class AFX (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.812
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-16-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">195,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">198,597
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">KNDL Mortgage Trust<BR>
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.525
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-15-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">140,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">136,586
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Morgan Stanley Capital I Trust<BR>
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.575
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">304,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">294,786
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">MSCG Trust<BR>
Series 2016-SNR, Class D (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">6.550
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">268,636
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">263,936
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Natixis Commercial Mortgage Securities Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-285M, Class D (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.790
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">100,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">99,720
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:31.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">15
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Commercial and residential (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-ALXA, Class C (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.316
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-15-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">175,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;width:13.08%;">$183,207
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">OBX Trust<BR>
Series 2020-EXP2, Class A3 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-25-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">317,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">322,273
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">One Market Plaza Trust<BR>
Series 2017-1MKT, Class D (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.146
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-10-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">190,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">195,086
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Seasoned Credit Risk Transfer Trust<BR>
Series 2020-2, Class MA
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-25-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">229,838
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">238,870
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Starwood Mortgage Residential Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-IMC1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.793
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-25-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">76,006
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">76,223
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.275
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">171,482
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">173,034
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Wells Fargo Commercial Mortgage Trust<BR>
Series 2017-SMP, Class D (1 month LIBOR + 1.650%) (C)(H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.825
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-34
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">120,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">97,151
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">WF-RBS Commercial Mortgage Trust<BR>
Series 2012-C9, Class XA IO (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.886
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,309,389
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">106,645
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">U.S. Government Agency 2.0%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.90pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">3,709,818
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Federal Home Loan Mortgage Corp.
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K017, Class X1 IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.286
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-25-21
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,300,921
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">40,236
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K018, Class X1 IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.289
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-25-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,945,455
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">39,448
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K021, Class X1 IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.413
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-25-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">882,129
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">18,291
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K022, Class X1 IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.190
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,543,241
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">64,999
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K040, Class A2
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.241
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-25-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">285,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">313,732
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series K718, Class X1 IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.602
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-25-22
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">15,008,288
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">91,656
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series KIR3, Class A1
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.038
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-25-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">575,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">632,431
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Government National Mortgage Association
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2012-114, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.772
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-16-53
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,123,698
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">41,064
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2016-174, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.863
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-16-56
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,764,472
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">112,729
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-109, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.599
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-16-57
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,321,516
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">106,790
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-124, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.666
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-16-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,606,219
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">138,399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-135, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.857
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-16-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,673,519
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">95,474
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-140, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.618
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-16-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,637,830
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">88,721
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-20, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.731
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-16-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,677,674
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">190,148
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-22, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.853
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-16-57
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,027,815
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:18.28pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">66,164
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-46, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.596
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-16-57
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,764,190
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">135,220
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-61, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.777
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-16-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,671,491
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">102,159
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-74, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.715
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-16-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,638,654
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">123,890
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-114, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.555
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-16-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">3,829,933
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">207,305
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-158, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.691
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-16-61
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,937,705
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">132,857
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-35, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.528
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-16-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,988,233
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">146,633
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-43, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.574
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-16-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">4,306,249
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">219,902
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-69, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.574
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-16-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,888,644
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">104,492
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-9, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.556
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-16-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">2,149,938
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">113,385
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-131, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.932
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-16-61
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,710,247
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">125,874
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:9.5pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-100, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.895
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-16-62
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,390,245
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">119,187
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-108, Class IO
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.947
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-16-62
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,588,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">138,632
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Asset backed securities 7.7% (5.2% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$14,504,856
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $14,257,118)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Asset backed securities 7.7%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">14,504,856
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Applebee's Funding LLC<BR>
Series 2019-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.194
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-07-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">440,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">378,290
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Arbys Funding LLC<BR>
Series 2020-1A, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.237
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-30-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">390,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">390,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Avis Budget Rental Car Funding AESOP LLC
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-3A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.360
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-20-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">330,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:0.75pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">330,503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.330
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-20-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">251,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:14.68pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">250,275
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">CARS-DB4 LP<BR>
Series 2020-1A, Class B1 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.170
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">249,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">243,698
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:24.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">16
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Asset backed securities (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">CF Hippolyta LLC<BR>
Series 2020-1, Class A1 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.690
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-15-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">330,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.08%;">$333,392
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">CLI Funding LLC<BR>
Series 2018-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.030
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-18-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">335,405
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">340,730
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">ContiMortgage Home Equity Loan Trust<BR>
Series 1995-2, Class A5
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">8.100
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">16,947
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">13,724
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">CWABS Asset-Backed Certificates Trust<BR>
Series 2004-10, Class AF5B
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.468
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-35
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">88,603
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">88,673
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">DB Master Finance LLC
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.629
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-20-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">117,300
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">121,126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-1A, Class A2II (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.030
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-20-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">166,175
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">176,375
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.787
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-20-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">861,490
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">892,092
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Domino's Pizza Master Issuer LLC<BR>
Series 2017-1A, Class A23 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.118
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">520,288
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">567,733
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Driven Brands Funding LLC<BR>
Series 2015-1A, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.216
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-20-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">509,588
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">530,904
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">FirstKey Homes Trust<BR>
Series 2020-SFR1, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.339
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">09-17-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">321,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">320,993
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Five Guys Funding LLC<BR>
Series 2017-1A, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">194,530
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">196,215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">FOCUS Brands Funding LLC<BR>
Series 2017-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.857
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-30-47
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">140,288
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">128,965
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Ford Credit Auto Owner Trust<BR>
Series 2020-1, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.040
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-31
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">390,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">403,651
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Ford Credit Floorplan Master Owner Trust<BR>
Series 2019-2, Class A
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.060
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">515,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">549,493
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">GMF Floorplan Owner Revolving Trust<BR>
Series 2019-2, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-15-26
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">485,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">520,281
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Golden Credit Card Trust<BR>
Series 2018-4A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.440
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">360,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">389,630
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Hilton Grand Vacations Trust<BR>
Series 2018-AA, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.540
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">85,102
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">89,098
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Hyundai Auto Receivables Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-B, Class A3
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.480
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-16-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">180,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">180,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-B, Class A4
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.620
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">153,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">153,204
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Jack in the Box Funding LLC
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-1A, Class A23 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.970
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">174,125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">183,037
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.982
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">174,125
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">178,940
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Laurel Road Prime Student Loan Trust<BR>
Series 2019-A, Class A2FX (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.730
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-25-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">100,983
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">104,193
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">MVW Owner Trust<BR>
Series 2018-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-21-36
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">204,828
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">212,612
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Navient Private Education Refi Loan Trust<BR>
Series 2019-FA, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.600
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">08-15-68
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">422,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">436,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">NRZ Excess Spread-Collateralized Notes
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-FNT1, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.610
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-25-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">193,810
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">193,619
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-FNT2, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.790
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-54
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">121,672
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">119,096
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-PLS1, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.193
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-25-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">85,101
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">85,533
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-PLS2, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.265
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-25-23
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">124,026
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">124,831
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Oxford Finance Funding LLC<BR>
Series 2019-1A, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.459
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-27
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">142,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">145,717
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Progress Residential Trust<BR>
Series 2020-SFR1, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">1.732
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-17-37
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">261,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">263,629
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Santander Revolving Auto Loan Trust<BR>
Series 2019-A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.510
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-26-32
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">406,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">421,506
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Sesac Finance LLC<BR>
Series 2019-1, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">5.216
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-49
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">326,700
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">343,950
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Sonic Capital LLC<BR>
Series 2020-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.845
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-20-50
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">276,842
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">294,723
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:39.5pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">17
</TD></TR></TABLE>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:15pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.50%;">Rate (%)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:5pt;padding-top:7.5pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.39%;">Maturity date
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Asset backed securities (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Sunbird Engine Finance LLC<BR>
Series 2020-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.671
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">246,958
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.08%;">$194,172
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Taco Bell Funding LLC<BR>
Series 2018-1A, Class A2I (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.318
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-25-48
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">465,905
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">480,348
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Towd Point Mortgage Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-1, Class A5 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.904
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-25-53
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">125,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">130,446
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2015-2, Class 1M2 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.732
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">11-25-60
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">300,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">316,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2017-2, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">04-25-57
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">68,052
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">69,460
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">01-25-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">139,308
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">144,243
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-3, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">05-25-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">219,407
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">236,335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-4, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">06-25-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">363,131
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">384,865
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2018-5, Class A1A (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">07-25-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">93,179
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">97,180
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-1, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.750
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-25-58
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">211,975
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">228,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2019-4, Class A1 (C)(G)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">2.900
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-25-59
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">290,409
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">307,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Toyota Auto Receivables Owner Trust
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:0.75pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:0.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-C, Class A3
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.440
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.75pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.75pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">200,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:0.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">200,243
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:5pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Series 2020-C, Class A4
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">0.570
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">10-15-25
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">151,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">151,382
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Triton Container Finance V LLC<BR>
Series 2018-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.950
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-20-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">272,167
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">272,365
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Vantage Data Centers Issuer LLC<BR>
Series 2018-1A, Class A2 (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">4.072
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">02-16-43
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">195,167
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">202,260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Westgate Resorts LLC<BR>
Series 2017-1A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">12-20-30
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">94,509
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">94,590
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Westlake Automobile Receivables Trust<BR>
Series 2019-1A, Class C (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.450
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-24
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">201,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">205,760
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Willis Engine Structured Trust V<BR>
Series 2020-A, Class A (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.50%;">3.228
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.39%;">03-15-45
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">121,153
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">91,373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:1pt;font-style:Normal;font-weight:Normal;line-height:4pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:separate;empty-cells:show;margin-top:9pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">Shares
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Common stocks 0.1% (0.1% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$238,480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $515,695)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Energy 0.1%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">238,480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" colspan="4">Oil, gas and consumable fuels 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-right:5pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:0.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Royal Dutch Shell PLC, ADR, Class A
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:0.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">8,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:4.94pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">238,480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-top:0.25pt SOLID #DAE6F3;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Preferred securities 1.0% (0.7% of Total investments)
</TD><TD
style="border-top:0.25pt SOLID #DAE6F3;line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-top:0.25pt SOLID #DAE6F3;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$1,951,985
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $1,985,427)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Consumer staples 0.3%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">512,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" colspan="5">Food products 0.3%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Ocean Spray Cranberries, Inc., 6.250% (C)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">6,250
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:1.94pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">512,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Financials 0.5%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">860,877
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" colspan="5">Banks 0.5%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">GMAC Capital Trust I (3 month LIBOR + 5.785%), 6.177% (H)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">24,985
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:1.94pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">601,389
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Wells Fargo &amp; Company, 7.500%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">192
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:1.94pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">259,488
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Information technology 0.1%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">287,509
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" colspan="5">Semiconductors and semiconductor equipment 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Broadcom, Inc., 8.000%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">252
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:1.94pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">287,509
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Utilities 0.1%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">291,099
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" colspan="5">Electric utilities 0.1%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">NextEra Energy, Inc., 5.279%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">4,050
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:1.94pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">196,182
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-top:1.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">The Southern Company, 6.750%
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;line-height:0pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">624
</TD><TD
style="border-bottom:0.25pt Solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:5.54pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">28,779
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:52.5pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">18
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">JOHN HANCOCK INCOME SECURITIES TRUST&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">QUARTERLY REPORT</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:0pt;padding-right:12pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:24.90%;">SEE NOTES TO FUND'S INVESTMENTS
</TD></TR></TABLE>
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</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
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style="margin-bottom:0pt;">
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style="width:100%;">
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style="background-color:#0756B1;height:27pt;width:90.59%;z-index:-1;" type="Block">
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style="margin-top:4pt;width:90.59%;" type="Block">
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<DIV
style="border:1pt solid black;width:84.37%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:7.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">Shares
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Utilities (continued)
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" colspan="5">Multi-utilities 0.0%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-bottom:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-top:1.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">Dominion Energy, Inc., 7.250%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:5pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">414
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.08%;">$43,052
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:0.25pt;padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:0.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" colspan="3">DTE Energy Company, 6.250%
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:0.25pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:5pt;padding-top:0.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">512
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:3.60pt;padding-right:4pt;padding-top:0.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">23,086
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:0.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:73.63%;" bgcolor="#E6E6E6" colspan="4">Warrants 0.0% (0.0% of Total investments)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$18,221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $0)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Stearns LLC (Expiration Date: 11-5-39) (F)(I)(J)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">11,628
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-left:6.60pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.08%;">18,221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:4pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:98.73%;" colspan="6">
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:1pt;font-style:Normal;font-weight:Normal;line-height:4pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:9pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:47.89%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:0.5pt;padding-right:3pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.03%;">Par value^
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:3pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:85.65%;" bgcolor="#E6E6E6" colspan="5">Short-term investments 0.6% (0.4% of Total investments)
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:3pt;padding-right:4pt;padding-top:1.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$1,070,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">(Cost $1,070,000)
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.08%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:47.89%;">Repurchase agreement 0.6%
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:7.5pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;line-height:0pt;padding-bottom:3pt;padding-right:3pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:12.03%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #0756B1;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:6.90pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,070,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:10pt;padding-right:5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:47.89%;">Repurchase Agreement with State Street Corp. dated 7-31-20 at 0.000% to be repurchased at $1,070,000 on
8-3-20, collateralized by $1,051,900 U.S. Treasury Notes, 1.625% due 11-15-22 (valued at $1,091,431)
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.50%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:11.39%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.03%;">1,070,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:7.5pt;font-size:7.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:10.5pt;line-height:10.5pt;padding-bottom:3pt;padding-left:9.29pt;padding-right:4pt;padding-top:1.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:13.08%;">1,070,000
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:separate;empty-cells:show;margin-top:9pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:medium double #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:2.25pt;padding-left:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" bgcolor="#E6E6E6" colspan="3">Total investments (Cost $263,713,638) 147.5%
</TD><TD
style="border-bottom:medium double #FFFFFC;line-height:0pt;padding-bottom:2.25pt;padding-right:5pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:0.84%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;line-height:0pt;padding-bottom:2.25pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:2.25pt;padding-left:0pt;padding-right:4pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$277,796,449
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:medium double #FFFFFC;border-top:3pt SOLID #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:2.25pt;padding-left:2pt;
padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" bgcolor="#E6E6E6" colspan="3">Other assets and liabilities, net (47.5%)
</TD><TD
style="border-bottom:medium double #FFFFFC;border-top:3pt SOLID #FFFFFC;line-height:0pt;padding-bottom:2.25pt;padding-right:5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:0.84%;"
bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;border-top:3pt SOLID #FFFFFC;line-height:0pt;padding-bottom:2.25pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;border-top:3pt SOLID #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:2.25pt;padding-left:0pt;
padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">(89,468,766)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:medium double #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:0.75pt;padding-left:2pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:72.78%;" bgcolor="#E6E6E6" colspan="3">Total net assets 100.0%
</TD><TD
style="border-bottom:medium double #FFFFFC;line-height:0pt;padding-bottom:0.75pt;padding-right:5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:0.84%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;line-height:0pt;padding-bottom:0.75pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:12.03%;" bgcolor="#E6E6E6">&#160;
</TD><TD
style="border-bottom:medium double #FFFFFC;color:#0756B1;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:0.75pt;padding-left:0pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.08%;" bgcolor="#E6E6E6">$188,327,683
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:9pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:100%;"
colspan="2">The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="2">^All par values are denominated in U.S. dollars unless otherwise indicated.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:1pt;padding-left:0pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:100%;" colspan="2">Security Abbreviations and Legend
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">ADR
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">American Depositary Receipt
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">CMT
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Constant Maturity Treasury
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">ICE
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Intercontinental Exchange
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">IO
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">LIBOR
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">London Interbank Offered Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">PIK
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">SOFR
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Secured Overnight Financing Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(A)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">All or a portion of this security is on loan as of 7-31-20, and is a component of the fund's leverage under the Liquidity Agreement.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(B)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">All or a portion of this security is pledged as collateral pursuant to the Liquidity Agreement. Total collateral value at 7-31-20 was $98,657,221. A portion of the securities pledged as collateral were
loaned pursuant to the Liquidity Agreement. The value of securities on loan amounted to $57,267,184.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(C)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">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 $81,890,906 or 43.5% of the fund's net assets as of 7-31-20.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(D)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(E)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Non-income producing - Issuer is in default.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(F)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(G)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate
shown is the current rate as of period end.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(H)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Variable rate obligation. The coupon rate shown represents the rate at period end.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(I)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Non-income producing security.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.89%;">(J)
</TD><TD
style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.74%;">Strike price and/or expiration date not available.
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-transform:none;">The fund had the following country
composition as a percentage of total investments on 7-31-20:</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:93.38%;">United States
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8.43pt;padding-right:2pt;padding-top:12pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">85.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:93.38%;">United Kingdom
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:12.27pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">4.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:93.38%;">Canada
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:12.27pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">1.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:93.38%;">Netherlands
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:12.27pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:93.38%;">France
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:12.27pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:93.38%;">Other countries
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:12.27pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">5.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:93.38%;">TOTAL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:3pt;padding-right:2pt;padding-top:1.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:6.62%;">100.0%
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:60pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:6pt;font-style:Normal;font-weight:Normal;line-height:9pt;padding-left:12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.90%;
">SEE NOTES TO FUND'S INVESTMENTS
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">QUARTERLY REPORT&#8195;<FONT
style="color:#D9D9D9;text-transform:none;">|</FONT><FONT
style="color:#000000;text-transform:none;">&#8195;</FONT><FONT
style="text-transform:none;">JOHN HANCOCK INCOME SECURITIES TRUST</FONT>
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">19
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="background-color:#0756B1;background-color:#0756B1;height:27pt;height:27pt;width:90.59%;z-index:-1;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="background-color:#0756B1;border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFC;font-family:Arial;font-size:14pt;font-style:Normal;font-weight:Normal;line-height:17pt;padding-left:16pt;padding-right:4.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:center;width:92.47%;">Notes to Fund's investments (unaudited)
</TD><TD
style="line-height:0pt;text-align:right;vertical-align:center;width:93.35%;">&#160;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:4pt;width:90.59%;" type="Block">
</DIV>
<DIV
style="border:1pt solid black;margin-top:17pt;width:84.37%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Security valuation.<FONT
style="font-weight:Normal;"> Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., 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.</FONT></DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">In order to value the securities,
the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. 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, including exchange-traded or closed-end funds, 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 price.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">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 market.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">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.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">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,
including registered investment companies. 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.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">The following is a summary of the
values by input classification of the fund's investments as of July 31, 2020, by major security category or type:</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-bottom:0.25pt solid #D9D9D9;border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:7.5pt;padding-right:3pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:44.30%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-left:3pt;padding-right:3pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">Total<BR>
value at<BR>
7-31-20
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-left:3pt;padding-right:3pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">Level 1<BR>
quoted<BR>
price
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-left:3pt;padding-right:3pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">Level 2<BR>
significant<BR>
observable<BR>
inputs
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-left:3pt;padding-right:2pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">Level 3<BR>
significant<BR>
unobservable<BR>
inputs
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:left;vertical-align:bottom;width:44.30%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;padding-bottom:1.5pt;padding-right:2pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Investments in securities:
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:2pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:44.30%;">Assets
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;line-height:0pt;padding-bottom:1.5pt;padding-right:2pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:13.92%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">U.S. Government and Agency obligations
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$39,256,348
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$39,256,348
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Foreign government obligations
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,431,614
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,431,614
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Corporate bonds
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">202,865,625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">202,865,625
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Municipal bonds
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">329,203
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">329,203
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Collateralized mortgage obligations
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">16,130,117
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">16,130,117
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Asset backed securities
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">14,504,856
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">14,504,856
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Common stocks
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">238,480
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$238,480
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Preferred securities
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,951,985
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,439,485
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">512,500
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:44.30%;">Warrants
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">18,221
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$18,221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:15pt;padding-right:3pt;
padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Short-term investments
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,070,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:3pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">1,070,000
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:Normal;line-height:10.5pt;padding-bottom:1.5pt;padding-left:17pt;padding-right:2pt;
padding-top:1.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.92%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:1pt;padding-right:3pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:44.30%;">Total investments in securities
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$277,796,449
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$1,677,965
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:3pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$276,100,263
</TD><TD
style="border-bottom:0.25pt solid #D9D9D9;color:#000000;font-family:Arial;font-size:7.5pt;font-style:Normal;font-weight:bold;line-height:10.5pt;padding-bottom:3pt;padding-left:3pt;padding-right:2pt;padding-top:1.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.92%;">$18,221
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">For additional information on the
fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.</DIV>
</DIV>
<DIV
style="margin-top:148pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:97.75%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#0756B1;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:2.68%;">20
</TD><TD
style="color:#0756B1;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;
width:72.41%;">&#8195;<FONT
style="color:#D9D9D9;">|</FONT><FONT
style="color:#000000;">&#8195;</FONT>
</TD><TD
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