<SEC-DOCUMENT>0001752724-22-234084.txt : 20221025
<SEC-HEADER>0001752724-22-234084.hdr.sgml : 20221025
<ACCEPTANCE-DATETIME>20221025083613
ACCESSION NUMBER:		0001752724-22-234084
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		4
CONFORMED PERIOD OF REPORT:	20220831
FILED AS OF DATE:		20221025
DATE AS OF CHANGE:		20221025
PERIOD START:           	20221130

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			MFS GOVERNMENT MARKETS INCOME TRUST
		CENTRAL INDEX KEY:			0000811922
		IRS NUMBER:				046565627
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1130

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05078
		FILM NUMBER:		221327275

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

	MAIL ADDRESS:	
		STREET 1:		111 HUNTINGTON AVENUE
		STREET 2:		24TH FLOOR
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02199
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
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      <repPdDate>2022-08-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <totAssets>132671550.25</totAssets>
      <totLiabs>12691541.39</totLiabs>
      <netAssets>119980008.86</netAssets>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Becton Dickinson and Co</name>
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      <invstOrSec>
        <name>SHINHAN BANK</name>
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        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>ACREC 2021-FL1 Ltd</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31414CRZ3</cusip>
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        <name>PFP III</name>
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        <name>FHLMC Multifamily WI Certificates</name>
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        <name>Freddie Mac</name>
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        <name>Government National Mortgage Association</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>United States Treasury</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38378CP92</cusip>
        <identifiers>
          <isin value="US38378CP927"/>
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        <balance>47321.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47420.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140E0X91</cusip>
        <identifiers>
          <isin value="US3140E0X911"/>
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        <balance>115290.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115393.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arbor Realty Collateralized Loan Obligation Ltd</name>
        <lei>N/A</lei>
        <title>Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd</title>
        <cusip>03880KAC8</cusip>
        <identifiers>
          <isin value="US03880KAC80"/>
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        <balance>374500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>356126.28000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2021-B24 Mortgage Trust</title>
        <cusip>08163CBE8</cusip>
        <identifiers>
          <isin value="US08163CBE84"/>
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        <balance>1171246.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76379.81000000</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>2054-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.27000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31371LDH9</cusip>
        <identifiers>
          <isin value="US31371LDH96"/>
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        <balance>157724.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166652.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EBJ8</cusip>
        <identifiers>
          <isin value="US31418EBJ82"/>
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        <balance>481079.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423918.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WDKV2</cusip>
        <identifiers>
          <isin value="US3138WDKV23"/>
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        <balance>59609.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59478.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MONTEFIORE OBLIGATED GRP</name>
        <lei>N/A</lei>
        <title>Montefiore Obligated Group</title>
        <cusip>61237WAF3</cusip>
        <identifiers>
          <isin value="US61237WAF32"/>
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        <balance>614000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616483.08000000</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>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>GSK CONSUMER HEALTHCARE</name>
        <lei>549300N8C3A3L0UVQB07</lei>
        <title>GSK Consumer Healthcare Capital US LLC</title>
        <cusip>36264FAD3</cusip>
        <identifiers>
          <isin value="US36264FAD33"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222918.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>AREIT CRE Trust</name>
        <lei>N/A</lei>
        <title>AREIT 2022-CRE6 Trust</title>
        <cusip>04002VAC5</cusip>
        <identifiers>
          <isin value="US04002VAC54"/>
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        <balance>512000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491520.00000000</valUSD>
        <pctVal>0.409668247794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66000000</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>Toledo Hospital/The</name>
        <lei>5493009DCR7NWV6K4T34</lei>
        <title>Toledo Hospital/The</title>
        <cusip>889184AD9</cusip>
        <identifiers>
          <isin value="US889184AD90"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171451.09000000</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>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140F5BK8</cusip>
        <identifiers>
          <isin value="US3140F5BK88"/>
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        <balance>28047.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26867.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAUDI ARABIAN OIL CO</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>Saudi Arabian Oil Co</title>
        <cusip>80414L2H7</cusip>
        <identifiers>
          <isin value="US80414L2H78"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282643.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.63000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128M9T51</cusip>
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          <isin value="US3128M9T510"/>
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        <balance>67098.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67219.59000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREEPORT INDONESIA PT</name>
        <lei>549300T4HTQHRKLNE619</lei>
        <title>Freeport Indonesia PT</title>
        <cusip>69377FAB2</cusip>
        <identifiers>
          <isin value="US69377FAB22"/>
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        <balance>451000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>417066.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.32000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31410LDU3</cusip>
        <identifiers>
          <isin value="US31410LDU35"/>
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        <balance>24837.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25347.07000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H022697</cusip>
        <identifiers>
          <isin value="US21H0226975"/>
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        <balance>461596.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>420575.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179NF78</cusip>
        <identifiers>
          <isin value="US36179NF788"/>
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        <balance>476669.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>467566.87000000</valUSD>
        <pctVal>0.389703980223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-06-20</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3137FMVC32"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>JBS USA/FOOD/FINANCE</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc</title>
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        <identifiers>
          <isin value="US46590XAF33"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31417G5A0</cusip>
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          <isin value="US31417G5A00"/>
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        <balance>40053.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38984.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133KYWE5</cusip>
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          <isin value="US3133KYWE57"/>
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        <balance>265178.22000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AFZS6</cusip>
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          <isin value="US3136AFZS68"/>
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        <balance>101972.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>101917.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31410LK35</cusip>
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          <isin value="US31410LK356"/>
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        <balance>47903.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47951.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WH6K3</cusip>
        <identifiers>
          <isin value="US3138WH6K34"/>
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        <balance>62130.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55713.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
        <lei>N/A</lei>
        <title>BBCMS Trust 2021-C10</title>
        <cusip>05551VBK8</cusip>
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          <isin value="US05551VBK89"/>
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        <balance>1181393.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91625.12000000</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>2054-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.42000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31384WLN8</cusip>
        <identifiers>
          <isin value="US31384WLN82"/>
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        <balance>14994.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15713.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XDY67</cusip>
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          <isin value="US3140XDY671"/>
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        <balance>190655.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>171002.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300REQJRID6TODX95</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2018-C48</title>
        <cusip>95001RAY5</cusip>
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          <isin value="US95001RAY53"/>
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        <balance>904928.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41113.88000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
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          <annualizedRt>1.12000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31417AYH6</cusip>
        <identifiers>
          <isin value="US31417AYH66"/>
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        <balance>69106.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69168.16000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GJT76"/>
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        <balance>750000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
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      <invstOrSec>
        <name>Time Warner Cable LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
        <cusip>88732JBD9</cusip>
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          <isin value="US88732JBD90"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F042699</cusip>
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          <isin value="US01F0426993"/>
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        <balance>350000.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TB4</cusip>
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          <isin value="US912810TB44"/>
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        <balance>1090500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794105.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.88000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140MHS34</cusip>
        <identifiers>
          <isin value="US3140MHS347"/>
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        <balance>260244.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233431.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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          <isin value="US912810RK60"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-01-01</maturityDt>
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      <invstOrSec>
        <name>Sales Tax Securitization Corp</name>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.41000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31403UHG9</cusip>
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          <isin value="US31403UHG94"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128M7PU4</cusip>
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          <isin value="US3128M7PU48"/>
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        <balance>42468.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43398.07000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>TENCENT HOLDINGS LTD</name>
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        <title>Tencent Holdings Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Michigan Finance Authority</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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          <isin value="US3136AQVJ60"/>
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        <name>Freddie Mac</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>UNITED MEXICAN STATES</name>
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        <title>Mexico Government International Bond</title>
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        <invCountry>MX</invCountry>
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        <name>Equate Petrochemical BV</name>
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        <title>Equate Petrochemical BV</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418ECH1</cusip>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
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      <invstOrSec>
        <name>Syracuse Industrial Development Agency</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
        <lei>N/A</lei>
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          <isin value="US05493EAZ51"/>
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        <valUSD>95952.12000000</valUSD>
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        <name>T-MOBILE USA INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X8ZU4</cusip>
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          <isin value="US3140X8ZU47"/>
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        <balance>21159.37000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128MJWU0</cusip>
        <identifiers>
          <isin value="US3128MJWU02"/>
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        <balance>138566.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>131163.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>TARGA RESOURCES CORP</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>Targa Resources Corp</title>
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          <isin value="US87612GAB77"/>
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        <balance>109000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2040-12-15</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Arbor Realty Collateralized Loan Obligation Ltd</name>
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        <title>Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US31411VC319"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae I Pool</title>
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          <isin value="US36225B2U10"/>
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        <name>CROWN CASTLE INC</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H040699</cusip>
        <identifiers>
          <isin value="US21H0406999"/>
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        <balance>544799.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536839.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AMNZ8</cusip>
        <identifiers>
          <isin value="US3136AMNZ80"/>
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        <balance>58788.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58016.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31405VJP3</cusip>
        <identifiers>
          <isin value="US31405VJP31"/>
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        <balance>46230.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48612.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F0526A5</cusip>
        <identifiers>
          <isin value="US01F0526A56"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153017.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae I Pool</title>
        <cusip>36200MQ48</cusip>
        <identifiers>
          <isin value="US36200MQ484"/>
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        <balance>274768.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294802.59000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418ECY4</cusip>
        <identifiers>
          <isin value="US31418ECY41"/>
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        <balance>417376.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367802.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H3EZ1</cusip>
        <identifiers>
          <isin value="US3137H3EZ17"/>
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        <balance>808717.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50873.31000000</valUSD>
        <pctVal>0.042401488784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.96000000</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 CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891ABE6</cusip>
        <identifiers>
          <isin value="US44891ABE64"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114100.86000000</valUSD>
        <pctVal>0.095099892960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128M6NG9</cusip>
        <identifiers>
          <isin value="US3128M6NG98"/>
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        <balance>15442.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16366.93000000</valUSD>
        <pctVal>0.013641380889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust Series 2019-2</title>
        <cusip>35563PKJ7</cusip>
        <identifiers>
          <isin value="US35563PKJ74"/>
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        <balance>105173.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101142.18000000</valUSD>
        <pctVal>0.084299193641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>LABORATORY CORP OF AMER</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corp of America Holdings</title>
        <cusip>50540RAS1</cusip>
        <identifiers>
          <isin value="US50540RAS13"/>
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        <balance>106000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96141.34000000</valUSD>
        <pctVal>0.080131132605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F052698</cusip>
        <identifiers>
          <isin value="US01F0526982"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>153375.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138ER5E6</cusip>
        <identifiers>
          <isin value="US3138ER5E63"/>
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        <balance>270911.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271152.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
        <title>Howard University</title>
        <cusip>442851AD3</cusip>
        <identifiers>
          <isin value="US442851AD33"/>
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        <balance>28000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27952.87000000</valUSD>
        <pctVal>0.023297939603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137BNPS7</cusip>
        <identifiers>
          <isin value="US3137BNPS76"/>
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        <balance>144486.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139570.94000000</valUSD>
        <pctVal>0.116328496160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31371LTU3</cusip>
        <identifiers>
          <isin value="US31371LTU34"/>
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        <balance>123601.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130727.04000000</valUSD>
        <pctVal>0.108957351513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175AY0</cusip>
        <identifiers>
          <isin value="US161175AY09"/>
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        <balance>242000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241170.50000000</valUSD>
        <pctVal>0.201008903309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.91000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H032696</cusip>
        <identifiers>
          <isin value="US21H0326965"/>
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        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROMANIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31385JJC3</cusip>
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          <isin value="US31385JJC36"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138X13A2</cusip>
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          <isin value="US3138X13A21"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F9Z38</cusip>
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          <isin value="US3137F9Z382"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.03000000</annualizedRt>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2021-BNK31</title>
        <cusip>06541ABM1</cusip>
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          <isin value="US06541ABM18"/>
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        <balance>1524231.74000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.44000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138A2AX7</cusip>
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          <isin value="US3138A2AX74"/>
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        <balance>83510.02000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2021-B23 Mortgage Trust</title>
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        <balance>1980136.75000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
          <annualizedRt>1.38000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140L1Y58</cusip>
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        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138EQ5E8</cusip>
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        <balance>98282.50000000</balance>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>ReadyCap Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Ready Capital Mortgage Financing 2021-FL7 LLC</title>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828WJ5</cusip>
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          <isin value="US912828WJ58"/>
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        <balance>2955000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H042695</cusip>
        <identifiers>
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        <balance>475000.00000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-21</maturityDt>
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        <name>Power Finance Corp Ltd</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>Fannie Mae</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>Freddie Mac</name>
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        <name>WALT DISNEY COMPANY/THE</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>Government National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corp</name>
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        <name>United States Treasury</name>
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        <name>Fannie Mae</name>
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        <name>Massachusetts Educational Financing Authority</name>
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        <name>Fannie Mae</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>Chicago Board of Trade</name>
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        <name>Golden State Tobacco Securitization Corp</name>
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        <name>Small Business Administration Participation Certs</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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        <balance>635399.03000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
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          <other otherDesc="Bloomberg Identifier" value="BBG014ZV7D52"/>
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        <balance>-69.00000000</balance>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <indexName>CBOT 2 Year US Treasury Note Futures</indexName>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36179WLP13"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANCO DEL ESTADO -CHILE</name>
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        <title>Banco del Estado de Chile</title>
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          <isin value="US05965MAG87"/>
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        <curCd>USD</curCd>
        <valUSD>228789.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X5XN8</cusip>
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          <isin value="US3140X5XN82"/>
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        <balance>100034.02000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3132L5AD5</cusip>
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          <isin value="US3132L5AD59"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust Series 2019-4</title>
        <cusip>35563PMN6</cusip>
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          <isin value="US35563PMN68"/>
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        <balance>154937.73000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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        <cusip>35563PLK3</cusip>
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          <isin value="US35563PLK39"/>
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        <balance>132933.01000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137BYPS3</cusip>
        <identifiers>
          <isin value="US3137BYPS32"/>
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        <curCd>USD</curCd>
        <valUSD>35943.87000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128LXDA5</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>BOEING CO</name>
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        <title>Boeing Co/The</title>
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          <isin value="US097023DE26"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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          <isin value="US3128M6WA28"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140M9DA2</cusip>
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          <isin value="US3140M9DA23"/>
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        <balance>3062780.48000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US912828B667"/>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WD3L3</cusip>
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        <balance>234829.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>229589.15000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FUZZ0</cusip>
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        <balance>612877.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64866.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <balance>98968.59000000</balance>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US3138ERCZ17"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>City of Chicago IL</name>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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          <isin value="US3137FYUL87"/>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2021-B28 Mortgage Trust</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BAT Capital Corp</name>
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        <title>BAT Capital Corp</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <balance>83452.98000000</balance>
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        <name>BXMT Ltd</name>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae II Pool</title>
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        <balance>22091.64000000</balance>
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      <invstOrSec>
        <name>LIBERTY MUTUAL GROUP INC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <balance>321805.03000000</balance>
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        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>COMISION FEDERAL DE ELEC</name>
        <lei>4469000001BFPONMPF32</lei>
        <title>Comision Federal de Electricidad</title>
        <cusip>200447AH3</cusip>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>HSBC Bank USA N.A.</name>
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        <name>Government National Mortgage Association</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <isin value="US36179RBW88"/>
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        <balance>131952.02000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BSPDF 2021-FL1 Issuer Ltd</name>
        <lei>N/A</lei>
        <title>BSPDF 2021-FL1 Issuer Ltd</title>
        <cusip>055731AA1</cusip>
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          <isin value="US055731AA16"/>
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        <balance>200500.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US3138EKBW42"/>
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        <balance>81827.14000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands Inc</title>
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          <isin value="US21036PBC14"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <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>4.65000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418CMG6</cusip>
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          <isin value="US31418CMG68"/>
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        <balance>188228.13000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31410KQ64</cusip>
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          <isin value="US31410KQ645"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136A5C38</cusip>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QPKC0</cusip>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H4BT6</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QKQL5</cusip>
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        <balance>87395.93000000</balance>
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        <name>MFS Institutional Money Market Portfolio</name>
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        <name>Government National Mortgage Association</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>United States Treasury</name>
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        <title>United States Treasury Note/Bond</title>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H13T1</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810PT9</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-15</maturityDt>
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        <name>ERAC USA Finance LLC</name>
        <lei>LTKX5ODQW6Z7BQ2K1V47</lei>
        <title>ERAC USA Finance LLC</title>
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        <name>UnitedHealth Group Inc</name>
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        <title>UnitedHealth Group Inc</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US3138EHGM85"/>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac Pool</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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          <isin value="US36202ESB64"/>
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        <balance>18966.90000000</balance>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31409WVY4</cusip>
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        <balance>12899.84000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LAD Auto Receivables Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>United States Treasury</name>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CCF68"/>
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        <name>DISCOVERY COMMUNICATIONS</name>
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        <title>Discovery Communications LLC</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31411JUS3</cusip>
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        <balance>6506.49000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>VISTRA OPERATIONS CO LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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        <name>Government National Mortgage Association</name>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>KEURIG DR PEPPER INC</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>Keurig Dr Pepper Inc</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>United States Treasury</name>
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          <isin value="US912810PW27"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <cusip>3138WEVB2</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LoanCore 2021-CRE5 Issuer, Ltd</name>
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        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Chicago Board of Trade</name>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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          <isin value="US61691RAF38"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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          <isin value="US3138W9A755"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H4SM3</cusip>
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          <isin value="US3137H4SM31"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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          <isin value="US21H0506A54"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae II Pool</title>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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        <balance>224444.60000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136ACPT2</cusip>
        <identifiers>
          <isin value="US3136ACPT21"/>
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        <balance>202487.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190764.48000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT OF BERMUDA</name>
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        <title>Bermuda Government International Bond</title>
        <cusip>085209AJ3</cusip>
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          <isin value="US085209AJ33"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F62R7</cusip>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
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        <title>United States Small Business Administration</title>
        <cusip>83162CVH3</cusip>
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        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F4X98</cusip>
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          <isin value="US3137F4X982"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140MPWM9</cusip>
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          <isin value="US3140MPWM99"/>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810FG8</cusip>
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          <isin value="US912810FG86"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53304.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810QZ4</cusip>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828YF1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae</title>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-01</maturityDt>
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      <invstOrSec>
        <name>LoanCore 2021-CRE6 Issuer, Ltd.</name>
        <lei>N/A</lei>
        <title>LoanCore 2021-CRE6 Issuer Ltd</title>
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        <identifiers>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Gilead Sciences Inc</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
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          <isin value="US375558BA09"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WEEL9</cusip>
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          <isin value="US3138WEEL97"/>
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        <balance>30003.93000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <curCd>USD</curCd>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
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        <balance>37877.09000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <name>United States Treasury</name>
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        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
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        <debtSec>
          <maturityDt>2054-09-15</maturityDt>
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        <name>HUNGARY</name>
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        <title>Hungary Government International Bond</title>
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        <curCd>USD</curCd>
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        <invCountry>HU</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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        <issuerCat>USGA</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DWB85</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810QC5</cusip>
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          <isin value="US912810QC53"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XFM73</cusip>
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          <isin value="US3140XFM739"/>
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        <balance>319082.58000000</balance>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>Antonio B Won Pat International Airport Authority</name>
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        <title>GUAM INTERNATIONAL ARPT AUTH</title>
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      <invstOrSec>
        <name>Bank</name>
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          <maturityDt>2054-04-15</maturityDt>
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      <invstOrSec>
        <name>DUA CAPITAL LTD</name>
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        <title>Dua Capital Ltd</title>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AWFW2</cusip>
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        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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        <balance>10242.87000000</balance>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FPHM0</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.27000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US31419ANB97"/>
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        <balance>96579.51000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <title>Freddie Mac Pool</title>
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          <isin value="US3133BB3C19"/>
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        <balance>60155.56000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FBTA4</cusip>
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          <isin value="US3137FBTA49"/>
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        <curCd>USD</curCd>
        <valUSD>472585.97000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QN7M8</cusip>
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          <isin value="US3140QN7M86"/>
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        <balance>74350.74000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EXPORT-IMPORT BK INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>Export-Import Bank of India</title>
        <cusip>30216JAF2</cusip>
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          <isin value="US30216JAF21"/>
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        <balance>317000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258317.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UAE INT'L GOVT BOND</name>
        <lei>N/A</lei>
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          <isin value="US31424EAE23"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>421580.00000000</valUSD>
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        <invCountry>AE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>312941LZ8</cusip>
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          <isin value="US312941LZ80"/>
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        <balance>19619.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19939.91000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>IMPERIAL BRANDS FIN PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance PLC</title>
        <cusip>45262BAF0</cusip>
        <identifiers>
          <isin value="US45262BAF04"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203021.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H5DT1</cusip>
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          <isin value="US3137H5DT14"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.60000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128MJW55</cusip>
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          <isin value="US3128MJW555"/>
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        <balance>298922.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>289747.81000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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          <isin value="US46647PCC86"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58000000</annualizedRt>
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      <invstOrSec>
        <name>MF1 Multifamily Housing Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Loan Trust</title>
        <cusip>55282XAE0</cusip>
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          <isin value="US55282XAE04"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>3.86000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>31297V6E3</cusip>
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          <isin value="US31297V6E34"/>
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        <balance>19671.10000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
        <title>United States Small Business Administration</title>
        <cusip>83162CVU4</cusip>
        <identifiers>
          <isin value="US83162CVU43"/>
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        <balance>114197.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112873.28000000</valUSD>
        <pctVal>0.094076739177</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31407CRE9</cusip>
        <identifiers>
          <isin value="US31407CRE92"/>
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        <balance>8075.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8358.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2021-B27 Mortgage Trust</title>
        <cusip>08163HAG3</cusip>
        <identifiers>
          <isin value="US08163HAG39"/>
        </identifiers>
        <balance>1458587.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111642.35000000</valUSD>
        <pctVal>0.093050793261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust Series 2022-1</title>
        <cusip>35563P7E3</cusip>
        <identifiers>
          <isin value="US35563P7E36"/>
        </identifiers>
        <balance>171790.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161469.09000000</valUSD>
        <pctVal>0.134579995062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31417F3J5</cusip>
        <identifiers>
          <isin value="US31417F3J54"/>
        </identifiers>
        <balance>204031.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198588.18000000</valUSD>
        <pctVal>0.165517724066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
        <cusip>30231GBM3</cusip>
        <identifiers>
          <isin value="US30231GBM33"/>
        </identifiers>
        <balance>714000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589205.39000000</valUSD>
        <pctVal>0.491086303125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</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>CNH INDUSTRIAL CAP LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH Industrial Capital LLC</title>
        <cusip>12592BAJ3</cusip>
        <identifiers>
          <isin value="US12592BAJ35"/>
        </identifiers>
        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621933.24000000</valUSD>
        <pctVal>0.518364055736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EB82</cusip>
        <identifiers>
          <isin value="US31418EB825"/>
        </identifiers>
        <balance>1147084.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987486.13000000</valUSD>
        <pctVal>0.823042221268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>Pacific Gas and Electric Co</title>
        <cusip>694308KF3</cusip>
        <identifiers>
          <isin value="US694308KF34"/>
        </identifiers>
        <balance>357000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350947.90000000</valUSD>
        <pctVal>0.292505312622</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>5.45000000</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>HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
        <title>Howard University</title>
        <cusip>442851AF8</cusip>
        <identifiers>
          <isin value="US442851AF80"/>
        </identifiers>
        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31508.19000000</valUSD>
        <pctVal>0.026261199927</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>2.42000000</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>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAV1</cusip>
        <identifiers>
          <isin value="US80413TAV17"/>
        </identifiers>
        <balance>309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265074.41000000</valUSD>
        <pctVal>0.220932147379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>FHLMC Multifamily Structured Pass Through Certs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FNX70</cusip>
        <identifiers>
          <isin value="US3137FNX709"/>
        </identifiers>
        <balance>1258808.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77215.97000000</valUSD>
        <pctVal>0.064357363142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.22000000</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>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-DC1 Mortgage Trust</title>
        <cusip>12629NAF2</cusip>
        <identifiers>
          <isin value="US12629NAF24"/>
        </identifiers>
        <balance>177000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171902.36000000</valUSD>
        <pctVal>0.143275835394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Gold Pool</title>
        <cusip>3128M9LS9</cusip>
        <identifiers>
          <isin value="US3128M9LS93"/>
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        <balance>94658.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92630.82000000</valUSD>
        <pctVal>0.077205211834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137B0CN2</cusip>
        <identifiers>
          <isin value="US3137B0CN27"/>
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        <balance>139612.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138254.21000000</valUSD>
        <pctVal>0.115231038331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>CONSERVATION FUND</name>
        <lei>N/A</lei>
        <title>Conservation Fund A Nonprofit Corp/The</title>
        <cusip>20848FAA8</cusip>
        <identifiers>
          <isin value="US20848FAA84"/>
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        <balance>159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143728.70000000</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>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47000000</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>Small Business Administration Participation Certs</name>
        <lei>N/A</lei>
        <title>United States Small Business Administration</title>
        <cusip>83162CNU3</cusip>
        <identifiers>
          <isin value="US83162CNU35"/>
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        <balance>11552.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11477.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.52000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138ABYR4</cusip>
        <identifiers>
          <isin value="US3138ABYR47"/>
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        <balance>48725.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49729.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38375GBQ3</cusip>
        <identifiers>
          <isin value="US38375GBQ38"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18264.57000000</valUSD>
        <pctVal>0.015223011044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-09-27</ncom:dateSigned>
      <ncom:nameOfApplicant>MFS GOVERNMENT MARKETS INCOME TRUST</ncom:nameOfApplicant>
      <ncom:signature>Kasey Phillips</ncom:signature>
      <ncom:signerName>Kasey Phillips</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
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style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Portfolio of Investments is a
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style="border-collapse:separate;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
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style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
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</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
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style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
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style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
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style="border-bottom:0.5pt solid #999999;border-top:0.5pt SOLID #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;
padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; 104.5%
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style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; 98.1%
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text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Aerospace &amp; Defense &#8211; 0.6%
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style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Boeing Co., 1.433%,&#8201;2/04/2024
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style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">750,000
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style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">718,994</FONT>
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style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Asset-Backed &amp; Securitized &#8211; 5.4%
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<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">3650R Commercial Mortgage Trust, 2021-PF1, &#8220;XA&#8221;, 1.144%,&#8201;11/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,178,160
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">74,461</FONT>
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<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ACREC 2021-FL1 Ltd., &#8220;AS&#8221;, FLR, 3.877% (LIBOR - 1mo. + 1.5%), 10/16/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">323,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">311,764
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Arbor Realty Trust, Inc., CLO, 2021-FL1, &#8220;B&#8221;, FLR, 3.891% (LIBOR - 1mo. + 1.5%), 12/15/2035 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">175,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">165,738
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Arbor Realty Trust, Inc., CLO, 2021-FL3, &#8220;AS&#8221;, FLR, 3.791% (LIBOR - 1mo. + 1.4%), 8/15/2034 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">374,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">356,126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">AREIT 2022-CRE6 Trust, &#8220;AS&#8221;, FLR, 3.657% (SOFR - 30 day + 1.65%), 11/17/2024 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">512,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">491,520
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BBCMS Mortgage Trust, 2021-C10, &#8220;XA&#8221;, 1.424%,&#8201;7/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,181,394
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">91,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BBCMS Mortgage Trust, 2021-C9, &#8220;XA&#8221;, 1.754%,&#8201;2/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">990,137
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">95,952
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B23 Mortgage Trust, &#8220;XA&#8221;, 1.38%,&#8201;2/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,980,137
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">143,296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B24 Mortgage Trust, &#8220;XA&#8221;, 1.27%,&#8201;3/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,171,247
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">76,380
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B26 Mortgage Trust, &#8220;XA&#8221;, 0.998%,&#8201;6/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,597,426
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">84,117
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B27 Mortgage Trust, &#8220;XA&#8221;, 1.384%,&#8201;7/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,458,588
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">111,642
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B28 Mortgage Trust, &#8220;XA&#8221;, 1.398%,&#8201;8/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,211,374
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">171,543
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Benchmark 2021-B29 Mortgage Trust, &#8220;XA&#8221;, 1.155%,&#8201;9/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,894,256
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">112,581
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BSPDF 2021-FL1 Issuer Ltd., &#8220;A&#8221;, FLR, 3.591% (LIBOR - 1mo. + 1.2%), 10/15/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">200,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">195,210
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BSPDF 2021-FL1 Issuer Ltd., &#8220;AS&#8221;, FLR, 3.871% (LIBOR - 1mo. + 1.48%), 10/15/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">253,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">244,922
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">BXMT 2021-FL4 Ltd., &#8220;AS&#8221;, FLR, 3.299% (LIBOR - 1mo. + 1.3%), 5/15/2038 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">345,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">337,767
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Capital Automotive, 2020-1A, &#8220;A4&#8221;, REIT, 3.19%,&#8201;2/15/2050 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">99,396
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">94,009
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Citigroup Commercial Mortgage Trust, 2019-XA, &#8220;C7&#8221;, 0.997%,&#8201;12/15/2072 (i)(n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,429,276
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">67,819
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Commercial Mortgage Pass-Through Certificates, 2021-BN31, &#8220;XA&#8221;, 1.435%,&#8201;2/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,524,232
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">122,516
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Commercial Mortgage Pass-Through Certificates, 2021-BN32, &#8220;XA&#8221;, 0.889%,&#8201;4/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">997,409
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">46,443
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Commercial Mortgage Pass-Through Certificates, 2021-BN35, &#8220;XA&#8221;, 1.154%,&#8201;6/15/2064 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">995,466
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">63,299
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Commercial Mortgage Trust, 2015-DC1, &#8220;A5&#8221;, 3.35%,&#8201;2/10/2048
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">177,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">171,902
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">LAD Auto Receivables Trust, 2022-1A, &#8220;A&#8221;, 5.21%,&#8201;6/15/2027 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">147,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">146,643
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">LoanCore 2021-CRE5 Ltd., &#8220;AS&#8221;, FLR, 4.141% (LIBOR - 1mo. + 1.75%), 7/15/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">283,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">272,617
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">LoanCore 2021-CRE6 Ltd., &#8220;AS&#8221;, FLR, 4.041% (LIBOR - 1mo. + 1.65%), 11/15/2038 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">500,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">479,834
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Madison Park Funding Ltd., 2014-13A, &#8220;BR2&#8221;, FLR, 4.238% (LIBOR - 3mo. + 1.5%), 4/19/2030 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">452,738
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">441,840
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MF1 2021-FL5 Ltd., &#8220;AS&#8221;, FLR, 3.611% (LIBOR - 1mo. + 1.2%), 7/15/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">173,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">169,086
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MF1 2021-FL5 Ltd., &#8220;B&#8221;, FLR, 3.861% (LIBOR - 1mo. + 1.45%), 7/15/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">279,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">273,967
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley Capital I Trust, 2018-H4, &#8220;XA&#8221;, 1.001%,&#8201;12/15/2051 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,625,414
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">63,596
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley Capital I Trust, 2021-L5, &#8220;XA&#8221;, 1.421%,&#8201;5/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">737,706
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">55,523
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley Capital I Trust, 2021-L6, &#8220;XA&#8221;, 1.347%,&#8201;6/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,146,937
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">78,118
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley Capital I Trust, 2021-L7, &#8220;XA&#8221;, 1.217%,&#8201;10/15/2054 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,371,981
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">217,809
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">PFP III 2021-7 Ltd., &#8220;AS&#8221;, FLR, 3.541% (LIBOR - 1mo. + 1.15%), 4/14/2038 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">311,484
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">296,772
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ReadyCap Commercial Mortgage Trust, 2021-FL7, &#8220;A&#8221;, FLR, 3.643% (LIBOR - 1mo. + 1.2%), 11/25/2036 (z)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">219,498
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">213,866
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ReadyCap Commercial Mortgage Trust, 2021-FL7, &#8220;AS&#8221;, FLR, 3.944% (LIBOR - 1mo. + 1.5%), 11/25/2036 (z)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">100,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">96,994
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Wells Fargo Commercial Mortgage Trust, 2018-C48, &#8220;XA&#8221;, 1.119%,&#8201;1/15/2052 (i)(n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">904,928
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">41,114
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>6,478,411
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Automotive &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Hyundai Capital America, 2.85%,&#8201;11/01/2022 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">233,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">232,626</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Hyundai Capital America, 2.375%,&#8201;2/10/2023 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">115,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">114,101
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>346,727
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Broadcasting &#8211; 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Discovery, Inc., 4.65%,&#8201;5/15/2050
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">229,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">173,970</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Magallanes, Inc., 4.279%,&#8201;3/15/2032 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">379,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">330,236
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Walt Disney Co., 3.5%,&#8201;5/13/2040
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">612,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">521,457
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>1,025,663
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:38.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">1</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Cable TV &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.908%,&#8201;7/23/2025
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">242,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">241,170</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Time Warner Cable, Inc., 4.5%,&#8201;9/15/2042
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">100,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">75,585
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>316,755
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Consumer Products &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">GSK Consumer Healthcare Capital US LLC, 3.625%,&#8201;3/24/2032 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">250,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">222,918</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Consumer Services &#8211; 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Conservation Fund, 3.474%,&#8201;12/15/2029
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">159,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">143,729</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Electronics &#8211; 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Broadcom, Inc., 3.187%,&#8201;11/15/2036 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">750,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">557,390</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Energy - Integrated &#8211; 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Exxon Mobil Corp., 3.452%,&#8201;4/15/2051
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">714,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">589,205</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Food &amp; Beverages &#8211; 2.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Constellation Brands, Inc., 4.65%,&#8201;11/15/2028
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,500,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;">1,487,896</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%,&#8201;2/02/2029 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">488,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">424,123
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Keurig Dr Pepper, Inc., 3.8%,&#8201;5/01/2050
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">650,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">505,431
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Tyson Foods, Inc., 5.15%,&#8201;8/15/2044
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">38,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">37,111
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>2,454,561
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Industrial &#8211; 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Howard University, Washington D.C., 2.738%,&#8201;10/01/2022
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">28,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">27,953</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Howard University, Washington D.C., 2.801%,&#8201;10/01/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">31,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">30,463
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Howard University, Washington D.C., AGM, 2.416%,&#8201;10/01/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">33,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">31,508
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Howard University, Washington D.C., AGM, 2.516%,&#8201;10/01/2025
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">42,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">39,502
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>129,426
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Insurance &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Corebridge Financial, Inc., 3.85%,&#8201;4/05/2029 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">500,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">460,200</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Insurance - Health &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Humana, Inc., 3.7%,&#8201;3/23/2029
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">167,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">157,693</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UnitedHealth Group, Inc., 4.625%,&#8201;7/15/2035
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">672,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">669,604
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>827,297
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Insurance - Property &amp; Casualty &#8211; 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Liberty Mutual Group, Inc., 3.951%,&#8201;10/15/2050 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">99,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">76,213</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Machinery &amp; Tools &#8211; 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">CNH Industrial Capital LLC, 4.2%,&#8201;1/15/2024
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">625,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">621,933</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Major Banks &#8211; 2.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank of America Corp., 3.004%,&#8201;12/20/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">183,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">182,324</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">750,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">621,748
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JPMorgan Chase &amp; Co., 2.58% to 4/22/2031, FLR (SOFR - 1 day + 1.25%) to 4/22/2032
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">750,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">619,583
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">JPMorgan Chase &amp; Co., 3.109% to 4/22/2050, FLR (SOFR + 2.44%) to 4/22/2051
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">485,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">350,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">588,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">538,781
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">State Street Corp., 3.152% to 3/30/2030, FLR (SOFR + 2.65%) to 3/30/2031
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">138,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">125,255
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>2,437,737
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Medical &amp; Health Technology &amp; Services &#8211; 1.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Becton, Dickinson and Co., 4.685%,&#8201;12/15/2044
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">123,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">116,594</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Laboratory Corp. of America Holdings, 4.7%,&#8201;2/01/2045
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">106,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">96,141
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Montefiore Obligated Group, 5.246%,&#8201;11/01/2048
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">614,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">616,483
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ProMedica Toledo Hospital, &#8220;B&#8221;, AGM, 5.325%,&#8201;11/15/2028
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">250,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:5pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">241,146
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:20.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">2</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Medical &amp; Health Technology &amp; Services &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ProMedica Toledo Hospital, &#8220;B&#8221;, AGM, 5.75%,&#8201;11/15/2038
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">175,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">171,451</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>1,241,815
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Midstream &#8211; 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Targa Resources Corp., 4.95%,&#8201;4/15/2052
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">109,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">93,988</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Mortgage-Backed &#8211; 38.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 2.152%,&#8201;1/25/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">63,545
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">63,260</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 2.41%,&#8201;5/01/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">112,555
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">112,057
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 4%,&#8201;3/25/2028 - 7/01/2047
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,264,462
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,263,225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 3%,&#8201;11/01/2028 - 5/25/2053
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,749,245
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,692,443
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 6.5%,&#8201;5/01/2031 - 1/01/2037
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">195,866
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">207,439
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 2.5%,&#8201;11/01/2031 - 10/01/2046
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">253,757
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">237,010
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 3.5%,&#8201;12/25/2031 - 2/25/2036 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">81,604
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">8,116
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 3%,&#8201;2/25/2033 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">121,835
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">11,619
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 5.5%,&#8201;10/01/2033 - 3/01/2038
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,064,077
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,123,149
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 6%,&#8201;8/01/2034 - 7/01/2037
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">315,578
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">333,655
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 5%,&#8201;6/01/2035 - 3/01/2042
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">256,279
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">267,092
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 3.5%,&#8201;4/01/2038 - 7/01/2046
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,052,827
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,026,418
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 2%,&#8201;10/25/2040 - 4/25/2046
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">120,976
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">114,698
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 4.5%,&#8201;2/01/2041 - 11/01/2042
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">392,202
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">400,264
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 1.75%,&#8201;9/25/2041 - 10/25/2041
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">343,070
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">324,447
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, 2.75%,&#8201;9/25/2042
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">102,781
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">99,312
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, UMBS, 2%,&#8201;5/01/2037 - 3/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">6,425,016
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">5,607,532
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, UMBS, 2.5%,&#8201;3/01/2042 - 4/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,826,870
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,541,405
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, UMBS, 3%,&#8201;6/01/2051 - 6/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,085,605
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,009,762
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Fannie Mae, UMBS, 3.5%,&#8201;5/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">74,351
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">70,949
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.06%,&#8201;7/25/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">294,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">291,875
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.458%,&#8201;8/25/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">364,782
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">363,022
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.048%,&#8201;4/25/2024 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,981,508
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">35,944
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.714%,&#8201;7/25/2024 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,221,906
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">30,735
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.064%,&#8201;8/25/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">479,843
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">472,586
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 4.5%,&#8201;9/01/2024 - 5/01/2042
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">290,271
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">296,296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 2.67%,&#8201;12/25/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">827,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">806,383
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 2.811%,&#8201;1/25/2025
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">535,994
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">523,570
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.5%,&#8201;1/15/2027 - 10/25/2058
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,624,082
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,557,976
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.481%,&#8201;3/25/2027 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">391,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">21,084
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.711%,&#8201;7/25/2027 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">8,437,610
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">199,298
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.558%,&#8201;8/25/2027 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">6,564,568
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">119,541
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.428%,&#8201;1/25/2028 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">12,108,370
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">177,659
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.436%,&#8201;1/25/2028 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,988,623
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">75,589
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.271%,&#8201;2/25/2028 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">14,039,940
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">108,115
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 2.5%,&#8201;3/15/2028
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">28,393
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">28,186
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.264%,&#8201;4/25/2028 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">9,020,590
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">64,549
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3%,&#8201;6/15/2028 - 2/25/2059
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,929,996
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,838,048
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.218%,&#8201;7/25/2029 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,258,809
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">77,216
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.269%,&#8201;8/25/2029 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,550,382
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">163,268
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.916%,&#8201;4/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">600,527
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">67,594
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.985%,&#8201;4/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,277,474
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">150,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.766%,&#8201;5/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">612,877
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">64,866
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.906%,&#8201;5/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:6.08pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,389,954
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">158,460
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.436%,&#8201;6/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">559,633
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">47,701
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.704%,&#8201;8/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">633,757
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">65,961
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.263%,&#8201;9/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">314,905
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">24,381
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.172%,&#8201;11/25/2030 (i)
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">789,331
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:5pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">57,818
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:27.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">3</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Mortgage-Backed &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.422%,&#8201;1/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,861,758
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">61,496</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.873%,&#8201;1/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">873,865
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">47,837
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.027%,&#8201;1/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">663,744
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">42,787
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.613%,&#8201;3/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,273,007
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">79,018
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.829%,&#8201;3/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">973,113
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">50,787
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.333%,&#8201;5/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">399,402
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">34,384
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 1.039%,&#8201;7/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">489,989
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">33,531
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.955%,&#8201;9/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">808,717
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">50,873
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.441%,&#8201;11/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,899,181
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">106,037
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.597%,&#8201;12/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,898,081
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">146,415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.664%,&#8201;12/25/2031 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">644,718
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">27,162
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.71%,&#8201;11/25/2032
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">418,781
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">413,295
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 6%,&#8201;5/01/2035 - 10/01/2038
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">162,358
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">174,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 5.5%,&#8201;8/01/2035 - 6/01/2036
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">189,092
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">200,571
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 5%,&#8201;2/15/2036 - 12/01/2044
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">725,047
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">757,111
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 5.5%,&#8201;2/15/2036 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">29,472
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,987
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 2%,&#8201;8/15/2036
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">114,551
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">113,254
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 6.5%,&#8201;5/01/2037
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">33,017
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">34,875
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 4%,&#8201;8/01/2037 - 4/01/2044
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">187,140
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">187,187
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 4.5%,&#8201;12/15/2040 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">8,128
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:35.76pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">752
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 0.632%,&#8201;9/25/2049 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,619,786
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">96,552
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, 3.25%,&#8201;11/25/2061
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">396,235
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">377,042
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, UMBS, 2%,&#8201;2/01/2042 - 5/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,120,802
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">971,063
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, UMBS, 3.5%,&#8201;8/01/2051 - 5/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">158,969
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">152,029
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, UMBS, 2.5%,&#8201;10/01/2051 - 9/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,791,613
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,603,219
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, UMBS, 3%,&#8201;1/01/2052 - 4/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">343,868
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">319,036
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Freddie Mac, UMBS, 4%,&#8201;5/01/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">197,426
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">194,675
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 5.5%,&#8201;7/15/2033 - 1/20/2042
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">367,068
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">394,102
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 5.687%,&#8201;8/20/2034
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">85,421
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">89,175
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 4%,&#8201;5/16/2039 - 7/20/2041
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">173,882
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">174,312
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 4.5%,&#8201;9/20/2041
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">107,035
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">108,965
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 3.5%,&#8201;10/20/2041 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">42,058
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,479
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 3.5%,&#8201;4/15/2042 - 7/20/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">721,408
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">707,927
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 2.5%,&#8201;6/20/2042 - 11/20/2051
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,317,133
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,204,099
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 4%,&#8201;8/16/2042 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">44,770
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">6,729
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 2.25%,&#8201;9/20/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">29,415
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">28,815
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 3%,&#8201;4/20/2045 - 2/20/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">995,819
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">943,043
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 2%,&#8201;1/20/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">436,291
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">386,520
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, 0.586%,&#8201;2/16/2059 (i)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">180,448
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">6,732
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 2.5%,&#8201;9/21/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">461,596
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">420,575
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 3%,&#8201;9/21/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,075,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,008,946
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 3.5%,&#8201;9/21/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">775,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">747,239
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 4%,&#8201;9/21/2052 - 10/20/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,094,799
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,077,903
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 4.5%,&#8201;9/21/2052 - 10/20/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">775,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">774,687
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Ginnie Mae, TBA, 5%,&#8201;9/21/2052 - 10/20/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">375,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">379,423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UMBS, TBA, 2%,&#8201;9/19/2037 - 9/25/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,350,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,073,916
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UMBS, TBA, 2.5%,&#8201;9/19/2037 - 9/25/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,425,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,186,320
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UMBS, TBA, 5.5%,&#8201;9/14/2052 - 10/25/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">300,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">306,393
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UMBS, TBA, 4%,&#8201;9/25/2052
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">275,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">268,404
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">UMBS, TBA, 4.5%,&#8201;9/25/2052
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">350,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">347,867
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:7.20pt;"></FONT>46,326,904
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:63.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">4</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Municipals &#8211; 3.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bridgeview, IL, Stadium and Redevelopment Projects, Taxable, AAC, 5.06%,&#8201;12/01/2025
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">630,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">617,319</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">California Earthquake Authority Rev., Taxable, &#8220;B&#8221;, 1.477%,&#8201;7/01/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">110,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">107,571
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Chicago, IL, General Obligation, Taxable, &#8220;C&#8221;, AGM, 6.207%,&#8201;1/01/2036
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,010,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,114,765
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, &#8220;B&#8221;, 3%,&#8201;6/01/2046
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">175,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">153,743
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Guam International Airport Authority Rev., Taxable (A.B. Won Pat Airport), &#8220;A&#8221;, 4.46%,&#8201;10/01/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:16.28pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">5,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:29.64pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Illinois Sales Tax Securitization Corp., Second Lien, Taxable, &#8220;B&#8221;, BAM, 3.411%,&#8201;1/01/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">240,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">198,128
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Massachusetts Educational Financing Authority, Education Loan Subordinate Rev., Taxable, &#8220;A&#8221;, 2.641%,&#8201;7/01/2037
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">535,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">450,483
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Michigan Finance Authority Tobacco Settlement Asset-Backed Rev., Taxable (2006 Sold Tobacco Receipts), &#8220;A-1&#8221;,
2.326%,&#8201;6/01/2030
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">12,445
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">11,427
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">New Jersey Turnpike Authority Rev., Taxable (Build America Bonds), &#8220;F&#8221;, 7.414%,&#8201;1/01/2040
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">32,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">41,768
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Syracuse, NY, Industrial Development Agency PILOT Rev., Taxable (Carousel Center Project), &#8220;B&#8221;, 5%,&#8201;1/01/2036 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,215,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">855,156
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;"></FONT>3,554,575
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Pharmaceuticals &#8211; 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Gilead Sciences, Inc., 4.5%,&#8201;2/01/2045
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">82,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">74,617</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Telecommunications - Wireless &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Crown Castle International Corp., REIT, 3.25%,&#8201;1/15/2051
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">464,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;">329,440</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">T-Mobile USA, Inc., 4.375%,&#8201;4/15/2040
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">650,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">573,338
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>902,778
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Transportation - Services &#8211; 0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">ERAC USA Finance LLC, 3.85%,&#8201;11/15/2024 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">34,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">33,428</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Government Agencies and Equivalents &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 5.52%,&#8201;6/01/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">11,552
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.48pt;">11,478</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 2.21%,&#8201;2/01/2033
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">79,307
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">73,662
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 2.22%,&#8201;3/01/2033
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">129,061
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">120,177
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 3.15%,&#8201;7/01/2033
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">104,649
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">101,532
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Small Business Administration, 3.62%,&#8201;9/01/2033
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">114,198
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">112,873
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:17.40pt;"></FONT>419,722
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Treasury Obligations &#8211; 38.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 2.25%,&#8201;2/15/2027
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,921,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.28pt;">1,829,227</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 5.25%,&#8201;2/15/2029
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">48,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">53,304
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 0.625%,&#8201;5/15/2030
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">800,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">659,438
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 4.75%,&#8201;2/15/2037
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">336,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">397,753
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 4.375%,&#8201;2/15/2038
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,109,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,265,733
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 4.5%,&#8201;8/15/2039 (f)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,503,100
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">5,200,729
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 3.125%,&#8201;2/15/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">453,700
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">421,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 2.875%,&#8201;5/15/2043
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,697,100
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,512,540
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 2.5%,&#8201;2/15/2045
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,017,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,320,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 2.875%,&#8201;11/15/2046
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,470,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,075,559
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 3%,&#8201;2/15/2048
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">804,400
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">736,749
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 2.375%,&#8201;5/15/2051
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">638,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">525,253
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Bonds, 1.875%,&#8201;11/15/2051
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,090,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">794,106
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 1.5%,&#8201;9/15/2022
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,331,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,330,405
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.125%,&#8201;12/31/2022
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,530,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,515,364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.125%,&#8201;2/28/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">1,171,500
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">1,153,516
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.125%,&#8201;4/30/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,940,200
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">3,857,548
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.125%,&#8201;5/31/2023
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,400,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,342,906
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.75%,&#8201;2/15/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">577,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">571,027
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.5%,&#8201;5/15/2024
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">2,955,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">2,907,789
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2.875%,&#8201;7/31/2025
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">4,700,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:15.36pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">4,620,504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2%,&#8201;8/15/2025
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:12.20pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">98,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:25.56pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">93,900
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.75%,&#8201;5/31/2026
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">567,700
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:5pt;padding-left:21.48pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">513,879
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:23.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">5</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
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<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">U.S. Treasury Obligations &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 0.875%,&#8201;6/30/2026
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">678,600
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">616,148</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 2%,&#8201;11/15/2026
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:2pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">6,071,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:26.84pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">5,731,878
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">U.S. Treasury Notes, 3.25%,&#8201;5/15/2042
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">165,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">157,833
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:11.18pt;"></FONT>46,205,396
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Utilities - Electric Power &#8211; 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">FirstEnergy Corp., 4.4%,&#8201;7/15/2027
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">694,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">657,565</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Pacific Gas &amp; Electric Co., 5.45%,&#8201;6/15/2027
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">357,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">350,948
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Vistra Operations Co. LLC, 4.875%,&#8201;5/13/2024 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">500,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">493,493
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:15.26pt;"></FONT>1,502,006
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Total U.S. Bonds
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$117,762,388
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Foreign Bonds &#8211; 6.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Australia &#8211; 0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">APT Pipelines Ltd., 4.25%,&#8201;7/15/2027 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:12.20pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">16,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:21.48pt;">15,450</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bermuda &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Government of Bermuda, 5%,&#8201;7/15/2032 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">400,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">402,664</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Chile &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Banco del Estado de Chile, 2.704%,&#8201;1/09/2025 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">241,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">228,789</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">China &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Tencent Holdings Ltd., 2.88%,&#8201;4/22/2031 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">501,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">426,812</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Hungary &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Republic of Hungary, 5.25%,&#8201;6/16/2029 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">200,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">192,460</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">India &#8211; 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Export-Import Bank of India, 2.25%,&#8201;1/13/2031 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">317,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">258,318</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Indian Railway Finance Corp., 2.8%,&#8201;2/10/2031 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">376,000
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.25pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;
">310,240
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Power Finance Corp. Ltd. (Republic of India), 5.25%,&#8201;8/10/2028
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">370,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">365,795
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>934,353
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Indonesia &#8211; 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">PT Freeport Indonesia, 5.315%,&#8201;4/14/2032 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">451,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">417,066</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">PT Indofood CBP Sukses Makmur Tbk, 4.805%,&#8201;4/27/2052
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">416,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">307,304
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>724,370
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Ireland &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">AerCap Ireland Capital DAC/AerCap Global&#160;Aviation Trust, 3.3%,&#8201;1/30/2032
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">355,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">286,496</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Israel &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank Hapoalim B.M., 3.255% to 1/21/2027, FLR (CMT - 5yr. + 2.155%) to 1/21/2032 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">200,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">173,959</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Bank Leumi le-Israel B.M., 3.275%,&#8201;1/29/2031 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">354,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">313,732
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>487,691
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Kuwait &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">EQUATE Petrochemical B.V. (State of Kuwait), 4.25%,&#8201;11/03/2026
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">253,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">248,330</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Malaysia &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Dua Capital Ltd. (Federation of Malaysia), 2.78%,&#8201;5/11/2031
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">400,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">326,309</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Mexico &#8211; 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Comision Federal de Electricidad (United Mexican States), 3.348%,&#8201;2/09/2031 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">232,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">183,280</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Mexican States, 4.75%,&#8201;4/27/2032
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">324,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">314,272
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>497,552
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">6</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:12pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:separate;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:75.74%;">Issuer
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:7.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">Shares/Par
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Foreign Bonds &#8211; continued
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Morocco &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Kingdom of Morocco, 3%,&#8201;12/15/2032 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">377,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">281,808</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Romania &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Republic of Romania, 2%,&#8201;4/14/2033
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">EUR
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">367,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">242,497</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Saudi Arabia &#8211; 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Kingdom of Saudi Arabia, 2.25%,&#8201;2/02/2033 (n)
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">309,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">265,074</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Saudi Arabian Oil Co., 1.625%,&#8201;11/24/2025 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">305,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">282,644
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>547,718
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">South Korea &#8211; 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Shinhan Bank Co., Ltd., 4.375%,&#8201;4/13/2032 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">300,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">288,590</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Thailand &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Thaioil Treasury Center Co. Ltd., 3.75%,&#8201;6/18/2050 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">470,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">314,717</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">United Arab Emirates &#8211; 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">United Arab Emirates, 4.951%,&#8201;7/07/2052 (n)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:2pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">400,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">421,580</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">United Kingdom &#8211; 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">B.A.T. Capital Corp., 4.7%,&#8201;4/02/2027
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:2.87%;">$
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">600,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:17.40pt;">583,824</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">Imperial Brands Finance PLC, 6.125%,&#8201;7/27/2027 (n)
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:8.12pt;padding-right:7.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">200,000
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:32.95pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.11%;">203,022
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:left;vertical-align:bottom;width:75.74%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:21.38pt;"></FONT>786,846
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;" colspan="2">Total Foreign Bonds
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:2pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:9.45pt;"></FONT>7,655,032
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:78.61%;" colspan="3">Total Bonds
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$125,417,420
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:99.63%;" colspan="5">Investment Companies (h) &#8211; 3.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;
padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:88.52%;" colspan="4">Money Market Funds &#8211; 3.3%
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:11.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:0pt;padding-right:2pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:75.74%;">MFS Institutional Money Market Portfolio, 2.21% (v)
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:0%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:0pt;padding-right:2pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:2.87%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:2pt;padding-right:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.91%;">3,936,879
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:7.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$<FONT
style="padding-left:3.97pt;"></FONT><FONT
style="padding-left:11.28pt;">3,936,879</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-top:2.12pt;text-align:left;vertical-align:bottom;width:99.63%;" colspan="5">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:78.61%;" colspan="3">Other Assets, Less Liabilities &#8211; (7.8)%
</TD><TD
style="border-bottom:0.5pt solid #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:21.47pt;padding-top:2.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.11%;">(9,374,960)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;border-top:0.5pt SOLID #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;
padding-right:2pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:78.61%;" colspan="3">Net Assets &#8211; 100.0%
</TD><TD
style="border-bottom:0.5pt solid #999999;border-top:0.5pt SOLID #999999;line-height:8.5pt;padding-bottom:3pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:9.91%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;border-top:0.5pt SOLID #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;
padding-top:2.12pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.11%;">$119,979,339
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:2pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.39%;">(f)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-top:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;">All or a portion of the security has been segregated as collateral for open futures contracts.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.39%;">(h)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;">An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of
the fund's investments in affiliated issuers and in unaffiliated issuers were $3,936,879 and $125,417,420, respectively.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.39%;">(i)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;">Interest only security for which the fund receives interest on notional principal (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.39%;">(n)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;">Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to
qualified institutional buyers. At period end, the aggregate value of these securities was $13,166,837, representing 11.0% of net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.39%;">(v)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;">Affiliated issuer that is available only to investment companies managed by MFS. The rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period
end.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:0pt;padding-right:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:2.39%;">(z)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:4pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;">Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions
exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult.
The fund holds the following restricted securities:
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:4.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.69%;">Restricted Securities
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:4.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.48%;">Acquisition<BR>
Date
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:4.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">Cost
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.69%;">ReadyCap Commercial Mortgage Trust, 2021-FL7, &#8220;A&#8221;, FLR, 3.643% (LIBOR - 1mo. + 1.2%), 11/25/2036
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.12pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.48%;">11/12/2021
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:7.33%;">$219,498
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:7.33%;">$213,866
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:4.5pt;
padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:76.69%;">ReadyCap Commercial Mortgage Trust, 2021-FL7, &#8220;AS&#8221;, FLR, 3.944% (LIBOR - 1mo. + 1.5%),
11/25/2036
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:1.25pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.48%;">11/12/2021
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:1.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">100,000
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:4.5pt;padding-top:1.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">96,994
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.12pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.69%;">Total Restricted Securities
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:center;vertical-align:bottom;width:9.48%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.25pt;padding-right:4.5pt;padding-top:2.12pt;text-align:right;vertical-align:bottom;width:7.33%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.25pt;padding-left:4.5pt;padding-top:2.12pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">$310,860
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.69%;">% of Net assets
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.25pt;text-align:center;vertical-align:bottom;width:9.48%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:5pt;padding-right:4.5pt;padding-top:1.25pt;text-align:right;vertical-align:bottom;width:7.33%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:5pt;padding-left:4.5pt;padding-top:1.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.33%;">0.3%
</TD></TR></TABLE>
</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="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="2">The following abbreviations are used in this report and are defined:
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">AAC
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Ambac Assurance Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:4.42%;">AGM
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:96.13%;">Assured Guaranty Municipal
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:22pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Portfolio of Investments&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:18pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">BAM
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Build America Mutual
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">CLO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Collateralized Loan Obligation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">CMT
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Constant Maturity Treasury
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">FLR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference
rates are USD unless otherwise noted.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">LIBOR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">London Interbank Offered Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">REIT
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Real Estate Investment Trust
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">SOFR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Secured Overnight Financing Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">TBA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">To Be Announced
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.42%;">UMBS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:3pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.13%;">Uniform Mortgage-Backed Security
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-top:1.38pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="2">Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below:
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:4.42%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:3pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:96.13%;">Euro
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:12pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:100%;" colspan="7">Derivative Contracts at 8/31/22
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="7">Forward Foreign Currency Exchange Contracts
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.69%;" colspan="2">Currency<BR>
Purchased
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.89%;" colspan="2">Currency<BR>
Sold
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:49.56%;">Counterparty
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:14.29%;">Settlement Date
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.69%;">Unrealized<BR>
Appreciation<BR>
(Depreciation)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="7">Asset Derivatives
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:5.56%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:7.13%;">373,589
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.76%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:7.13%;">367,738
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:49.56%;">HSBC Bank
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:14.29%;">10/21/2022
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;width:12.69%;">$2,816
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="7">Liability Derivatives
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:5.56%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:10.08pt;padding-right:6pt;padding-top:1.75pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:7.13%;">61,990
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:4.76%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:10.08pt;padding-right:6pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:7.13%;">63,168
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:49.56%;">State Street Bank Corp.
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:14.29%;">9/21/2022
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-top:1.75pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:top;width:12.69%;">$<FONT
style="padding-left:3.76pt;"></FONT>(793)
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.25pt;padding-left:0pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:100%;" colspan="7">Futures Contracts
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:38.51%;">Description
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:6.51%;">Long/<BR>
Short
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.75%;">Currency
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.21%;">Contracts
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.22%;">Notional<BR>
Amount
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.04%;">Expiration<BR>
Date
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-left:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:14.88%;">Value/Unrealized<BR>
Appreciation<BR>
(Depreciation)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="7">Asset Derivatives
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:73.20%;" colspan="5">Interest Rate Futures&#8201;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:6pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:38.51%;">U.S. Treasury Note 2 yr
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Short
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">69
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:10.22%;">$14,374,641
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;text-transform:none;
vertical-align:top;width:14.88%;">$<FONT
style="padding-left:2.5pt;"></FONT>18,835
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:38.51%;">U.S. Treasury Note 5 yr
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Short
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">36
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:10.22%;">3,989,531
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:9pt;font-size:9pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:12pt;line-height:12pt;
padding-left:12.82pt;padding-top:1.25pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:top;white-space:nowrap;width:14.88%;">14,593
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:38.51%;">U.S. Treasury Ultra Bond
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:7.33pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Long
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">11
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:10.22%;">1,644,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:9pt;font-size:9pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:12pt;line-height:12pt;padding-bottom:3pt;padding-left:12.82pt;padding-top:1.25pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:14.88%;">18,785
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:left;vertical-align:top;width:38.51%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:6.51%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:8.75%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:9.21%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:right;vertical-align:top;width:10.22%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:13.04%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-top:2.12pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;width:14.88%;">$<FONT
style="padding-left:2.5pt;"></FONT>52,213
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:2.12pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:100%;" colspan="7">Liability Derivatives
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:bold;line-height:12pt;padding-left:0pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:73.20%;" colspan="5">Interest Rate Futures&#8201;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:6pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:38.51%;">U.S. Treasury Bond
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Short
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">45
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:10.22%;">$6,112,969
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-top:1.75pt;text-align:center;text-decoration:none;text-transform:none;
vertical-align:top;width:14.88%;">$(12,822)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:38.51%;">U.S. Treasury Note 10 yr
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:7.33pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Long
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">92
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:10.22%;">10,755,375
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:9pt;font-size:9pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:12pt;line-height:12pt;
padding-left:10.32pt;padding-top:1.25pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:top;white-space:nowrap;width:14.88%;">(34,074)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:38.51%;">U.S. Treasury Ultra Note 10 yr
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:7.33pt;padding-right:6pt;padding-top:1.25pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:6.51%;">Long
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:8.75%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:9.21%;">14
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:10.22%;">1,752,625
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:1.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:top;width:13.04%;">December - 2022
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:9pt;font-size:9pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:12pt;line-height:12pt;padding-bottom:3pt;padding-left:14.64pt;padding-top:1.25pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:14.88%;">(2,081)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:left;vertical-align:top;width:38.51%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:6.51%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:8.75%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:9.21%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:right;vertical-align:top;width:10.22%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:6pt;padding-top:2.12pt;text-align:center;vertical-align:top;width:13.04%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:3pt;padding-left:6pt;padding-top:2.12pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:14.88%;">$(48,977)
</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;">At August 31, 2022, the fund had
liquid securities with an aggregate value of $173,238 to cover any collateral or margin obligations for certain derivative contracts.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">See attached supplemental
information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.</DIV>
</DIV>
<DIV
style="margin-top:149pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">8</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#741046;font-family:Arial;font-size:15pt;font-style:Normal;font-weight:bold;line-height:18pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Supplemental Information</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:Normal;line-height:14pt;margin-top:1pt;text-align:left;text-decoration:none;text-transform:none;">8/31/22 (unaudited)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:7pt;text-align:left;text-decoration:none;text-transform:none;">The fund is an investment company
and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment
Companies.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">(1)&nbsp;Investment Valuations</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:4pt;text-align:left;text-decoration:none;text-transform:none;">Debt instruments and floating rate
loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less
may be valued at amortized cost, which approximates market value. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures
contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign
currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods. Open-end
investment companies are generally valued at net asset value per share.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Securities and other assets generally valued on the
basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information
such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data. The values of foreign securities and other assets and liabilities expressed in foreign currencies are
converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">The Board of Trustees has delegated
primary responsibility for determining or causing to be determined the value of the fund&#8217;s investments (including any fair valuation) to the adviser pursuant to valuation policies and procedures approved by the
Board. If the adviser determines that reliable market quotations are not readily available, investments are valued at fair value as determined in good faith by the adviser in accordance with such procedures under the
oversight of the Board of Trustees. Under the fund&#8217;s valuation policies and procedures, market quotations are not considered to be readily available for most types of debt instruments and floating rate loans and
many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services. In addition, investments may be valued at fair value if the adviser determines
that an investment&#8217;s value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior
to the determination of the fund&#8217;s net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is
principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost
and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an
investment. The value of an investment for purposes of calculating the fund&#8217;s net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an
investment used to determine the fund&#8217;s net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an
investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Various inputs are used in
determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value
hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a
particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or
liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).</DIV>
</DIV>
<DIV
style="margin-top:241pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">9</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:italic;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Supplemental Information&nbsp;(unaudited) &#8211;
continued</DIV>
</DIV>
<DIV
style="margin-top:13pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">Level 3 includes unobservable inputs, which may
include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts and forward foreign currency exchange contracts.
The following is a summary of the levels used as of August 31, 2022 in valuing the fund's assets and liabilities:</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:78.00%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:8pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:49.50%;">Financial Instruments
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.28%;">Level 1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:14.22%;">Level 2
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.79%;">Level 3
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-top:8pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:14.22%;">Total
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">U.S. Treasury Bonds &amp; U.S. Government Agencies &amp; Equivalents
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:31.64pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.28%;
">$&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:14.22%;
">$46,625,118
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.79%;">$&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:14.22%;">$46,625,118
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Non - U.S. Sovereign Debt
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">4,741,126
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">4,741,126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Municipal Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">3,554,575
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">3,554,575
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">U.S. Corporate Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">14,777,380
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">14,777,380
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Residential Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">46,326,904
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:15.66pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">46,326,904
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Commercial Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">4,080,010
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">4,080,010
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Asset-Backed Securities (including CDOs)
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">2,398,401
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">2,398,401
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Foreign Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">2,913,906
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">2,913,906
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:3pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Mutual Funds
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:12.28%;">3,936,879
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:43.88pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:14.22%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11.5pt;line-height:11.5pt;padding-bottom:3pt;padding-left:19.74pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">3,936,879
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:2.38pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:49.50%;">Total
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.28%;">$3,936,879
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;">$125,417,420
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.79%;">$&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;">$129,354,299
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:bold;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Other Financial Instruments
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;vertical-align:bottom;width:12.28%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;vertical-align:bottom;width:14.22%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;vertical-align:bottom;width:9.79%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-top:1.5pt;text-align:center;vertical-align:bottom;width:14.22%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Futures Contracts &#8211; Assets
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:17.70pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.28%;
">$52,213
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:39.80pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:14.22%;
">$&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:7.5pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.79%;">$&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:25.86pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:14.22%;">$52,213
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Futures Contracts &#8211; Liabilities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:19.41pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">(48,977)
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:43.88pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:27.57pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">(48,977)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Forward Foreign Currency Exchange Contracts &#8211; Assets
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:34.02pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:14.22%;">2,816
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:1.5pt;padding-left:34.02pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">2,816
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:0pt;padding-right:7.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:49.50%;">Forward Foreign Currency Exchange Contracts &#8211; Liabilities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:4pt;padding-left:35.72pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:12.28%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:4pt;padding-left:37.77pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:14.22%;">(793)
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:4pt;padding-left:11.58pt;padding-right:7.5pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:9.79%;">&#8212;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8.5pt;font-size:8.5pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11.5pt;line-height:11.5pt;
padding-bottom:4pt;padding-left:37.77pt;padding-top:1.5pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:14.22%;
">(793)
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">For further information regarding
security characteristics, see the Portfolio of Investments.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">(2)&nbsp;Investments in Affiliated
Issuers</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:4pt;text-align:left;text-decoration:none;text-transform:none;">An affiliated issuer may be
considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. For the purposes of this report, the following were affiliated issuers:</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:4pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:41.64%;">Affiliated Issuers
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">Beginning<BR>
Value
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;padding-top:4pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.78%;">Purchases
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">Sales<BR>
Proceeds
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.07%;">Realized<BR>
Gain<BR>
(Loss)
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.06%;">Change in<BR>
Unrealized<BR>
Appreciation or<BR>
Depreciation
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.02%;">Ending<BR>
Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:0pt;padding-right:6pt;padding-top:2.38pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.64%;">MFS Institutional Money Market Portfolio
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">$12,202,488
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">$32,735,706
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.78%;">$41,001,212
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.07%;">$(218)
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.06%;">$115
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-bottom:4pt;padding-left:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.02%;">$3,936,879
</TD></TR></TABLE>
</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:6pt;padding-top:4pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:75.56%;">Affiliated Issuers
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:6pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.78%;">Dividend<BR>
Income
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:6pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.78%;">Capital Gain<BR>
Distributions
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:0pt;padding-right:6pt;padding-top:2.38pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:75.56%;">MFS Institutional Money Market Portfolio
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:6pt;padding-right:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.78%;">$15,406
</TD><TD
style="color:#000000;font-family:Arial;font-size:8.5pt;font-style:Normal;font-weight:Normal;line-height:11.5pt;padding-left:6pt;padding-top:2.38pt;text-align:center;text-decoration:none;text-transform:none;
vertical-align:bottom;width:12.78%;">$&#8212;
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">(3)&nbsp;Russia and Ukraine
Conflict</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:4pt;text-align:left;text-decoration:none;text-transform:none;">The market disruptions, which began
in late February 2022, associated with geopolitical events related to the conflict between Russia and Ukraine may adversely affect the value of the fund&#8217;s assets and thus the fund&#8217;s performance. Management
continues to monitor these events and to evaluate the related impacts, if any, to the fund.</DIV>
</DIV>
<DIV
style="margin-top:224pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:Normal;line-height:12.5pt;text-align:right;text-decoration:none;text-transform:none;">10</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
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